Moments of an exponential functional of random walks to permutations with given descent sets

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Publication:558310

DOI10.1023/B:MAHU.0000040544.59987.08zbMATH Open1063.05005arXiv1008.1514MaRDI QIDQ558310FDOQ558310


Authors: Balázs Székely, Tamas Szabados Edit this on Wikidata


Publication date: 5 July 2005

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Abstract: The exponential functional of simple, symmetric random walks with negative drift is an infinite polynomial Y=1+xi1+xi1xi2+xi1xi2xi3+... of independent and identically distributed non-negative random variables. It has moments that are rational functions of the variables muk=ev(xik)<1 with universal coefficients. It turns out that such a coefficient is equal to the number of permutations with descent set defined by the multiindex of the coefficient. A recursion enumerates all numbers of permutations with given descent sets in the form of a Pascal-type triangle.


Full work available at URL: https://arxiv.org/abs/1008.1514




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