Ranks, copulas, and permutons

DOI10.1007/S00184-023-00908-2MaRDI QIDQ6128299zbMATH OpenOpenAlexWikidataFDO

Authors Rudolf Grübel

Publication date 15 April 2024

Published in Metrika (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2206.12153

zbMATH Keywords

asymptoticsboundary theorycopulasexchangeabilityMarkov chainspattern frequenciespermutationsranks

Mathematics Subject Classification ID

Permutations, words, matrices (05A05) Combinatorial probability (60C05) Boundary theory for Markov processes (60J50) Asymptotic properties of nonparametric inference (62G20)

Abstract: We review a recent development at the interface between discrete mathematics on one hand and probability theory and statistics on the other, specifically the use of Markov chains and their boundary theory in connection with the asymptotics of randomly growing permutations. Permutations connect total orders on a finite set, which leads to the use of a pattern frequencies. This view is closely related to classical concepts of nonparametric statistics. We give several applications and discuss related topics and research areas, in particular the treatment of other combinatorial families, the cycle view of permutations, and an approach via exchangeability.

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Cited in

(4)

• Binary search trees of permuton samples
• Pattern-based tests for two-dimensional copulas
• Grothendieck shenanigans: permutons from pipe dreams via integrable probability
• Efficiency of pattern-based independence test

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