A probabilistic interpretation of the Macdonald polynomials

• Autores: Persi Diaconis, Arun Ram
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 40, Nº. 5, 2012, págs. 1861-1896
• Idioma: inglés
• DOI: 10.1214/11-AOP674
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• Resumen

  • The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in the power sum polynomials. The Markov chain has stationary distribution a new two-parameter family of measures on partitions, the inverse of the Macdonald weight (rescaled). The uniform distribution on cycles of permutations and the Ewens sampling formula are special cases. The Markov chain is a version of the auxiliary variables algorithm of statistical physics. Properties of the Macdonald polynomials allow a sharp analysis of the running time. In natural cases, a bounded number of steps suffice for arbitrarily large k.