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A combinatorial and probabilistic study of initial and end heights of descents in samples of geometrically distributed random variables and in permutations. (English) Zbl 1157.60302

Summary: In words, generated by independent geometrically distributed random variables, we study the lth descent, which is, roughly speaking, the lth occurrence of a neighbouring pair ab with \(a>b\). The value \(a\) is called the initial height, and \(b\) the end height. We study these two random variables (and some similar ones) by combinatorial and probabilistic tools. We find in all instances a generating function \(\psi(v,u)\), where the coefficient of \(v^j u^i\) refers to the \(j\)-th descent (ascent), and \(i\) to the initial (end) height. From this, various conclusions can be drawn, in particular expected values. In the probabilistic part, a Markov chain model is used, which allows to get explicit expressions for the heights of the second descent. In principle, one could go further, but the complexity of the results forbids it. This is extended to permutations of a large number of elements. Methods from \(q\)-analysis are used to simplify the expressions. This is the reason that we confine ourselves to the geometric distribution only. For general discrete distributions, no such tools are available.

MSC:

60C05 Combinatorial probability
05A16 Asymptotic enumeration
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60J20 Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)