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Dominic T. Schickentanz

Publications and source records attributed to Dominic T. Schickentanz.

4 recordsLinked to original sources

Inversions in Random Permutations Under the Ewens Sampling Distribution With and Without a Prescribed Number of Fixed Points

In the first part of the paper, we study the inversion statistic of random permutations under the family $(\mathbb{P}_θ^{(n)})_{θ\ge 0}$ of Ewens sampling distributions on $S_n$. We obtain a rather simple exact formula for the expected number of inversions under $\mathbb{P}_θ^{(n)}$. In particular, we show that this expected number of inversions is decreasing in the tilting parameter $θ$ for any $n$ and that it is convex in $θ$ for $n \not \in \{3,4\}$ only. Furthermore, we derive an exact formula for the probability that a specific pair of indices $(i,j) \in \{1,\dots,n\}^2$ is inverted and show that this probability is decreasing in $θ$ if and only if $|j-i| \ge 2$ holds. We also exhibit the asymptotic behavior of these quantities as $n \to \infty$ and $θ\to \infty$. In the second part of our paper, we analyze the inversion statistic of random permutations under~$(\mathbb{P}_θ^{(n)})_{θ> 0}$ conditioned on having a prescribed number of fixed points. Again, we obtain exact formulas for the expected number of inversions and for the probability that a specific pair of indices is inverted. Since, as expected, the resulting formulas are rather complicated, we focus on the asymptotic behavior of these quantities as $n \to \infty$, $θ\to \infty$ and $θ\to 0$.

math.PR↗

Brownian motion conditioned to spend limited time outside a bounded interval -- an extreme example of entropic repulsion

We show that a Brownian motion on $\mathbb{R}_{\ge 0}$ which is allowed to spend a total of $s > 0$ time units outside a bounded interval does not leave the interval at all. This can be seen as an extreme example of entropic repulsion. Moreover, we explicitly determine the exact asymptotic behaviour of the probability that a Brownian motion on $[0,T]$ spends limited time outside a bounded interval, as $T \to \infty$.

math.PR↗

Brownian Motion Conditioned to Spend Limited Time Below a Barrier

We condition a Brownian motion with arbitrary starting point $y \in \mathbb{R}$ on spending at most $1$ time unit below $0$ and provide an explicit description of the resulting process. In particular, we provide explicit formulas for the distributions of its last zero $g=g^y$ and of its occupation time $Γ=Γ^y$ below $0$ as functions of $y$. This generalizes a result of Benjamini and Berestycki from 2011, which covers the special case $y=0$. Additionally, we study the behavior of the distributions of $g^y$ and $Γ^y$, respectively, for $y \to \pm\infty$.

math.PR↗