Explicit formulas for hook walks on continual Young diagrams

DOI10.1016/S0196-8858(03)00096-4zbMath1051.05080arXivmath/0303376OpenAlexW2037057570MaRDI QIDQ1883409

Dan Romik

Publication date: 12 October 2004

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0303376

zbMATH Keywords

Markov transformContinual Young diagramsHook walkTransition measure

Mathematics Subject Classification ID

Combinatorial aspects of representation theory (05E10) Combinatorial probability (60C05)

Related Items

Limit shapes for random square Young tableaux ⋮ Random distributions via sequential quantile array ⋮ Specification of the Base Measure of Nonparametric Priors via Random Means ⋮ Second class particles and limit shapes of evacuation and sliding paths for random tableaux. ⋮ Distributional properties of means of random probability measures ⋮ Periodic Pólya urns, the density method and asymptotics of Young tableaux ⋮ Jeu de taquin dynamics on infinite Young tableaux and second class particles

Cites Work

• Distribution functions of means of a Dirichlet process
• On growing a random Young tableau
• A probabilistic proof of a formula for the number of Young tableaux of a given shape
• Transition probabilities for continual Young diagrams and the Markov moment problem
• Another probabilistic method in the theory of Young tableaux
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item