Skip to main content

14 Markov Chains

  • Chapter
  • First Online:
Representation Theory of Finite Monoids

Part of the book series: Universitext ((UTX))

  • 2133 Accesses

Abstract

A Markov chain is a stochastic process on a finite state space such that the system evolves from one state to another according to a prescribed probabilistic law. For example, card shuffling can be modeled via a Markov chain. The state space is all 52! orderings of a deck of cards. Each step of the Markov chain corresponds to performing a riffle shuffle to the deck.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 64.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 84.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Notes

  1. 1.

    In probability theory, it is traditional to use the transpose of what we are calling the transition matrix. However, because we are using left actions and left modules, it is more natural for us to use this formulation.

References

  1. C.A. Athanasiadis, P. Diaconis, Functions of random walks on hyperplane arrangements. Adv. Appl. Math. 45 (3), 410–437 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  2. A. Ayyer, S. Klee, A. Schilling, Combinatorial Markov chains on linear extensions. J. Algebraic Comb. 39 (4), 853–881 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  3. A. Ayyer, S. Klee, A. Schilling, Markov chains for promotion operators, in Algebraic Monoids, Group Embeddings, and Algebraic Combinatorics, ed. by M. Can, Z. Li, B. Steinberg, Q. Wang. Fields Institute Communications, vol. 71 (Springer, New York, 2014), pp. 285–304

    Google Scholar 

  4. A. Ayyer, A. Schilling, B. Steinberg, N.M. Thiéry, Directed nonabelian sandpile models on trees. Commun. Math. Phys. 335 (3), 1065–1098 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  5. A. Ayyer, A. Schilling, B. Steinberg, N.M. Thiéry, Markov chains, \(\mathcal{R}\)-trivial monoids and representation theory. Int. J. Algebra Comput. 25 (1–2), 169–231 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  6. L.J. Billera, K.S. Brown, P. Diaconis, Random walks and plane arrangements in three dimensions. Am. Math. Mon. 106 (6), 502–524 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  7. D. Bayer, P. Diaconis, Trailing the dovetail shuffle to its lair. Ann. Appl. Probab. 2 (2), 294–313 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  8. K.S. Brown, P. Diaconis, Random walks and hyperplane arrangements. Ann. Probab. 26 (4), 1813–1854 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  9. P. Bidigare, P. Hanlon, D. Rockmore, A combinatorial description of the spectrum for the Tsetlin library and its generalization to hyperplane arrangements. Duke Math. J. 99 (1), 135–174 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  10. A. Björner, Random walks, arrangements, cell complexes, greedoids, and self-organizing libraries, in Building Bridges. Bolyai Soc. Math. Stud., vol. 19 (Springer, Berlin, 2008), pp. 165–203

    Google Scholar 

  11. A. Björner, Note: random-to-front shuffles on trees. Electron. Commun. Probab. 14, 36–41 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  12. K.S. Brown, Semigroups, rings, and Markov chains. J. Theor. Probab. 13 (3), 871–938 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  13. K.S. Brown, Semigroup and ring theoretical methods in probability, in Representations of Finite Dimensional Algebras and Related Topics in Lie Theory and Geometry. Fields Inst. Commun., vol. 40 (American Mathematical Society, Providence, RI, 2004), pp. 3–26

    Google Scholar 

  14. F. Chung, R. Graham, Edge flipping in graphs. Adv. Appl. Math. 48 (1), 37–63 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  15. T. Ceccherini-Silberstein, F. Scarabotti, F. Tolli, Harmonic Analysis on Finite Groups: Representation Theory, Gelfand Pairs and Markov Chains. Cambridge Studies in Advanced Mathematics, vol. 108 (Cambridge University Press, Cambridge, 2008)

    Google Scholar 

  16. R.P. Dobrow, J.A. Fill, On the Markov chain for the move-to-root rule for binary search trees. Ann. Appl. Probab. 5 (1), 1–19 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  17. P. Diaconis, Group Representations in Probability and Statistics. Institute of Mathematical Statistics Lecture Notes—Monograph Series, vol. 11 (Institute of Mathematical Statistics, Hayward, CA, 1988)

    Google Scholar 

  18. P. Diaconis, From shuffling cards to walking around the building: an introduction to modern Markov chain theory, in Proceedings of the International Congress of Mathematicians, Vol. I (Berlin, 1998), number Extra vol. I (1998), pp. 187–204

    Google Scholar 

  19. J.A. Fill, L. Holst, On the distribution of search cost for the move-to-front rule. Random Structures Algorithms 8 (3), 179–186 (1996)

    Google Scholar 

  20. J.A. Fill, An exact formula for the move-to-front rule for self-organizing lists. J. Theor. Probab. 9 (1), 113–160 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  21. W.J. Hendricks, The stationary distribution of an interesting Markov chain. J. Appl. Probab. 9, 231–233 (1972)

    Article  MathSciNet  MATH  Google Scholar 

  22. D.A. Levin, Y. Peres, E.L. Wilmer, Markov Chains and Mixing Times (American Mathematical Society, Providence, RI, 2009). With a chapter by J.G. Propp, D.B. Wilson

    Google Scholar 

  23. R.M. Phatarfod, On the matrix occurring in a linear search problem. J. Appl. Probab. 28 (2), 336–346 (1991)

    Article  MathSciNet  MATH  Google Scholar 

  24. F. Saliola, Eigenvectors for a random walk on a left-regular band. Adv. Appl. Math. 48 (2), 306–311 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  25. B. Steinberg, Möbius functions and semigroup representation theory. J. Comb. Theory Ser. A 113 (5), 866–881 (2006)

    Article  MATH  Google Scholar 

  26. B. Steinberg, Möbius functions and semigroup representation theory. II. Character formulas and multiplicities. Adv. Math. 217 (4), 1521–1557 (2008)

    MATH  Google Scholar 

  27. B. Steinberg, A simple proof of Brown’s diagonalizability theorem (October 2010), http://arxiv.org/abs/1010.0716

    Google Scholar 

  28. B. Steinberg, Representation Theory of Finite Groups. An Introductory Approach, Universitext (Springer, New York, 2012)

    Book  MATH  Google Scholar 

  29. G.M. Ziegler, Lectures on Polytopes. Graduate Texts in Mathematics, vol. 152 (Springer, New York, 1995)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 2016 Springer International Publishing Switzerland

About this chapter

Cite this chapter

Steinberg, B. (2016). 14 Markov Chains. In: Representation Theory of Finite Monoids. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-43932-7_14

Download citation

Publish with us

Policies and ethics