Paper detail

Involutive random walks on total orders and the anti-diagonal eigenvalue property

This paper studies a family of random walks defined on the finite ordinals using their order reversing involutions. Starting at $x \in \{0,1,\ldots,n-1\}$, an element $y \le x$ is chosen according to a prescribed probability distribution, and the walk then steps to $n-1-y$. We show that under very mild assumptions these walks are irreducible, recurrent and ergodic. We then find the invariant distributions, eigenvalues and eigenvectors of a distinguished subfamily of walks whose transition matrices have the global anti-diagonal eigenvalue property studied in earlier work by Ochiai, Sasada, Shirai and Tsuboi. We prove that this subfamily of walks is characterised by their reversibility. As a corollary, we obtain the invariant distributions and rate of convergence of the random walk on the set of subsets of $\{1,\ldots, m\}$ in which steps are taken alternately to subsets and supersets, each chosen equiprobably. We then consider analogously defined random walks on the real interval $[0,1]$ and use techniques from the theory of self adjoint compact operators on Hilbert spaces to prove analogues of the main results in the discrete case.