Search arXiv⌕ Search

arXiv · 2610.18698

A Randomized Approximation Algorithm for Doubly Free-Boundary Macdonald Processes

Abstract

We construct an approximate sampler for finite doubly free-boundary Macdonald rail-yard processes with Macdonald, boundary, and edge parameters in $(0,1)$. The construction allows arbitrary finite sequences of additions and removals of horizontal or vertical strips and all four boundary types. It reverses a finite commutation--reflection history from a partition sequence whose entries are equal, with the common partition weighted by both boundaries. We derive local reconstruction kernels from the skew Cauchy, Littlewood, and branching identities. Bulk and boundary updates combine integer increments with conditional shape sampling at a prescribed size; same-sign swaps use finite conditional resampling. For $K$ reflection periods and an initial partition-size cutoff $M$, the algorithm terminates almost surely and samples the resulting approximating law exactly. We prove total variation convergence to the target process as $K,M\to\infty$ and give explicit bounds for both truncation errors, decaying geometrically in the cutoffs for fixed input parameters. Under fixed parameter bounds, we also bound the expected operation count of direct enumeration in a unit-cost model. We further construct an exact rejection sampler for the initial partition law without a size cutoff or evaluation of its normalizing constant. Using this sampler removes the size-truncation error, leaving only the error from the finite reflection history.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Zhongyang Li. 2026-10-13. A Randomized Approximation Algorithm for Doubly Free-Boundary Macdonald Processes. https://arxiv.org/abs/2610.18698

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Free probability via entropic optimal transport

Let $μ$ and $ν$ be compactly supported probability measures on $\mathbb{R}$, and let $μ\boxplus ν$ denote their additive free convolution. We show that for all sufficiently large real $z$, \begin{equation} \int_{-\infty}^\infty \log(z - x) \, (μ\boxplus ν)(\mathrm{d}x) = \sup_Π \left\{ \mathbf{E}_Π[\log(z - (X+Y))] - H(Π\mid μ\otimes ν) \right\}, \end{equation} where the supremum is taken over all couplings $Π$ of $μ$ and $ν$. Analogous formulas hold for multiplicative free convolution $μ\boxtimes ν$ and free compression $[μ]_τ$. In this way, integrals of a log-potential against free convolutions can be expressed as entropic optimal transport problems. The corresponding optimal couplings admit explicit formulas, from which the standard $R$- and $S$-transform descriptions of additive and multiplicative free convolution are recovered. In particular, the optimizer $Π_z$ encodes the subordination equations via couplings of random variables. Our approach is based on a large deviation principle on the symmetric group, combined with the quadrature method of Marcus--Spielman--Srivastava.

math.PR↗

Scaling limit of boundary random walks: A martingale problem approach

We establish the scaling limit of a class of boundary random walks to the full spectrum of Brownian-type processes on the half-line. By solving the associated martingale problem and employing weak convergence techniques, we prove that under appropriate scaling, the process converges to the general Brownian motion in the $J_1$-Skorokhod topology. The main novelty of our approach lies in a result on the asymptotic behavior of the local time of the boundary random walks, allowing us to derive a CLT result for several Brownian-type limit processes on the half-line.

math.PR↗

Random Polyhedral Cones I: Distributional Results via Gale Duality

Let $U_1,\ldots,U_n$ be independent random vectors uniformly distributed on the unit sphere $\mathbb S^{d-1}\subseteq\mathbb R^d$, where $n\ge d$, and consider the random polyhedral cone \[ \mathcal W_{n,d}:=\mathop{\mathrm{pos}} (U_1,\ldots,U_n) = \{λ_1 U_1+ \ldots + λ_n U_n: λ_1\geq 0, \ldots, λ_n \geq 0\}. \] We establish several distributional results for $\mathcal W_{n,d}$ and the associated spherical polytope $\mathcal W_{n,d}\cap\mathbb S^{d-1}$. Our main contributions include: (i) Let $α_d$ denote the solid angle of $\mathcal W_{d,d}$ and write $m(d,k):=\mathbb E[α_d^k]$ for its $k$-th moment. We prove the symmetry $m(d,k)=m(k,d)$. As an application, we compute $\mathop{\mathrm{Var}}[α_d]=2^{-d}(d+1)^{-1}-4^{-d}$ and derive a closed formula for the third moment. (ii) For $n=d+1,d+2,d+3$ we determine the probability that $\mathcal W_{n,d}\cap\mathbb S^{d-1}$ is a spherical simplex, a spherical analogue of the classical Sylvester problem. In the case $n=d+2$ we also determine the distribution of the number of vertices of $\mathcal W_{d+2,d}\cap\mathbb S^{d-1}$. (iii) Let $f_\ell(\mathcal W_{n,d})$ denote the number of $\ell$-dimensional faces of $\mathcal W_{n,d}$. We prove a distributional limit theorem for $f_\ell(\mathcal W_{n,d})$ in the regime $n=d+k$ and $\ell=d-q$, where $k,q\in\mathbb N$ are fixed and $d\to\infty$. The limit law is a weighted sum of independent chi squared variables, with weights given by explicit eigenvalues of a convolution operator on the sphere. A unifying ingredient is an explicit coupling producing i.i.d. uniform vectors $U_1,\ldots,U_n\in\mathbb S^{d-1}$ together with i.i.d. uniform vectors $V_1,\ldots,V_n\in\mathbb S^{n-d-1}$ whose associated oriented matroids are Gale dual.

math.PR↗