Walks with large steps in the quadrant
Mireille Bousquet-Mélou, CNRS, Université de Bordeaux based on work with Alin Bostan, INRIA Saclay, Paris Steve Melczer, University of Waterloo and École normale supérieure de Lyon
Walks with large steps in the quadrant Mireille Bousquet-Mlou, - - PowerPoint PPT Presentation
Walks with large steps in the quadrant Mireille Bousquet-Mlou, CNRS, Universit de Bordeaux based on work with Alin Bostan, INRIA Saclay, Paris Steve Melczer, University of Waterloo and cole normale suprieure de Lyon Outline I.
Mireille Bousquet-Mélou, CNRS, Université de Bordeaux based on work with Alin Bostan, INRIA Saclay, Paris Steve Melczer, University of Waterloo and École normale supérieure de Lyon
Let S be a finite subset of Z2 (set of steps) and p0 ∈ N2 (starting point).
10, 1¯ 1, ¯ 11}, p0 = (0, 0)
Let S be a finite subset of Z2 (set of steps) and p0 ∈ N2 (starting point). A path (walk) of length n starting at p0 is a sequence (p0, p1, . . . , pn) such that pi+1 − pi ∈ S for all i.
10, 1¯ 1, ¯ 11}, p0 = (0, 0)
Let S be a finite subset of Z2 (set of steps) and p0 ∈ N2 (starting point). A path (walk) of length n starting at p0 is a sequence (p0, p1, . . . , pn) such that pi+1 − pi ∈ S for all i. What is the number q(n) of n-step walks starting at p0 and contained in N2? For (i, j) ∈ N2, what is the number q(i, j; n) of such walks that end at (i, j) ?
10, 1¯ 1, ¯ 11}, p0 = (0, 0)
Let S be a finite subset of Zd (set of steps) and p0 ∈ Nd (starting point). A path (walk) of length n starting at p0 is a sequence (p0, p1, . . . , pn) such that pi+1 − pi ∈ S for all i. What is the number q(n) of n-step walks starting at p0 and contained in Nd? For i = (i1, . . . , id) ∈ Nd, what is the number q(i; n) of such walks that end at i?
10, 1¯ 1, ¯ 11}, p0 = (0, 0)
Let S be a finite subset of Zd (set of steps) and p0 ∈ Nd (starting point). A path (walk) of length n starting at p0 is a sequence (p0, p1, . . . , pn) such that pi+1 − pi ∈ S for all i. What is the number q(n) of n-step walks starting at p0 and contained in Nd? For i = (i1, . . . , id) ∈ Nd, what is the number q(i; n) of such walks that end at i? The associated generating function: Q(x1, . . . , xd; t) =
q(i1, . . . , id; n)xi1
1 · · · xid d tn
What is the nature of this series?
A(t) = P(t)/Q(t) where P(t) and Q(t) are polynomials in t.
A(t) = P(t)/Q(t) where P(t) and Q(t) are polynomials in t.
(non-trivial) polynomial equation: P(t, A(t)) = 0.
A(t) = P(t)/Q(t) where P(t) and Q(t) are polynomials in t.
(non-trivial) polynomial equation: P(t, A(t)) = 0.
(non-trivial) linear differential equation with polynomial coefficients: Pk(t)A(k)(t) + · · · + P0(t)A(t) = 0.
A(t) = P(t)/Q(t) where P(t) and Q(t) are polynomials in t.
(non-trivial) polynomial equation: P(t, A(t)) = 0.
(non-trivial) linear differential equation with polynomial coefficients: Pk(t)A(k)(t) + · · · + P0(t)A(t) = 0.
A(t) = P(t)/Q(t) where P(t) and Q(t) are polynomials in t.
(non-trivial) polynomial equation: P(t, A(t)) = 0.
(non-trivial) linear differential equation with polynomial coefficients: Pk(t)A(k)(t) + · · · + P0(t)A(t) = 0.
Theorem
Assume S ⊂ {¯ 1, 0, 1}2. The series Q(x, y; t) is D-finite iff a certain group G associated with S is finite. It is algebraic iff, in addition, the “orbit sum” is zero. [mbm-Mishna 10], [Bostan-Kauers 10] D-finite [Kurkova-Raschel 12] non-singular non-D-finite [Mishna-Rechnitzer 07], [Melczer-Mishna 13] singular non-D-finite quadrant models with small steps: 79 |G|<∞: 23 OS=0: 19 D-finite OS=0: 4 algebraic |G|=∞: 56 Not D-finite
quadrant models with small steps: 79 |G|<∞: 23 OS=0: 19 D-finite OS=0: 4 algebraic |G|=∞: 56 Not D-finite in probability Random walks Formal power series algebra Complex analysis Computer algebra effective closure properties arithmetic properties G-functions asymptotics D-finite series
A mathematical challenge: the small step condition seems crucial in all approaches (apart from computer algebra) Is the nice classification of walks with small steps robust? Large steps occur in “real life”: bipolar orientations of regular maps [Kenyon, Miller, Sheffield, Wilson, 15(a)]
N S
Fix p ≥ 1, and take a quadrant walk with two kinds of steps: SE steps (1, −1) NW steps (−i, j) with i, j ≥ 0 and i + j = p The construction starts from a quadrant excursion and a bipolar map reduced to an edge, and yields a bipolar map with faces of degree p + 2. Ex: p = 2
N S
The construction starts from a quadrant excursion and a bipolar map reduced to an edge, and yields a bipolar map with faces of degree p + 2. every SE step (1, −1) creates an edge. every NW step (−i, j) creates a face of degree i + j + 2 and an edge.
i + 1 j + 1 (1, −1)
Proposition [Kenyon et al. 15(a)]
This construction is a bijection from quadrant excursions to bipolar maps with faces of degree p + 2.
N S
which solves some cases.
quadrant models with small steps: 79 |G|<∞: 23 OS=0: 19 D-finite OS=0: 4 algebraic |G|=∞: 56 Not D-finite
involve bi-variate series Q(x, 0; t), Q(0, y; t), . . . (called sections)
Example: S = {01, ¯ 10, 1¯ 1} (bipolar triangulations) Q(x, y; t) ≡ Q(x, y) = 1+t(y + ¯ x + x¯ y)Q(x, y)−t¯ xQ(0, y)−tx¯ yQ(x, 0) with ¯ x = 1/x and ¯ y = 1/y.
Example: S = {01, ¯ 10, 1¯ 1} (bipolar triangulations) Q(x, y; t) ≡ Q(x, y) = 1+t(y + ¯ x + x¯ y)Q(x, y)−t¯ xQ(0, y)−tx¯ yQ(x, 0)
x + x¯ y)
xQ(0, y) − tx¯ yQ(x, 0),
Example: S = {01, ¯ 10, 1¯ 1} (bipolar triangulations) Q(x, y; t) ≡ Q(x, y) = 1+t(y + ¯ x + x¯ y)Q(x, y)−t¯ xQ(0, y)−tx¯ yQ(x, 0)
x + x¯ y)
xQ(0, y) − tx¯ yQ(x, 0),
x + x¯ y)
Example: S = {01, ¯ 10, 1¯ 1} (bipolar triangulations) Q(x, y; t) ≡ Q(x, y) = 1+t(y + ¯ x + x¯ y)Q(x, y)−t¯ xQ(0, y)−tx¯ yQ(x, 0)
x + x¯ y)
xQ(0, y) − tx¯ yQ(x, 0),
x + x¯ y)
x + x¯ y) is the kernel of this equation
at x = 0 or y = 0) [Zeilberger 00]
S(x, y) =
xiyj S(x, y) = ¯ x + y + x¯ y
S(x, y) =
xiyj S(x, y) = ¯ x + y + x¯ y
(x1, y1) ∼ (x2, y2) if S(x1, y1) = S(x2, y2) and
y1 = y2.
S(x, y) =
xiyj S(x, y) = ¯ x + y + x¯ y
(x1, y1) ∼ (x2, y2) if S(x1, y1) = S(x2, y2) and
y1 = y2. (x, y) ∼ (x, ) and (x, y) ∼ ( , y)
S(x, y) =
xiyj S(x, y) = ¯ x + y + x¯ y
(x1, y1) ∼ (x2, y2) if S(x1, y1) = S(x2, y2) and
y1 = y2. (x, y) ∼ (x, x¯ y) and (x, y) ∼ ( , y)
S(x, y) =
xiyj S(x, y) = ¯ x + y + x¯ y
(x1, y1) ∼ (x2, y2) if S(x1, y1) = S(x2, y2) and
y1 = y2. (x, y) ∼ (x, x¯ y) and (x, y) ∼ (¯ xy, y)
S(x, y) =
xiyj S(x, y) = ¯ x + y + x¯ y
(x1, y1) ∼ (x2, y2) if S(x1, y1) = S(x2, y2) and
y1 = y2. (x, y) ∼ (x, x¯ y) and (x, y) ∼ (¯ xy, y)
equivalence class. ∼ ∼ ∼ ∼ ∼ ∼ (¯ y, ¯ x) (x, x¯ y) (x, y) (¯ xy, y) (¯ xy, ¯ x) (¯ y, x¯ y)
K(x, y)xyQ(x, y) = xy − tx2Q(x, 0) − tyQ(0, y)
(x, y) ∼ (¯ xy, y) ∼ (¯ xy, ¯ x) ∼ (¯ y, ¯ x) ∼ (¯ y, x¯ y) ∼ (x, x¯ y)
K(x, y)xyQ(x, y) = xy − tx2Q(x, 0) − tyQ(0, y)
(x, y) ∼ (¯ xy, y) ∼ (¯ xy, ¯ x) ∼ (¯ y, ¯ x) ∼ (¯ y, x¯ y) ∼ (x, x¯ y)
K(x, y) xyQ(x, y) = xy − tx2Q(x, 0) − tyQ(0, y) K(x, y) ¯ xy2Q(¯ xy, y) = ¯ xy2 − t¯ x2y2Q(¯ xy, 0) − tyQ(0, y) K(x, y) ¯ x2yQ(¯ xy, ¯ x) = ¯ x2y − t¯ x2y2Q(¯ xy, 0) − t¯ xQ(0, ¯ x) · · · = · · · K(x, y) x2¯ yQ(x, x¯ y) = x2¯ y − tx2Q(x, 0) − tx¯ yQ(0, x¯ y).
⇒ Form the alternating sum of the equation over all elements of the orbit: K(x, y)
xy2Q(¯ xy, y) + ¯ x2yQ(¯ xy, ¯ x) − ¯ x¯ yQ(¯ y, ¯ x) + x¯ y2Q(¯ y, x¯ y) − x2¯ yQ(x, x¯ y)
xy − ¯ xy2 + ¯ x2y − ¯ x¯ y + x¯ y2 − x2¯ y (the orbit sum).
⇒ Form the alternating sum of the equation over all elements of the orbit: xyQ(x, y) − ¯ xy2Q(¯ xy, y) + ¯ x2yQ(¯ xy, ¯ x) − ¯ x¯ yQ(¯ y, ¯ x) + x¯ y2Q(¯ y, x¯ y) − x2¯ yQ(x, x¯ y) = xy − ¯ xy2 + ¯ x2y − ¯ x¯ y + x¯ y2 − x2¯ y 1 − t(y + ¯ x + x¯ y)
⇒ Form the alternating sum of the equation over all elements of the orbit: xyQ(x, y) − ¯ xy2Q(¯ xy, y) + ¯ x2yQ(¯ xy, ¯ x) − ¯ x¯ yQ(¯ y, ¯ x) + x¯ y2Q(¯ y, x¯ y) − x2¯ yQ(x, x¯ y) = xy − ¯ xy2 + ¯ x2y − ¯ x¯ y + x¯ y2 − x2¯ y 1 − t(y + ¯ x + x¯ y)
⇒ Form the alternating sum of the equation over all elements of the orbit: xyQ(x, y) − ¯ xy2Q(¯ xy, y) + ¯ x2yQ(¯ xy, ¯ x) − ¯ x¯ yQ(¯ y, ¯ x) + x¯ y2Q(¯ y, x¯ y) − x2¯ yQ(x, x¯ y) = xy − ¯ xy2 + ¯ x2y − ¯ x¯ y + x¯ y2 − x2¯ y 1 − t(y + ¯ x + x¯ y)
x, y, ¯ y].
⇒ Form the alternating sum of the equation over all elements of the orbit: xyQ(x, y) − ¯ xy2Q(¯ xy, y) + ¯ x2yQ(¯ xy, ¯ x) − ¯ x¯ yQ(¯ y, ¯ x) + x¯ y2Q(¯ y, x¯ y) − x2¯ yQ(x, x¯ y) = xy − ¯ xy2 + ¯ x2y − ¯ x¯ y + x¯ y2 − x2¯ y 1 − t(y + ¯ x + x¯ y)
x, y, ¯ y].
xyQ(x, y) = [x>0y>0] xy − ¯ xy2 + ¯ x2y − ¯ x¯ y + x¯ y2 − x2¯ y 1 − t(y + ¯ x + x¯ y) is a D-finite series. [Lipshitz 88]
Q(x1, . . . , xd; t)
Q(0, x2, . . . , xd−1; t), . . . (called sections)
In 3 dimensions [Bostan, mbm, Kauers, Melczer 14(a)], [Bacher, Kauers, Yatchak 16]
Q(x1, . . . , xd; t)
Q(0, x2, . . . , xd−1; t), . . . (called sections)
In 3 dimensions [Bostan, mbm, Kauers, Melczer 14(a)], [Bacher, Kauers, Yatchak 16] But also when d = 1!
quadrant models with small steps: 79 |G|<∞: 23 OS=0: 19 D-finite OS=0: 4 algebraic |G|=∞: 56 Not D-finite
Q(x1, . . . , xd; t)
Q(0, x2, . . . , xd−1; t), . . . (called sections)
This can be done systematically. Examples 1D walks on N with S = {−1, 2}: Q(x) = 1 + t(¯ x + x2)Q(x) − t¯ xQ(0).
This can be done systematically. Examples 1D walks on N with S = {−1, 2}: Q(x) = 1 + t(¯ x + x2)Q(x) − t¯ xQ(0). Bipolar quadrangulations: quadrant walks with S = Q(x, y) = 1 + t(x¯ y + ¯ x2 + ¯ xy + y2)Q(x, y) − tx¯ yQ(x, 0) −t¯ x2 (Q0(y) + xQ1(y)) − t¯ xyQ0(y), where Qi(y) counts quadrant walks ending at abscissa i.
Can be infinite Example: if S = {0¯ 1, ¯ 1¯ 1, ¯ 10, 11}, then S(x, y) = ¯ x(1 + ¯ y) + ¯ y + xy, (x, y) ∼ (x, ¯ x¯ y(1 + ¯ x)) and (x, y) ∼ (¯ x¯ y(1 + ¯ y), y), and the orbit is infinite: (x, y) · · · · · · · · · · · · · · · · · · ∼ ∼ ∼ ∼ (x, ¯ x¯ y(1 + ¯ x)) (¯ x¯ y(1 + ¯ y), y)
Can be infinite Always finite when d = 1 When d = 1, the orbit consist of all elements x′ such that S(x) = S(x′). Example: for S = {−1, 2}, we solve 1/x + x2 = 1/x′ + x′2 and the orbit
x, x1 = −x2 +
2x , x2 = −x2 −
2x .
Can be infinite Always finite when d = 1 Software that computes finite orbits
Can be infinite Always finite when d = 1 Software that computes finite orbits Example: Bipolar maps with faces of degree p + 2 We have S(x, y) = x¯ y + ¯ xp + ¯ xp−1y + · · · + ¯ xyp−1 + yp. The equation S(x, y) = S(x′, y), seen as an equation in x′, admits p + 1 solutions, denoted x0 = x, x1, . . . xp. Denote xp+1 = ¯ y, and yi := 1/xi for 0 ≤ i ≤ p + 1.
0 ≤ i = j ≤ p + 1. It contains (p + 1)(p + 2) elements.
0 ≤ i = j ≤ p + 1. Thus, in total, (p + 1)(p + 2) elements. Examples: p = 1 (bipolar triangulations) (x0, y1) (x0, y2) (x1, y2) (x2, y1) (x2, y0) (x1, y0)
0 ≤ i = j ≤ p + 1. Thus, in total, (p + 1)(p + 2) elements. Examples: p = 2 (bipolar quadrangulations) (x0, y1) (x0, y2) (x3, y2) (x1, y2) (x2, y1) (x2, y3) (x0, y3) (x3, y0) (x1, y3) (x1, y0) (x3, y1) (x2, y0)
We assume that the orbit is finite
We assume that the orbit is finite There may be several such linear combinations
K(x, y)xQ(x) = x − tQ(0), K(x, y)x1Q(x1) = x1 − tQ(0), K(x, y)x2Q(x2) = x2 − tQ(0), and any linear combination of K(x, y) (xQ(x) − x1Q(x1)) = x − x1 K(x, y) (xQ(x) − x2Q(x2)) = x − x2 is free from Q(0).
We assume that the orbit is finite There may be several such linear combinations No example with no such linear combination
We assume that the orbit is finite There may be several such linear combinations No example with no such linear combination Bipolar maps: several section free equations when p ≥ 2
Extraction can be impossible (the equation does not characterize the series)
Extraction can be impossible (the equation does not characterize the series) Example: Gessel’s walks. If S = {→, ր, ←, ւ}, the (unique) linear combination free from sections is xyQ(x, y) − ¯ xQ(¯ x¯ y, y) + xQ(¯ x¯ y, x2y) − xyQ(¯ x, x2y) + ¯ x¯ yQ(¯ x, ¯ y) − xQ(xy, ¯ y) + ¯ xQ(xy, ¯ x2¯ y) − ¯ x¯ yQ(x, ¯ x2¯ y) = 0 and has many solutions, for instance 1, x, xy, y − x2, . . .
Extraction can be impossible (the equation does not characterize the series) Extraction can be tricky
x + x2)
that is, xQ(x) − x1Q(x1) = x − x1 1 − t(¯ x + x2) (1) with x1 = −x2 +
2x
Extraction can be impossible (the equation does not characterize the series) Extraction can be tricky
x + x2)
that is, xQ(x) − x1Q(x1) = x − x1 1 − t(¯ x + x2) (1) with x1 = −x2 +
2x = ¯ x2 − ¯ x5 + 2¯ x8 + O(¯ x11) as a series in ¯ x = 1/x. ⇒ Expand (1) in t and ¯ x, and extract the positive part in x to get xQ(x).
Let S ⊂ Z with min S = m.
Proposition [Bostan, mbm, Melczer 16+]
Q(x) = [x≥0] m
j=1(1 − ¯
xxj) 1 − tS(x) , where the xj are the roots of S(xj) = S(x) whose expansion in ¯ x involves no positive power of x.
Let S ⊂ Z with min S = m.
Proposition [Bostan, mbm, Melczer 16+]
Q(x) = [x≥0] m
j=1(1 − ¯
xxj) 1 − tS(x) , where the xj are the roots of S(xj) = S(x) whose expansion in ¯ x involves no positive power of x.
Classical solution [Gessel 80, mbm-Petkovšek 00, Banderier-Flajolet 02...]
Q(x) = m
j=1(1 − ¯
xXj) 1 − tS(x) . where the Xj ≡ Xj(t) are the roots of 1 − tS(x) whose expansion in t involves no negative power of t. The series Q(x) is algebraic. These solutions are (of course) equivalent.
Assume S(x, y) = U(x) + V (x)T(y)
Assume S(x, y) = U(x) + V (x)T(y)
Proposition [Bostan, mbm, Melczer 16+]
The series Q(x, y) is D-finite, and reads Q(x, y) = [x≥y≥] m
i=1(1 − ¯
xxi(y)) m′
j=1(1 − ¯
yyj) 1 − tS(x, y) , where the xi(y) are the roots of S(x, y) = S(x′, y) (solved for x′), whose expansion in ¯ x involves no positive power of x, the yj are the roots of S(x, y) = S(x, y′), or T(y) = T(y′) (solved for y′) whose expansion in ¯ y involve no positive powers of y.
Proposition [mbm, Fusy, Raschel 16+]
The generating function of bipolar maps with faces of degree p + 2 is Q(x, y) = [x≥y≥](y − ¯ x1) (1 − ¯ x¯ y) Sx(x, y) 1 − tS(x, y) , where S(x, y) is the step polynomial: S(x, y) = x¯ y + ¯ xp + ¯ xp−1y + · · · + ¯ xyp−1 + yp. and x1 is the only root of S(x, y) = S(x′, y) (solved for x′) whose expansion in ¯ y involves a positive power of y. It is D-finite.
Models with at least one occurrence of −2 quadrant models: 13110 α rational: 29 + 227 |orbit| < ∞: 13 + 227 OS = 0: 4 + 227 D-finite OS = 0: 9 ??? |orbit| = ∞ (?): 16 Not D-finite? α irrational: 12854 Not D-finite
Models with at least one occurrence of −2 quadrant models: 13110 α rational: 29 + 227 |orbit| < ∞: 13 + 227 OS = 0: 4 + 227 D-finite OS = 0: 9 ??? |orbit| = ∞ (?): 16 Not D-finite? α irrational: 12854 Not D-finite Number of excursions of length n: q(0, 0; n) ∼ κµnnα [Denisov-Wachtel 15], [Bostan-Raschel-Salvy 14]
Models with at least one occurrence of −2 quadrant models: 13110 α rational: 29 + 227 |orbit| < ∞: 13 + 227 OS = 0: 4 + 227 D-finite OS = 0: 9 ??? |orbit| = ∞ (?): 16 Not D-finite? α irrational: 12854 Not D-finite Number of excursions of length n: q(0, 0; n) ∼ κµnnα [Denisov-Wachtel 15], [Bostan-Raschel-Salvy 14] 227: The number of Hadamard models OS: The orbit sum (the RHS of the section free equation)
Non-singular models with no occurrence of −2 quadrant models: 74 α rational: 7 + 16 |orbit| < ∞: 7 + 16 OS = 0: 3 + 16 D-finite OS = 0: 4 algebraic |orbit| = ∞: 0 α irrational: 51 Not D-finite Singular: all steps lie in a half-plane Number of excursions of length n: q(0, 0; n) ∼ κµnnα [Denisov-Wachtel 15], [Bostan-Raschel-Salvy 14] 16: The number of Hadamard models OS: The orbit sum (the RHS of the section free equation)
For the first model, Q(x, y) = [x≥0y≥0]
y2 − x x2y2 − y2 − 2 x
y + ¯ x¯ y + ¯ x2y)) . The coefficients are nice: for n = 2i + j + 4m, q(i, j; n) = (i + 1)(j + 1)(i + j + 2)n!(n + 2)! m!(3m + 2i + j + 2)!(2m + i + 1)!(2m + i + j + 2)!.
Conj.: DF DF DF ? ? Conj.: DF Alg Alg ?
Still a lot to be done... Is there a unique section free equation when there are no large forward steps? Closer study for tricky examples (the 9 analogues of Kreweras’ and Gessel’s algebraic models) Walks where α is rational but the orbit looks infinite quadrant models: 13110 α rational: 29 + 227 |orbit| < ∞: 13 + 227 OS = 0: 4 + 227 D-finite OS = 0: 9 ??? |orbit| = ∞ (?): 16 Not D-finite? α irrational: 12854 Not D-finite
Still a lot to be done... Is there a unique section free equation when there are no large forward steps? Closer study for tricky examples (the 9 analogues of Kreweras’ and Gessel’s algebraic models) Walks where α is rational but the orbit looks infinite