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52379 results in Statistics and Probability

Page 112 of 2619

  • The Bernoulli clock: probabilistic and combinatorial interpretations of the Bernoulli polynomials by circular convolution

  • Part of
  • Yassine El Maazouz, Jim Pitman
  • Journal:
    Combinatorics, Probability and Computing / Volume 33 / Issue 2 / March 2024
    Published online by Cambridge University Press:
    16 November 2023, pp. 210-237

  • The factorially normalized Bernoulli polynomials $b_n(x) = B_n(x)/n!$ are known to be characterized by $b_0(x) = 1$ and $b_n(x)$ for $n \gt 0$ is the anti-derivative of $b_{n-1}(x)$ subject to $\int _0^1 b_n(x) dx = 0$. We offer a related characterization: $b_1(x) = x - 1/2$ and $({-}1)^{n-1} b_n(x)$ for $n \gt 0$ is the $n$-fold circular convolution of $b_1(x)$ with itself. Equivalently, $1 - 2^n b_n(x)$ is the probability density at $x \in (0,1)$ of the fractional part of a sum of $n$ independent random variables, each with the beta$(1,2)$ probability density $2(1-x)$ at $x \in (0,1)$. This result has a novel combinatorial analog, the Bernoulli clock: mark the hours of a $2 n$ hour clock by a uniformly random permutation of the multiset $\{1,1, 2,2, \ldots, n,n\}$, meaning pick two different hours uniformly at random from the $2 n$ hours and mark them $1$, then pick two different hours uniformly at random from the remaining $2 n - 2$ hours and mark them $2$, and so on. Starting from hour $0 = 2n$, move clockwise to the first hour marked $1$, continue clockwise to the first hour marked $2$, and so on, continuing clockwise around the Bernoulli clock until the first of the two hours marked $n$ is encountered, at a random hour $I_n$ between $1$ and $2n$. We show that for each positive integer $n$, the event $( I_n = 1)$ has probability $(1 - 2^n b_n(0))/(2n)$, where $n! b_n(0) = B_n(0)$ is the $n$th Bernoulli number. For $ 1 \le k \le 2 n$, the difference $\delta _n(k)\,:\!=\, 1/(2n) -{\mathbb{P}}( I_n = k)$ is a polynomial function of $k$ with the surprising symmetry $\delta _n( 2 n + 1 - k) = ({-}1)^n \delta _n(k)$, which is a combinatorial analog of the well-known symmetry of Bernoulli polynomials $b_n(1-x) = ({-}1)^n b_n(x)$.

Page 112 of 2619