Modelling a dynamic system of permutations

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SUMMARY

This discussion focuses on modeling a dynamic system of permutations where a vector with 'n' components represents permutations of non-negative integers from 1 to n at discrete time intervals. The evolution of the system is characterized by the presence of 't' permutations at each time 't', with each permutation in time 't+1' having a probability distribution over those in time 't'. The conversation highlights that if these probability distributions are independent of time, the system can be modeled as a Markov process. Additionally, the discussion suggests using real-life examples, such as stock rankings based on closing prices, to illustrate the concept.

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  • Understanding of permutations and combinatorial mathematics
  • Familiarity with Markov processes and their properties
  • Basic knowledge of probability distributions
  • Experience with modeling dynamic systems in mathematics or statistics
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  • Research Markov processes and their applications in dynamic systems
  • Explore probability distributions and their role in modeling parent-child relationships in permutations
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vdrn485
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Let us assume a dynamic system which has vector with 'n' components (which are non-negative integers from 1->n) at time t=1. In other words we have a permutation over 1->n at time t=1. Assuming time to be discrete, at any time time 't' , the system evolves such that there are 't' permutations with 'n' components in each. We do not know in advance which permutations in time 't' contributes to the birth of which permutation in time 't+1'. We can assume that each permutation in time 't+1' has a probability distribution over the permutation in time 't' for being its parent.
The only information available is the permutations at each time instance from 1 to T.

What kind of models can be used to represent such a system if we want to find out if the permutations attain a stable state with very less perturbations after certain time period?
 
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vdrn485 said:
We can assume that each permutation in time 't+1' has a probability distribution over the permutation in time 't' for being its parent.

If the probability distributions are independent of time then you have a Markov process.

You haven't been specific enough to make any particular model a good candidate. Lots of different real life problems match the generalities you presented. For example, pick n stocks and name them 1,2,..n. Let t be the time in days. Let the permutation at time t be this list of stocks ordered from lowest closing price to highest closing price on that day. If there are ties, then break them by giving the stock with the highest market capitalization the higher rank.
 

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