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# Semigroups, rings, and Markov chains

## 1. Introduction

There are many tools available for the study of random walks on finite groups, an important one being representation theory . For finite semigroups, on the other hand, there is no representation theory comparable to that for groups. And, although there is some general theory of random walks , much less is known for semigroups than for groups. We consider here a special class of finite semigroups whose irreducible representations can be worked out explcitly (they are all 1-dimensional), and we use this information to analyze the random walks. In particular, we calculate the eigenvalues, which turn out to be real.

The semigroups we treat are called “left-regular bands” in the semigroup literature. There are many interesting examples of them, including the hyperplane chamber walks introduced by Bidigare, Hanlon, and Rockmore , as well as several new examples. Our approach via representation theory provides a clear conceptual explanation for some of the remarkable features of the hyperplane chamber walks proved in .

### 1.1. Random walks on left-regular bands

A *left-regular band*, or LRB, is a semigroup $`S`$ that satisfies the identities

(D)
$$x^2=x\text{and}xyx=xy$$

for all $`x,yS`$. We call (D) the “deletion property”, because it admits the following restatement: Whenever we have a product $`x_1x_2\mathrm{}x_n`$ in $`S`$, we can delete any factor that has occurred earlier without changing the value of the product. Information about LRBs can be found in . Early references to the identity $`xyx=xy`$ are .

Our LRBs will always be finite and, for simplicity, will usually have an identity. The second assumption involves no loss of generality, since we can always adjoin an identity to $`S`$ and property (D) still holds. And even the first assumption involves very little loss of generality, since (D) implies that $`S`$ is finite if it is finitely generated.

To run a random walk on $`S`$, start with a probability distribution $`\{w_x\}_{xS}`$ on $`S`$. A step in the walk then goes from $`s`$ to $`xs`$, where $`xS`$ is chosen with probability $`w_x`$. Thus there is a transition from $`s`$ to $`t`$ with probability

(1)
$$P(s,t)=\underset{xs=t}{}w_x.$$

As we will see in the examples below, it is natural to consider a slight variant of this walk, in which we confine ourselves to elements of a left ideal $`IS`$, i.e., a nonempty subset that is closed under left-multiplication by arbitrary elements of $`S`$. If the walk starts in $`I`$ then it stays there, so we have a Markov chain on $`I`$ with transition matrix given by (1) for $`s,tI`$.

The next three subsections give examples of LRBs and the associated random walks.

### 1.2. Example: Hyperplane face semigroups

These are the motivating examples that led to the present paper. Briefly, a finite set of affine hyperplanes in a real vector space $`V`$ divides $`V`$ into regions called *chambers*. These are polyhedral sets, which have faces. The totality $``$ of all the faces is a poset under the face relation. Less obviously, $``$ admits a product, making it a LRB. See Appendix A for details. Assume for simplicity that the arrangement is central (i.e., that the hyperplanes have a nonempty intersection); in this case $``$ has an identity.

The set $`𝒞`$ of chambers is an ideal, so we can run a random walk on it. A step in the walk goes from a chamber $`C`$ to the chamber $`FC`$, where $`F`$ is chosen according to some probability distribution $`\{w_F\}_F`$. Examples in  show that these *hyperplane chamber walks* include a wide variety of interesting processes. The references also explain a geometric interpretation of the step from $`C`$ to $`FC`$: Namely, $`FC`$ is the chamber closest to $`C`$ having $`F`$ as a face.

Surprisingly, the eigenvalues of the transition matrix turn out to be real. In fact, they are certain partial sums of the weights $`w_F`$. To say which partial sums occur, we need the *intersection lattice* $``$, consisting of all subspaces $`XV`$ that are intersections of some of the given hyperplanes; we order $``$ by inclusion. The result, then, is that there is an eigenvalue $`\lambda _X=_{FX}w_F`$ for each $`X`$, with multiplicity $`m_X=|\mu (X,V)|`$, where $`\mu `$ is the Möbius function of $``$. This was proved by Bidigare, Hanlon, and Rockmore . A different proof is given by Brown and Diaconis , who show further that the transition matrix is diagonalizable.

### 1.3. Example: The free LRB

The *free* LRB with identity on $`n`$ generators, denoted $`F_n`$, may be constructed as follows: The elements of $`F_n`$ are sequences $`x=(x_1,\mathrm{},x_l)`$ of distinct elements of the set $`[n]=\{1,\mathrm{},n\}`$, $`0ln`$. We multiply two such sequences by

$$(x_1,\mathrm{},x_l)(y_1,\mathrm{},y_m)=(x_1,\mathrm{},x_l,y_1,\mathrm{},y_m)^\mathrm{^},$$

where the hat means “delete any element that has occurred earlier”. For example,

$$(\mathrm{2\hspace{0.17em}1})(\mathrm{3\hspace{0.17em}5\hspace{0.17em}4\hspace{0.17em}1\hspace{0.17em}6})=(\mathrm{2\hspace{0.17em}1\hspace{0.17em}3\hspace{0.17em}5\hspace{0.17em}4\hspace{0.17em}6}).$$

One can think of the elements of $`F_n`$ as reduced words on an alphabet of $`n`$ letters, where “reduced” means that the word cannot be shortened by applying (D).

The ideal $`I`$ on which we will run our random walk is the set of reduced words of length $`n`$; these can be identified with permutations. If the weights $`w_x`$ are concentrated on the $`n`$ generators, then the resulting random walk can be pictured as follows: Think of $`(x_1,\mathrm{},x_n)`$ as the set of labels on a deck of $`n`$ cards. Then a step in the walk consists of removing the card labeled $`i`$ with probability $`w_i`$ and replacing it on top. This is the well-studied *Tsetlin library*, or *weighted random-to-top shuffle*, which arises in the study of dynamic list-management in computer science. See Fill  and the references cited there.

The eigenvalues were first found by Phatarfod ; see also  for other proofs.

The result is that there is one eigenvalue $`\lambda _X=_{iX}w_i`$ for each subset $`X[n]`$, with multiplicity equal to the derangement number $`d_{n|X|}`$. Here $`d_k`$ is the number of fixed-point-free permutations of $`k`$ elements. (Note that $`d_1=0`$, so $`\lambda _X`$ does not actually occur as an eigenvalue if $`|X|=n1`$.)

### 1.4. Example: A $`q`$-analogue

Let $`V`$ be the $`n`$-dimensional vector space $`𝔽_q^n`$, where $`𝔽_q`$ is the field with $`q`$-elements. Let $`F_{n,q}`$ be the set of ordered linearly independent sets $`(x_1,\mathrm{},x_l)`$ in $`V`$; two such are multiplied by

$$(x_1,\mathrm{},x_l)(y_1,\mathrm{},y_m)=(x_1,\mathrm{},x_l,y_1,\mathrm{},y_m)^\mathrm{^},$$

where the hat means “delete any vector that is linearly dependent on the earlier vectors”. Alternatively, we can think of the elements of $`F_{n,q}`$ as $`n`$-rowed matrices over $`𝔽_q`$ with independent columns; we multiply two such matrices by juxtaposing them and then deleting the columns that are linearly dependent on earlier columns.

A natural ideal to use is the set of ordered bases of $`V`$ or, equivalently, the set of invertible matrices. If we now assign weights $`w_v`$ summing to 1 to the nonzero vectors $`vV`$ (i.e., to the sequences $`x`$ as above of length 1), we get a Markov chain on invertible matrices that can be described as follows: Given an invertible matrix, pick a nonzero vector $`v`$ with probability $`w_v`$ and adjoin it as a new first column; delete the unique column that is linearly dependent on the earlier ones.

This chain does not seem to have been considered before. We will see, as a consequence of our main theorem, that its transition matrix is diagonalizable, with an eigenvalue

$$\lambda _X=\underset{vX}{}w_v$$

for each subspace $`XV`$. The multiplicity $`m_X`$ of this eigenvalue is the number of elements of $`\mathrm{GL}_n(𝔽_q)`$ with $`X`$ as fixed subspace, i.e., the number of elements that fix $`X`$ pointwise and act as a derangement on the set-theoretic complement $`VX`$.

This Markov chain is, in some sense, a $`q`$-analogue of the Tsetlin library. We will construct in Section 5 a quotient $`\overline{F}_{n,q}`$ of $`F_{n,q}`$, for which the random walk is more deserving of the name “$`q`$-analogue of the Tsetlin library”.

### 1.5. The main result

If $`S`$ is any finite LRB with identity, one can construct an associated lattice $`L`$, along with a “support map” $`\mathrm{supp}:SL`$. For the hyperplane face semigroup, $`L`$ is the intersection lattice, the support of a face being its affine span. For $`S=F_n`$, $`L`$ is the lattice of subsets of $`[n]`$, and the support of a word $`(x_1,\mathrm{},x_l)`$ is the underlying set $`\{x_1,\mathrm{},x_l\}`$ of letters. And for $`S=F_{n,q}`$, $`L`$ is the lattice of subspaces of $`𝔽_q^n`$, the support of $`(x_1,\mathrm{},x_l)`$ being the subspace spanned by $`\{x_1,\mathrm{},x_l\}`$. The ideal on which we run our random walk is the set $`C`$ of all $`cS`$ with $`\mathrm{supp}c=\widehat{1}`$, where $`\widehat{1}`$ is the largest element of $`L`$. Borrowing terminology from the hyperplane example, we call the elements of $`C`$ *chambers*. Our main result, illustrated by the examples above, can be stated roughly as follows:

###### Main theorem (Informal statement).

The transition matrix of the walk on chambers is diagonalizable, with one eigenvalue

$$\lambda _X=\underset{\mathrm{supp}yX}{}w_y$$

for each $`XL`$. The multiplicity $`m_X`$ of this eigenvalue depends on combinatorial data derived from $`S`$ and $`L`$.

Unfortunately, the formula for $`m_X`$ is somewhat technical. See Theorem 1 in Section 3 for the precise statement.

### 1.6. Stationary distribution and convergence rate

For the hyperplane chamber walk, Brown and Diaconis  describe the stationary distribution and estimate the rate of convergence to stationarity. These results and their proofs apply without change to the present setup. For completeness, we state the results here. Note first that we can run, along with our walk on the chambers, a random walk on $`S`$ starting at the identity; after $`m`$ steps it is at $`x_m\mathrm{}x_2x_1`$, where $`x_1,x_2,\mathrm{}`$ are i.i.d. with distribution $`\{w_x\}`$. If $`S`$ is generated by $`\{xS:w_x0\}`$, then this walk is eventually in $`C`$ with probability 1. Let $`T`$ be the first time $`m`$ that $`x_m\mathrm{}x_2x_1C`$.

###### Theorem 0.

Let $`S`$ be a finite LRB with identity, and let $`L`$ be the associated lattice. Let $`\{w_x\}`$ be a probability distribution on $`S`$ such that $`S`$ is generated by $`\{xS:w_x0\}`$. Then the random walk on the ideal $`C`$ of chambers has a unique stationary distribution $`\pi `$; it is the distribution of the infinite product $`c=x_1x_2\mathrm{}`$, where $`x_1,x_2,`$ are i.i.d. with distribution $`\{w_x\}`$. The total variation distance from stationarity after $`m`$ steps for the walk started at any chamber $`c_0`$ satisfies

$$P_{c_0}^m\pi \mathrm{Pr}\{T>m\}\underset{H}{}\lambda _H^m,$$

where $`H`$ ranges over the maximal elements (co-atoms) of $`L`$.

The fact that the infinite product converges (i.e., that the partial sums are eventually constant) is an immediate consequence of property (D). See \[11, Section 3\] for other descriptions of $`\pi `$, involving sampling without replacement, that can be obtained by making systematic use of (D).

### 1.7. Organization of the paper

We begin by restarting the theory of LRBs in Section 2, adopting a definition slightly different from (but equivalent to) the one in Section 1.1. This allows us to get more quickly to the main ideas of the paper without getting bogged down in semigroup theory. We can then give in Section 3 the precise statement of our main theorem, with the multiplicities $`m_X`$ spelled out. We also give some easy examples in that section.

Sections 4, 5, and 6 contain more elaborate examples. Readers who wish to proceed to the proof of the main theorem may skip ahead to Section 7. In Section 4 we consider a convex, open, polyhedral subset $`U^n`$, divided into chambers by hyperplanes that cut across it. There is a random walk on these chambers, generalizing the walk of Section 1.2. From a technical point of view, this is a fairly trivial generalization; but it leads to new examples, including a random walk on the maximal chains of any finite distributive lattice. An amusing special case of this is the “kids walk”. Section 5 treats the $`q`$-analogue of the Tsetlin library mentioned above. The multiplicities $`m_X`$ for this walk are the $`q`$-derangement numbers studied by Wachs . And Section 6 gives a matroid generalization of the Tsetlin library, including both the Tsetlin library and its $`q`$-analogue. Applying the theory to graphical matroids, we obtain a random walk on the edge-ordered spanning trees of a graph, as well as a random walk that has a (speculative) connection with phylogenetic trees.

In Section 7 we begin the proof of the main theorem. We find the radical and semisimple quotient of the semigroup algebra $`S`$ using ideas of Bidigare , and from this we can read off the irreducible representations of $`S`$. The eigenvalue formulas follow easily, but not the diagonalizability of the transition matrix.

Diagonalizability is deduced in Section 8 from a more precise result, asserting that the subalgebra $`[w]S`$ generated by $`w=_{xS}w_xx`$ is split semisimple (isomorphic to a direct product of copies of $``$). We use here a criterion that deserves to be better known, involving the poles of the generating function for the powers of $`w`$. As a byproduct of the proof, we obtain an explicit (though complicated) formula for the primitive idempotents in $`[w]`$, and hence for the projections onto the eigenspaces of $`P`$. Our methods are inspired by the work of Fill  on the Tsetlin library, and some of our formulas may be essentially the same as unpublished results of his. Finally, we specialize in Section 9 to the hyperplane face semigroup of a reflection arrangement, and we give connections with Solomon’s descent algebra. Here again we make crucial use of results of Bidigare .

There are three appendices that provide supplementary material. Appendix A summarizes the facts about hyperplane arrangements that we use. This appendix is not logically necessary, but it is cited in many examples and it provides the motivation for several definitions that would otherwise seem quite strange. Appendix B lays the foundations for the theory of LRBs; in particular, it is here that we reconcile the definition given in Section 1.1 with the one in Section 2. Finally, in Appendix C we discuss a generalization of the derangement numbers. These arise naturally in connection with the matroid examples of Section 6.

### Acknowledgments

This paper grew out of my joint work with Persi Diaconis . It is a pleasure to thank him for many conversations and probing questions, from which I have benefited enormously. I am also grateful to Swapneel Mahajan, Richard Stanley, and Michelle Wachs for helping me with Appendix C. John Howie provided helpful pointers to the semigroup literature. Finally, I would like to acknowledge that, as is already evident, this paper owes a great debt to the work of Bidigare .

### Convention

For simplicity, all semigroups are assumed to be finite and to have an identity, unless the contrary is stated explicitly.

## 2. Left-regular bands

Let $`S`$ be a semigroup (finite, with identity). It is convenient to redefine “LRB” so that the lattice $`L`$, whose existence was asserted in Section 1.5, is built into the definition. The interested reader can refer to Appendix B for a proof that the present definition is equivalent to the one in Section 1.1, as well as for other characterizations of LRBs.

### 2.1. Definition

We say that $`S`$ is a *LRB* if there are a lattice $`L`$ and a surjection $`\mathrm{supp}:SL`$ satisfying

(2)
$$\mathrm{supp}xy=\mathrm{supp}x\mathrm{supp}y$$

and

(3)
$$xy=x\text{if }\mathrm{supp}y\mathrm{supp}x.$$

Here $``$ denotes the join operation (least upper bound) in $`L`$. It follows from these axioms that every $`xS`$ is idempotent ($`x^2=x`$) and that $`S`$ satisfies the identity

(4)
$$xyx=xy$$

for all $`x,yS`$. Thus $`S`$ has the deletion property (D) stated in Section 1.1.

The motivation for (2) and (3) comes from the theory of hyperplane arrangements (Appendix A); this theory, then, provides a huge supply of examples, one of which is discussed in detail in Section 2.3. Further examples have been given in Sections 1.3 and 1.4, and many more will be given in Sections 4, 5, and 6,

### 2.2. Partial order

If $`S`$ is a LRB, we can define a partial order on $`S`$ by setting

(5)
$$xyxy=y.$$

(For motivation, see equation (33) in Appendix A.) This relation is reflexive because every element of $`S`$ is idempotent. And it is transitive because if $`xy=y`$ and $`yz=z`$, then $`xz=x(yz)=(xy)z=yz=z`$. To check antisymmetry, suppose $`xy`$ and $`yx`$. Then $`xy=y`$ and $`yx=x`$, hence $`x=yx=(xy)x=xy=y`$, where the second-to-last equality uses (4); so $`S`$ is indeed a poset.

Note that left multiplication by $`x`$ is a *projection* (idempotent operator) mapping $`S`$ onto $`S_x=\{yS:yx\}`$. The latter is a LRB in its own right, the associated lattice being the interval $`[X,\widehat{1}]`$ in $`L`$, where $`X=\mathrm{supp}x`$ and $`\widehat{1}`$ is the largest element of $`L`$. Note also that $`S_x`$ depends only on $`X`$, up to isomorphism. Indeed, if we also have $`\mathrm{supp}x^{}=X`$, then the projections (left multiplications) defined by $`x`$ and $`x^{}`$ give mutually inverse semigroup isomorphisms between $`S_x`$ and $`S_x^{}`$; this is a straightforward consequence of the axioms. We may therefore write $`S_X`$ instead of $`S_x`$. Thus

$$S_X\{yS:yx\}$$

for any fixed $`x`$ with $`\mathrm{supp}x=X`$. Note that the random walk studied in this paper is defined in terms of the projection operators restricted to chambers, mapping $`C`$ onto $`C_x`$. For the hyperplane face semigroup these projections have a geometric meaning that we mentioned in Section 1.2.

Finally, we remark that there is also a LRB

$$S_X=\{yS:\mathrm{supp}yX\},$$

whose associated lattice is the interval $`[\widehat{0},X]`$, where $`\widehat{0}`$ is the smallest element of $`L`$.

### 2.3. Example: The semigroup of ordered partitions

One of the standard examples of a hyperplane arrangement is the braid arrangement, which is discussed in detail in ; see also Section A.5 of the present paper. Its face semigroup $``$ is easy to describe combinatorially, without reference to hyperplane arrangements: The elements of $``$ are ordered partitions $`B=(B_1,\mathrm{},B_l)`$ of the set $`[n]=\{1,2,\mathrm{},n\}`$. Thus the $`B_i`$ are nonempty sets that partition $`[n]`$, and their order matters. We multiply two ordered partitions by taking intersections and ordering them lexicographically; more precisely, if $`B=(B_1,\mathrm{},B_l)`$ and $`C=(C_1,\mathrm{},C_m)`$, then

$$BC=(B_1C_1,\mathrm{},B_1C_m,\mathrm{},B_lC_1,\mathrm{},B_lC_m)^\mathrm{^},$$

where the hat means “delete empty intersections”. This product makes $``$ a LRB, with the 1-block ordered partition as identity. The associated lattice $``$ is the lattice of unordered set partitions $`\mathrm{\Pi }`$, with $`\mathrm{\Pi }\mathrm{\Pi }^{}`$ if $`\mathrm{\Pi }^{}`$ is a refinement of $`\mathrm{\Pi }`$. Thus the smallest element $`\widehat{0}`$ of $``$ is the 1-block partition, and the largest element $`\widehat{1}`$ is the partition into singletons. The support map $``$ forgets the ordering of the blocks.

The partial order on $``$ is also given by refinement, taking account of the block ordering. Thus $`BC`$ if and only if $`C`$ consists of an ordered partition of $`B_1`$ followed by an ordered partition of $`B_2`$, and so on. The chambers are the ordered partitions into singletons, so they correspond to the permutations of $`[n]`$.

It is useful to have a second description of $``$. Ordered partitions $`(B_1,\mathrm{},B_l)`$ of $`[n]`$ are in 1–1 correspondence with chains of subsets $`\mathrm{}=E_0<E_1<\mathrm{}<E_l=[n]`$, the correspondence being given by $`B_i=E_iE_{i1}`$. So we may identify $``$ with the set of such chains. The product is then described as follows: Given a chain $`E`$ as above and a second chain $`F:\mathrm{}=F_0<F_1<\mathrm{}<F_m=[n]`$, their product $`EF`$ is obtained by using $`F`$ to refine $`E`$. More precisely, consider the sets $`G_{ij}=(E_{i1}F_j)E_i=E_{i1}(F_jE_i)`$. For each $`i=1,2,\mathrm{},l`$ we have

$$E_{i1}=G_{i0}G_{i1}\mathrm{}G_{im}=E_i.$$

Deleting repetitions gives a chain from $`E_{i1}`$ to $`E_i`$, and combining these for all $`i`$ gives the desired refinement $`EF`$ of $`E`$.

This construction is used in one of the standard proofs of the Jordan–Hölder theorem.

## 3. Statement of the main theorem

We are now in a position to complete the statement of our main result by spelling out the multiplicities $`m_X`$ mentioned in Section 1.5. Let $`S`$ be a LRB with lattice of supports $`L`$. For each $`XL`$ let $`c_X`$ be the number of chambers in $`S_X`$, i.e., the number of chambers $`cC`$ such that $`cx`$, where $`x`$ is any fixed element of $`S`$ having support $`X`$. Our main theorem is:

###### Theorem 1.

Let $`S`$ be a finite LRB with identity, let $`\{w_x\}`$ be a probability distribution on $`S`$, and let $`P`$ be the transition matrix of the random walk on chambers:

(6)
$$P(c,d)=\underset{xc=d}{}w_x$$

for $`c,dC`$. Then $`P`$ is diagonalizable. It has an eigenvalue

$$\lambda _X=\underset{\mathrm{supp}yX}{}w_y$$

for each $`XL`$, with multiplicity $`m_X`$, where

(7)
$$\underset{YX}{}m_Y=c_X$$

for each $`XL`$. Equivalently,

(8)
$$m_X=\underset{YX}{}\mu (X,Y)c_Y,$$

where $`\mu `$ is the Möbius function of the lattice $`L`$.

Note that $`m_X`$ depends only on the semigroup $`S_X`$. With this in mind, there is an easy way to remember the formula (7). It says that for the random walk generated by any set of weights on $`S_X`$, the sum of the multiplicities of the eigenvalues is equal to the number of chambers.

Here are a few easy examples. More complicated examples will be discussed in Sections 4, 5, and 6.

###### Example 1.

Consider the chamber walk associated with a central hyperplane arrangement in a vector space $`V`$. We have $`c_X=_{YX}|\mu (Y,V)|`$ by Zaslavsky . Comparing this with (7), we conclude that $`m_X=|\mu (X,V)|`$. Thus Theorem 1 gives the results cited in Section 1.2. The same results remain valid for noncentral arrangements. This was already shown in  by different methods. To see how it follows from Theorem 1, one argues exactly as in the central case, with one complication: The face semigroup $``$ need not have an identity, and the poset $``$ of supports of the faces is only a semilattice (it has least upper bounds but not necessarily greatest lower bounds). Before applying the theorem, one has to adjoin an identity to $``$ to get a LRB $`\widehat{}`$ with identity, and one has to adjoin a smallest element $`\widehat{0}`$ to $``$ to get a lattice $`\widehat{}`$. The theorem would seem, then, to give an extra eigenvalue $`\lambda _{\widehat{0}}=0`$. But Zaslavsky  showed that $`c_{\widehat{0}}`$, the total number of chambers, is $`_Y|\mu (Y,V)|`$. One can now deduce from (7) that $`m_{\widehat{0}}=0`$ and hence that $`\lambda _{\widehat{0}}`$ does not really occur as an eigenvalue.

###### Example 2.

Let $`S=F_n`$. As we stated in Section 1.3, $`m_X`$ is the derangement number $`d_{n|X|}`$ for any $`X[n]`$. To deduce this from Theorem 1, we need only observe that

(9)
$$\underset{YX}{}d_{n|Y|}=c_X$$

for each $`X[n]`$. Indeed, one can check that $`c_X=(n|X|)!`$, which is the number of permutations of $`[n]`$ that fix $`X`$ pointwise; and the left-hand-side of (9) counts these according to their fixed-point sets.

###### Example 3.

Let $`S=F_{n,q}`$. We claimed in Section 1.4 that $`m_X`$ for a subspace $`X𝔽_q^n`$ is the number of elements of $`\mathrm{GL}_n(𝔽_q)`$ with $`X`$ as fixed subspace. To see this, note that $`c_X`$ is the number of ways to extend a given ordered basis of $`X`$ to an ordered basis of $`𝔽_q^n`$. This is also the number of elements of $`\mathrm{GL}_n(𝔽_q)`$ that fix $`X`$ pointwise, and the claim now follows from (7) exactly as in Example 2.

## 4. Examples: Convex sets, distributive lattices, and the kids walk

The examples in this section were first treated in unpublished joint work with Persi Diaconis, using the techniques of  rather than semigroup methods.

Let $`U^n`$ be a nonempty set that is a finite intersection of open halfspaces. A finite set of hyperplanes cutting across $`U`$ divides $`U`$ into regions. We are interested in a random walk on these regions driven by a set of weights on their faces. A convenient way to set this up is to combine the hyperplanes defining $`U`$ with the hyperplanes cutting across $`U`$; this yields a hyperplane arrangement $`𝒜`$, and the regions into which $`U`$ is cut form a subset $`𝒟`$ of the set $`𝒞`$ of chambers of $`𝒜`$. Section 4.1 spells out this point of view in more detail. We then construct and analyze a random walk on $`𝒟`$ in Section 4.2. We show in Section 4.3 how the theory yields a random walk on the maximal chains of a distributive lattice, and we illustrate this in Section 4.4 by discussing the “kids walk”.

### 4.1. Convex sets of chambers

Let $`𝒜=\{H_i\}_{iI}`$ be a hyperplane arrangement in a real vector space $`V`$, let $``$ be its face semigroup, and let $`𝒞`$ be the ideal of chambers. We do *not* assume that $`𝒜`$ is central, so $``$ need not have an identity. Let $`𝒟𝒞`$ be a convex set of chambers, as defined in Section A.7. Thus there is a subset $`JI`$ and a set of signs $`\sigma _i\{+,\}`$ ($`iJ`$) such that

$$𝒟=\{C𝒞:\sigma _i(C)=\sigma _i\text{ for all }iJ\}.$$

We may assume that each $`\sigma _i=+`$. The open set $`U`$ referred to above is then $`_{iJ}H_i^+`$.

As a simple example, consider the braid arrangement in $`^4`$ (Section A.5). The region $`U`$ defined by $`x_1>x_2`$ and $`x_3>x_4`$ contains six chambers, corresponding to the permutations 1234, 1324, 1342, 3124, 3142, 3412. As explained in Section A.6, it is possible to represent the arrangement by means of a picture on the 2-sphere. In this picture (Figure 7 in Section A.6) $`U`$ corresponds to one of the open lunes determined by the great circles 1-2 and 3-4. Figure 1 gives a better view of this lune.

### 4.2. A walk on the chambers

Let $`𝒢`$ be the set of faces of the chambers $`D𝒟`$; equivalently,

$$𝒢=\{G:\sigma _i(G)0\text{ for all }iJ\}.$$

(To see that the right side is contained in the left, suppose $`\sigma _i(G)0`$ for all $`iJ`$. Choose an arbitrary $`D𝒟`$. Then we have $`GGD𝒟`$, hence $`G𝒢`$.) Then $`𝒢`$ is a subsemigroup of $``$, hence a LRB (possibly without identity) in its own right. Its set of chambers is $`𝒟`$. Thus we can run a random walk on $`𝒟`$ driven by a set of weights on $`𝒢`$. To describe the eigenvalues, we need some further notation.

Let $`𝒢_0=\{G𝒢:\sigma _i(G)=+\}`$. In other words, $`𝒢_0`$ is the set of faces that are contained in our open set $`U=_{iJ}H_i^+`$. Let $``$ be the intersection semilattice of $`𝒜`$, let $``$ be the set of supports of the faces in $`G`$, and let $`_0`$ be the set of supports of the faces in $`𝒢_0`$. Equivalently, $`_0`$ consists of the $`X`$ that intersect $`U`$. In our braid arrangement example, where we identify $``$ with the set of cells in the spherical representation of the arrangement, $`𝒢_0`$ consists of the cells in the interior of the lune: one vertex, six edges, and six chambers. The bigger semigroup $`𝒢`$ contains, in addition, the six vertices and six edges on the boundary of the lune, as well as the empty cell (which is the identity of $`𝒢`$). The poset $`_0`$ is shown in Figure 2.

Note that if $`X_0`$ and $`XY`$, then $`Y_0`$; this implies that we get the same value for the Möbius number $`\mu (X,V)`$ for $`X_0`$ no matter which of the posets $`_0,,`$ we work in. We can now state:

###### Theorem 2.

Let $`𝒜`$ be a hyperplane arrangement and let $`𝒢`$, $`𝒟`$, and $`_0`$ be as above. For any probability distribution $`\{w_G\}_{G𝒢}`$ on $`𝒢`$, the transition matrix of the random walk on $`𝒟`$ is diagonalizable. It has an eigenvalue

$$\lambda _X=\underset{\begin{array}{c}G𝒢\\ GX\end{array}}{}w_G$$

for each $`X_0`$, with multiplicity $`|\mu (X,V)|`$.

###### Proof.

We argue as in our discussion of the walk on $`𝒞`$ in Example 1 of Section 3. Assume first that $`𝒜`$ is central, so that $`𝒢`$ has an identity. The lattice associated with $`𝒢`$ is $``$, so Theorem 1 gives us an eigenvalue $`\lambda _X`$ as above for each $`X`$, with multiplicities $`m_X`$ characterized by

(10)
$$\underset{\begin{array}{c}Y\\ YX\end{array}}{}m_Y=c_X$$

for each $`X`$, where $`c_X`$ is the number of chambers in $`𝒢_X`$. We wish to show that $`m_X=|\mu (X,V)|`$ for $`X_0`$ and that $`m_X=0`$ for $`X_0`$. This will follow from (10) if we show

(11)
$$\underset{\begin{array}{c}Y_0\\ YX\end{array}}{}|\mu (Y,V)|=c_X$$

for each $`X`$.

Now Zaslavsky  counted the number of regions obtained when an open convex set is cut by hyperplanes (see his Theorem 3.2 and the comments at the bottom of p. 275). His result, in our notation, is

(12)
$$|𝒟|=\underset{Y_0}{}|\mu (Y,V)|.$$

This is the case $`X=\widehat{0}`$ of (11). Equation (11) for arbitrary $`X`$ can be obtained by applying (12) with $`𝒜`$ replaced by the set of hyperplanes $`H𝒜`$ that contain $`X`$. Theorem 2 is now proved if $`𝒜`$ is central.

The noncentral case is treated by adjoining an identity to $`𝒢`$, as in Example 1 of Section 3. The essential point is that (12) still holds, and this implies that the “extra” eigenvalue $`\lambda _{\widehat{0}}=0`$ has multiplicity 0. ∎

To illustrate the theorem, we return to the convex set in Figure 1, with $`_0`$ as in Figure 2. We have $`\mu (X,V)=\pm 1`$ for each $`X_0`$, so each contributes an eigenvalue of multiplicity 1. Suppose, for example, that we take uniform weights $`w_G=1/7`$ on the seven vertices in Figure 1. Then Theorem 2 gives the following eigenvalues:

$$\begin{array}{cc}X& \lambda _X\\ & \\ V& 1\\ H_{13},H_{24}& 3/7\\ H_{14},H_{23}& 2/7\\ H_{13}H_{24}& 1/7\end{array}$$

The transition matrix $`P`$ in this case is $`1/7`$ of the following matrix:

$$\begin{array}{ccccccc}& 1234& 1324& 1342& 3124& 3142& 3412\\ & & & & & & \\ 1234& 3& 1& 1& 1& 0& 1\\ 1324& 1& 3& 1& 1& 0& 1\\ 1342& 1& 1& 3& 0& 1& 1\\ 3124& 1& 1& 0& 3& 1& 1\\ 3142& 1& 0& 1& 1& 3& 1\\ 3412& 1& 0& 1& 1& 1& 3\end{array}$$

### 4.3. Distributive lattices

If $`L`$ is a finite distributive lattice, there is a LRB $`S`$ whose elements are chains $`\widehat{0}=x_0<x_1<\mathrm{}<x_l=\widehat{1}`$. To construct the product of two such chains, we use the second factor to refine the first, exactly as in the discussion at the end of Section 2.3, where we treated the Boolean lattice of subsets of $`[n]`$. A simple way to verify that $`S`$ is indeed a LRB is to appeal to the well-known fact that $`L`$ can be embedded as a sublattice of a Boolean lattice. Moreover, Abels \[1, Proposition 2.5\] has described a way of constructing an embedding which makes the set of chambers in $`S`$ (i.e., the maximal chains in $`L`$) correspond to a convex set of chambers in the braid arrangement. His embedding depends on a choice of a “fundamental” maximal chain, which then corresponds to the identity permutation. We can therefore use the results of Section 4.2 to analyze a random walk on the maximal chains of $`L`$, driven by weights on arbitrary chains.

As an example of a distributive lattice, consider the product $`\{0,1,\mathrm{},p\}\times \{0,1,\mathrm{},q\}`$ of a chain of length $`p`$ by a chain of length $`q`$. The case $`p=q=2`$ is shown in Figure 3(a). The maximal chains are the lattice paths from $`(0,0)`$ to $`(p,q)`$, as in Figure 3(b). Each maximal chain has length $`p+q`$, and there are $`\left(\genfrac{}{}{0pt}{}{p+q}{p}\right)`$ of them; indeed, a lattice path can be identified with a binary vector of length $`p+q`$ containing exactly $`p`$ ones. (Think of 1 as “right” and 0 as “up”.)

One interesting random walk on these lattice paths is obtained by assigning uniform weights to the $`(p+1)(q+1)2`$ chains of the form $`\widehat{0}<x<\widehat{1}`$. A step in the walk consists of choosing $`xL\{\widehat{0},\widehat{1}\}`$ at random and then modifying the given path minimally to make it pass through $`x`$. See Figure 4 for an illustration; here $`x=(2,1)`$.

In case $`p=q=2`$, the method of Abels cited above leads to an embedding of $`L=\{0,1,2\}\times \{0,1,2\}`$ into the Boolean lattice of rank 4. One such embedding is shown in Figure 5; it is obtained by taking the fundamental maximal chain in $`L`$ to be the lattice path that goes up the left side and then across the top. (Note: An expression like 134 in Figure 5 denotes the set $`\{1,3,4\}`$.) The six maximal chains correspond to the six permutations shown in Figure 1, and the walk on lattice paths is the same as the walk discussed at the end of Section 4.2.

One can treat general $`p,q`$ in a similar way, but it would take us too far afield to give further details. One can also obtain results on the stationary distribution and convergence rate via Theorem 1.6 (Section 1.6).

### 4.4. The kids walk

This is a walk on the $`p`$-subsets of a $`(p+q)`$-set, represented as binary vectors of length $`p+q`$ containing $`p`$ ones. Think of the zeroes as empty spaces and the ones as spaces occupied by kids. At each step a kid and an empty space are independently chosen at random. The kid then moves toward the empty space, pushing any other kids he encounters until the space is occupied. Here is an example with $`p=3`$ and $`q=4`$. The initial configuration is

$$\begin{array}{ccccc}& & & & \\ 0& 1& 1& 0& 0& 1& 0\end{array}$$

with the two chosen positions indicated by arrows. The final configuration is

$$\begin{array}{c}\\ 0& 0& 0& 1& 1& 1& 0\end{array}$$

The kids walk is the same as the walk on lattice paths described in Section 4.3, except that the latter has holding; namely, the chosen lattice point $`x`$ is on the current path with probability $`\alpha =(p+q1)/(pq+p+q1)`$, in which case the walk stays at the current path. Thus if $`P`$ is the transition matrix for the walk on lattice paths and $`P_1`$ is the transition matrix for the kids walk, we have $`P=\alpha I+(1\alpha )P_1`$, so that $`P_1=(P\alpha I)/(1\alpha )`$. It follows that $`P_1`$ is diagonalizable with eigenvalues $`(\lambda \alpha )/(1\alpha )`$, where $`\lambda `$ ranges over the eigenvalues of $`P`$. If $`p=q=2`$, for example, we have $`\alpha =3/7`$, and the result at the end of Section 4.2 gives eigenvalues $`1,0,0,1/4,1/4,1/2`$ for the kids walk.

## 5. Example: A $`q`$-analogue of the Tsetlin library

The random walk in this section is based on a quotient $`\overline{F}_{n,q}`$ of the semigroup $`F_{n,q}`$ (Section 1.4). For motivation, we begin by defining a quotient $`\overline{F}_n`$ of $`F_n`$, and we explain how it is related to the Tsetlin library. The $`q`$-analogue is then given in Section 5.2.

### 5.1. A quotient of $`F_n`$

The references cited in Section 2.3 show how the random walk associated with the semigroup $``$ of ordered partitions captures many shuffling schemes. In particular, to obtain the Tsetlin library one puts weight $`w_i>0`$ on the 2-block ordered partition $`(i,[n]i)`$ and weight 0 on all other ordered partitions, where $`_{i=1}^nw_i=1`$. From the point of view of the present paper, however, the semigroup $``$ is much too big for the study of the Tsetlin library; one should replace $``$ by the subsemigroup (with identity) generated by the $`n`$ two-block ordered partitions to which we have assigned weights. This subsemigroup, which we denote by $`\overline{F}_n`$, is easily described: It consists of the ordered partitions $`(B_1,\mathrm{},B_l)`$ such that each block $`B_i`$ is a singleton except possibly $`B_l`$. Alternatively, it consists of the chains $`\mathrm{}=E_0<E_1<\mathrm{}<E_l=[n]`$ with $`|E_i|=i`$ for $`0i<l`$.

The freeness of $`F_n`$ implies that $`\overline{F}_n`$ is a quotient of $`F_n`$. Explicitly we have a surjection $`F_n\overline{F}_n`$ sending the sequence $`(x_1,\mathrm{},x_l)`$ to the following ordered partition $`B`$: If $`l<n`$, then $`B`$ has $`l+1`$ blocks, with $`B_i=\{x_i\}`$ if $`il`$ and $`B_{l+1}=[n]\{x_1,\mathrm{},x_l\}`$; if $`l=n`$, then $`B`$ is the partition into singletons $`B_i=\{x_i\}`$, $`1in`$. In terms of chains of subsets, $`B`$ corresponds to the chain $`E`$ with $`E_i=\{x_1,\mathrm{},x_i\}`$ for $`1il`$ and, if $`l<n`$, $`E_{l+1}=[n]`$.

The lattice of supports of $`\overline{F}_n`$ can be identified with the set of subsets $`X[n]`$ such that $`|X|n1`$, the support of $`B`$ being the union of the singleton blocks. Note that the quotient map $`F_n\overline{F}_n`$ is almost 1–1; the only identifications are that each $`(n1)`$-tuple $`(x_1,\mathrm{},x_{n1})`$ in $`F_n`$ gets identified with its (unique) extension to an $`n`$-tuple in $`F_n`$.

###### Remark.

The semigroups $`F_n`$ and $`\overline{F}_n`$ have the same set of chambers, and we have seen that either one can be used to generate the Tsetlin library. But $`\overline{F}_n`$ is more efficient for this purpose, in the following two senses: (a) When we use $`F_n`$, Theorem 1 gives extraneous eigenvalues $`\lambda _X`$ with $`|X|=n1`$, which then turn out not to occur because $`m_X=0`$. (b) The estimate of convergence rate given in Theorem 1.6 is sharper if we use $`\overline{F}_n`$ than if we use $`F_n`$, because the maximal elements of the support lattice have size $`n2`$ instead of $`n1`$.

### 5.2. $`q`$-analogue

Let $`V`$ be the vector space $`𝔽_q^n`$, where $`𝔽_q`$ is the field with $`q`$ elements. As a $`q`$-analogue of $`\overline{F}_n`$ we propose the following semigroup $`\overline{F}_{n,q}`$: An element of $`\overline{F}_{n,q}`$ is a chain of subspaces $`0=X_0<X_1<\mathrm{}<X_l=V`$ with $`dimX_i=i`$ for $`i<l`$. Thus the chain cannot be refined except possibly at the last step, between $`X_{l1}`$ and $`V`$. Given two such chains $`𝐗=(X_0,\mathrm{},X_l)`$ and $`𝐘=(Y_0,\mathrm{},Y_m)`$, we construct the product $`\mathrm{𝐗𝐘}`$ by using $`𝐘`$ to refine $`𝐗`$. More precisely, the product is obtained by forming the chain

$$0=X_0<\mathrm{}<X_{l1}X_{l1}+Y_1X_{l1}+Y_2\mathrm{}X_{l1}+Y_m=V$$

and deleting repetitions.

The simplest way to verify that this product is associative is to exhibit $`\overline{F}_{n,q}`$ as a quotient of the semigroup $`F_{n,q}`$ of ordered independent sets. Namely, we can map $`F_{n,q}`$ onto $`\overline{F}_{n,q}`$ by sending $`(x_1,\mathrm{},x_l)`$ to the chain with $`X_i`$ equal to the span of $`\{x_1,\mathrm{},x_i\}`$ for $`0il`$ and, if $`l<n`$, $`X_{l+1}=V`$. This gives a product-preserving surjection $`F_{n,q}\overline{F}_{n,q}`$, so our product on $`\overline{F}_{n,q}`$ is indeed associative.

It is easy to check that $`\overline{F}_{n,q}`$ is a LRB whose associated lattice is the set of subspaces of $`V`$ of dimension different from $`n1`$. The support map is given by

$$\mathrm{supp}(X_0,\mathrm{},X_l)=\{\begin{array}{cc}X_{l1}\hfill & \text{if }l<n\hfill \\ V\hfill & \text{if }l=n\text{.}\hfill \end{array}$$

Note that the join of two such subspaces $`X,Y`$ in this lattice is their vector space sum $`X+Y`$ unless the latter has dimension $`n1`$, in which case the join is $`V`$.

The chambers in $`\overline{F}_{n,q}`$ are the maximal chains $`0=X_0<X_1<\mathrm{}<X_n=V`$. To construct a random walk analogous to the Tsetlin library, put weight $`w_{\mathrm{}}>0`$ on the chain $`0<\mathrm{}<V`$ for each subspace $`\mathrm{}`$ of dimension 1, and put weight 0 on all other elements of $`\overline{F}_{n,q}`$, where $`_{\mathrm{}}w_{\mathrm{}}=1`$. This yields a walk on maximal chains that goes as follows: Given a maximal chain

$$0<X_1<\mathrm{}<X_{n1}<V,$$

pick a line $`\mathrm{}`$ with probability $`w_{\mathrm{}}`$, and form a new maximal chain

$$0<\mathrm{}\mathrm{}+X_1\mathrm{}\mathrm{}+X_{n1}V;$$

exactly one of the inequalities is an equality, and we delete the repetition. One can also view this walk as taking place on the maximal flags in the projective space $`^{n1}(𝔽_q)`$, driven by weights on the points. If $`n=3`$, for example, this is a walk on the incident point-line pairs in the projective plane.

According to Theorem 1 the transition matrix of this walk is diagonalizable, with an eigenvalue

$$\lambda _X=\underset{\mathrm{}X}{}w_{\mathrm{}}$$

for each subspace $`X`$ with $`dimXn1`$; the multiplicities $`m_X`$ are characterized by

$$\underset{YX}{}m_Y=c_X,$$

where $`c_X`$ is the number of maximal chains in the interval $`[X,V]`$ in $`L`$. It follows that $`m_X`$ is the $`q`$-derangement number $`d_{ndimX}(q)`$ of Wachs ; see Example 2 in Section C.2. This is why we view the present walk as the “right” $`q`$-analogue of the Tsetlin library, rather than the walk based on $`F_{n,q}`$.

The stationary distribution $`\pi `$ of this walk is a probability measure on the set of maximal chains. One can deduce from Theorem 1.6 the following description of $`\pi `$: Sample from the set of lines $`\mathrm{}`$ according to the weights $`w_{\mathrm{}}`$ to get a line $`l_1`$. Remove $`\mathrm{}_1`$ and sample again to get $`\mathrm{}_2`$. Remove all the lines contained in $`\mathrm{}_1+\mathrm{}_2`$ and choose $`\mathrm{}_3`$. Continuing in this way, we obtain a maximal chain

$$0<\mathrm{}_1<\mathrm{}_1+\mathrm{}_2<\mathrm{}<\mathrm{}_1+\mathrm{}_2+\mathrm{}+\mathrm{}_{n1}<V$$

after $`n1`$ steps. This chain is distributed according to $`\pi `$.

###### Remark.

This $`q`$-analogue of the Tsetlin library was first studied in joint work with Persi Diaconis \[unpublished\], in which we extended the hyperplane chamber walks to walks on the chambers of a building. And the first proof that the multiplicities were given by the $`q`$-derangement numbers was arrived at with the help of Richard Stanley. In fact, the original calculation of the multiplicities, which was quite different from the one given in this paper, led to formulas similar to those of Proposition 10 (Section C.1), and it was not immediately obvious that these formulas gave the $`q`$-derangement numbers.

## 6. Examples: Random walks associated with matroids

Matroids were introduced by Whitney , as an abstraction of the linear independence properties of the columns of a matrix. We describe in this section two natural LRBs $`S,\overline{S}`$ that can be associated with a matroid, hence two random walks. These generalize the pairs $`F_n,\overline{F}_n`$ and $`F_{n,q},\overline{F}_{n,q}`$ discussed in Section 5.

We begin by reviewing matroid concepts in Section 6.1. We then construct the semigroups and the associated walks in Section 6.2. Our discussion is brief because the theory follows quite closely the two special cases already treated. In Section 6.3 we consider a third case, graphical matroids. This leads to two random walks associated with a graph. In an effort to understand one of these examples intuitively, we give an interpretation of it in terms of phylogenetic trees.

### 6.1. Review of matroids

The book by Welsh  is a good reference for this subsection. A *matroid* $`M`$ consists of a finite set $`E`$ and a collection of subsets of $`E`$, called *independent sets*, subject to axioms modeled on the notion of linear independence in vector spaces. A maximal independent set is called a *basis*, and all such have the same cardinality $`n`$, called the *rank* of $`M`$. More generally one can define $`\mathrm{rank}(A)`$ for any subset $`AE`$ as the rank of any maximal independent set in $`A`$. Any such maximal independent set is called a basis for $`A`$. We say that $`x`$ *depends* on $`A`$ if $`\mathrm{rank}(Ax)=\mathrm{rank}(A)`$; otherwise, $`\mathrm{rank}(Ax)=\mathrm{rank}(A)+1`$. Any set $`A`$ has a *closure* $`\sigma (A)`$, obtained by adjoining every $`x`$ that depends on $`A`$, and $`A`$ is said to be *closed*, or a *flat*, if $`\sigma (A)=A`$. The set $`L`$ of flats is a lattice under inclusion. One can think of $`L`$ as an analogue of the lattice of subspaces of a vector space, and $`\sigma (A)`$ plays the role of the span of a set of vectors.

In addition to the motivating example, in which $`E`$ is a set of vectors, there are two other canonical examples: The first is the *free* matroid of rank $`n`$; the set $`E`$ is $`\{1,2,\mathrm{},n\}`$, and all subsets are independent. The second is the *graphical matroid* associated with a finite graph $`G`$; here $`E`$ is the set of edges of $`G`$, and a subset is independent if it contains no cycles.

### 6.2. Semigroups associated with a matroid

Let $`M`$ be a matroid of rank $`n`$ with underlying set $`E`$. We construct two LRBs $`S,\overline{S}`$. The elements of $`S`$ are ordered independent sets, i.e., $`l`$-tuples $`𝐱=(x_1,\mathrm{},x_l)`$ of distinct elements of $`E`$ whose underlying set $`\{x_1,\mathrm{},x_l\}`$ is independent. We set $`\mathrm{supp}𝐱=\sigma (\{x_1,\mathrm{},x_l\})`$. The product is defined by

$$(x_1,\mathrm{},x_l)(y_1,\mathrm{},y_m)=(x_1,\mathrm{},x_l,y_1,\mathrm{},y_m)^\mathrm{^},$$

where the hat means “delete any element that depends on the earlier elements”. It is easy to check that we obtain in this way a LRB $`S`$ whose associated lattice is the lattice of flats $`L`$.

The chambers of $`S`$ are the ordered bases of $`M`$. To construct a random walk analogous to the Tsetlin library, put weight $`w_x>0`$ on the 1-tuple $`(x)`$ and weight 0 on the $`l`$-tuples with $`l1`$, where $`_xw_x=1`$. (Note: Not all $`xE`$ occur here, since $`M`$ might contain *loops*, i.e., elements $`x`$ such that the singleton $`\{x\}`$ is not independent.) This yields a walk on ordered bases that goes as follows: Given an ordered basis $`(x_1,\mathrm{},x_n)`$, pick a nonloop $`xE`$ with probability $`w_x`$, and make it the new first basis element; delete the (unique) $`x_i`$ that depends on $`\{x,x_1,\mathrm{},x_{i1}\}`$.

According to Theorem 1, the transition matrix of this walk is diagonalizable, with an eigenvalue

$$\lambda _X=\underset{xX}{}w_x$$

for each flat $`X`$; the multiplicities $`m_X`$ are characterized by

(13)
$$\underset{YX}{}m_Y=c_X$$

for each $`XL`$. Here $`c_X`$ is the number of ways of completing any fixed basis of $`X`$ to a basis of $`M`$. The stationary distribution $`\pi `$ of this chain is a probability measure on the set of ordered bases. One can deduce from Theorem 1.6 the following description of $`\pi `$: Sample from $`E`$ (according to the weights $`w_x`$) to get a nonloop $`x_1`$. Remove $`x_1`$ and everything dependent on it and sample again to get $`x_2`$. Remove the closure of $`\{x_1,x_2\}`$, choose $`x_3`$, and so on. After $`n`$ steps we have an ordered basis $`(x_1,\mathrm{},x_n)`$ whose distribution is $`\pi `$.

The second semigroup, $`\overline{S}`$, consists of chains of flats $`\widehat{0}=X_0<X_1<\mathrm{}<X_l=\widehat{1}`$ with $`\mathrm{rank}(X_i)=i`$ for $`i<l`$. Given two such chains $`𝐗=(X_0,\mathrm{},X_l)`$ and $`𝐘=(Y_0,\mathrm{},Y_m)`$, their product $`\mathrm{𝐗𝐘}`$ is obtained by forming the chain

$$\widehat{0}=X_0<\mathrm{}<X_{l1}X_{l1}Y_1\mathrm{}X_{l1}Y_m=\widehat{1}$$

and deleting repetitions. Here $``$ denotes the join operation in the lattice of flats, i.e., $`XY=\sigma (XY)`$. One can verify, exactly as in Section 5.2, that $`\overline{S}`$ is a LRB whose associated lattice $`\overline{L}`$ is the set of flats of rank different from $`n1`$.

The chambers in $`\overline{S}`$ are the maximal chains $`\widehat{0}=X_0<X_1<\mathrm{}<X_n=\widehat{1}`$. To construct a random walk analogous to the Tsetlin library, put weight $`w_{\mathrm{}}>0`$ on the chain $`\widehat{0}<\mathrm{}<\widehat{1}`$ for each flat $`\mathrm{}`$ of rank 1, where $`_{\mathrm{}}w_{\mathrm{}}=1`$. This yields a walk on maximal chains that goes as follows: Given a maximal chain

$$\widehat{0}<X_1<\mathrm{}<X_{n1}<\widehat{1},$$

pick a flat $`\mathrm{}`$ of rank 1 with probability $`w_{\mathrm{}}`$, and form a new maximal chain

$$\widehat{0}<\mathrm{}\mathrm{}X_1\mathrm{}\mathrm{}X_{n1}\widehat{1};$$

exactly one of the inequalities is an equality, and we delete the repetition.

According to Theorem 1, the transition matrix of this walk is diagonalizable, with an eigenvalue

$$\lambda _X=\underset{\mathrm{}X}{}w_{\mathrm{}}$$

for each flat $`X`$ with $`\mathrm{rank}(X)n1`$; the multiplicities $`m_X`$ are characterized by

(14)
$$\underset{YX}{}m_Y=c_X$$

where now $`c_X`$ is the number of maximal chains in the interval $`[X,\widehat{1}]`$ in $`L`$.

Recall that the multiplicities of the eigenvalues for the Tsetlin library and its $`q`$-analogue are the derangement numbers and their $`q`$-analogues. Motivated by this, we show in Appendix C how to associate a “generalized derangement number” $`d(L)`$ to every finite lattice $`L`$. It will follow quickly from the definition that the multiplicities in (14) are given by

(15)
$$m_X=d\left([X,\widehat{1}]\right);$$

see equation (41) and the discussion following it.

The stationary distribution $`\pi `$ of this chain is a probability measure on the set of maximal chains. One can deduce from Theorem 1.6 the following description of $`\pi `$: Sample from the set of “lines” (rank 1 flats) according to the weights $`w_{\mathrm{}}`$ to get a line $`l_1`$. Remove $`\mathrm{}_1`$ and sample again to get $`\mathrm{}_2`$. Remove all the lines contained in $`\mathrm{}_1\mathrm{}_2`$ and choose $`\mathrm{}_3`$, and so on. After $`n1`$ steps we have a maximal chain

$$\widehat{0}<\mathrm{}_1<\mathrm{}_1\mathrm{}_2<\mathrm{}<\mathrm{}_1\mathrm{}_2\mathrm{}\mathrm{}_{n1}<\widehat{1},$$

which is distributed according to $`\pi `$.

### 6.3. Random walks associated with graphs

One of Whitney’s main motivations in developing the theory of matroids was the connection with graph theory. As we mentioned in Section 6.1, every finite graph $`G`$ gives rise to a matroid whose underlying set $`E`$ is the set of edges of $`G`$, with a set of edges being independent if it contains no cycles. Equivalently, the independent sets correspond to forests $`FG`$, where we make the convention that a forest contains every vertex of $`G`$. We briefly describe here our two random walks, as specialized to the matroid of $`G`$. Much remains to be understood about these examples.

For simplicity, all of our graphs are assumed *simple* (no loops or multiple edges). The lattice of flats $`L=L(G)`$ of the graphical matroid can then be described as follows. An element of $`L`$ is specified by a partition $`\mathrm{\Pi }`$ of the vertex set $`V`$ of $`G`$ such that each block induces a connected subgraph. The ordering on $`L`$ is given by refinement, but with the opposite convention from the one used in Section 2.3: In $`L(G)`$, $`\mathrm{\Pi }\mathrm{\Pi }^{}`$ if $`\mathrm{\Pi }`$ is a refinement of $`\mathrm{\Pi }^{}`$. Thus going up in the lattice corresponds to merging blocks. Associated with each $`\mathrm{\Pi }L`$ is the *contraction* $`\overline{G}=G/\mathrm{\Pi }`$, obtained by collapsing each block to a point and making the resulting graph simple. (Delete loops and replace multiple edges by a single edge.) Equivalently, $`G/\mathrm{\Pi }`$ is the simple graph with one vertex for each block, two blocks $`B,B^{}`$ being adjacent if, in $`G`$, some vertex in $`B`$ is adjacent to some vertex in $`B^{}`$. Because of this interpretation of partitions, $`L(G)`$ is often called the *lattice of contractions of $`G`$*. The smallest element $`\widehat{0}`$ is the partition into singletons (so $`\overline{G}=G`$), and the largest element $`\widehat{1}`$ is the partition into connected components (so $`\overline{G}`$ is the discrete graph with one vertex for each connected component of $`G`$). From the collapsing point of view, going up in the lattice $`L(G)`$ corresponds to doing further collapsing.

Consider now the two semigroups $`S,\overline{S}`$ associated with the graphical matroid. An element of $`S`$ can be identified with an *edge-ordered* forest $`FG`$, i.e., a forest together with a linear ordering of its edges. The support of $`F`$ is the partition of $`V`$ given by the connected components of $`F`$. In particular, the chambers of $`S`$ are the edge-ordered spanning forests of $`G`$ (spanning trees if $`G`$ is connected). The random walk on these chambers goes as follows: Given a spanning forest with ordered edges $`e_1,\mathrm{},e_n`$, pick an edge $`e`$ with probability $`w_e`$ and make it the new first edge; delete the first $`e_i`$ such that $`\{e,e_1,\mathrm{},e_i\}`$ contains a cycle.

We leave it to interested reader to spell out what the general results in Section 6.2 say about this example. One interesting question arises: Running this random walk, say with uniform weights, gives a way of choosing an edge-ordered spanning forest with distribution $`\pi `$; what is the distribution of the spanning forest obtained by forgetting the ordering?

We turn next to the random walk on maximal flags, based on the semigroup $`\overline{S}`$. A maximal flag in $`L(G)`$ is gotten by collapsing an edge of $`G`$ to get a (simple) graph $`G_1`$, then collapsing an edge of $`G_1`$ to get $`G_2`$, and so on, until we reach a discrete graph $`G_n`$. The number $`n`$ of collapses is the number of edges in a spanning forest of $`G`$, i.e., the number of vertices of $`G`$ minus the number of connected components. Note that an edge-ordered spanning forest determines a collapsing sequence (maximal flag), but this correspondence is not 1–1. Different edge-ordered spanning forests can give the same maximal flag, just as different ordered bases of a vector space can determine the same maximal flag of subspaces.

We close this section by giving an interpretation of these maximal flags and the corresponding random walk in terms of phylogenetic trees. Think of the vertices of $`G`$ as species that exist today. We join two species by an edge if we think they might have had a direct common ancestor. Thus humans and chimpanzees are probably adjacent, but not humans and frogs. Assume, for simplicity, that $`G`$ is connected, so that all species ultimately evolved from one common ancestor. To run the random walk, we are given weights on the edges. These can be thought of as indicating the strength of our belief that two species have a direct common ancestor; alternatively, they might indicate how recently we think they diverged from that ancestor.

Recall that a maximal flag in $`L(G)`$ consists of a sequence of edge collapses

$$G=G_0G_1\mathrm{}G_n=\text{point}.$$

We can think of this as representing a feasible reconstruction of the phylogenetic tree describing the evolution from the original common ancestor to the present-day situation, in reverse chronological order. Thus the first edge collapsed corresponds to the two species that most recently split off from a direct common ancestor. The collapsed graph $`G_1`$ then represents the situation before that split. The edge of $`G_1`$ that is collapsed to form $`G_2`$ corresponds to the next-most-recent split, and so on.

The random walk proceeds as follows: Given a collapsing sequence as above, pick a random edge $`e`$ of $`G`$ according to the weights. Make a new collapsing sequence in which $`e`$ is collapsed first, but after that the collapses mimic those of the original sequence. In other words, we revise our view of the evolutionary history by declaring that two particular species were the most recent to split from a common direct ancestor.

A pick from the stationary distribution of this walk can, as usual, be obtained by sampling without replacement. In the present situation this amounts to the following: Pick an edge of $`G`$ according to the weights and collapse it to get $`G_1`$. Use the collapsing map $`GG_1`$ to put weights on the edges of $`G_1`$; thus the weight on an edge of $`G_1`$ is the sum of weights of the edges of $`G`$ that map to that edge. Note that the weights on $`G_1`$ do not sum to 1, because at least one edge of $`G`$ with positive weight gets collapsed to a point in $`G_1`$; so we must rescale them. Now repeat the process: Choose an edge of $`G_1`$ according to the weights and collapse it to get $`G_2`$. Continue in this way until a maximal collapsing sequence is obtained.

###### Remark.

See Aldous  for a detailed analysis of this walk in the case of uniform weights.

## 7. Irreducible representations and computation of eigenvalues

We now begin the proof of Theorem 1, starting with the description of the eigenvalues. Throughout this section $`S`$ denotes a LRB (finite, with identity), and $`\mathrm{supp}:SL`$ is the associated support map. Assume that we are given a probability distribution $`\{w_x\}`$ on $`S`$ and that $`P`$ is the transition matrix of the random walk on chambers. We begin by recalling in Section 7.1 the algebraic interpretation of $`P`$ in terms of the semigroup algebra of $`S`$. In Section 7.2 we compute the radical and semisimple quotient of the semigroup algebra. This was done by Bidigare  for hyperplane face semigroups, and the proof in general is identical. We include the proof for the convenience of the reader, since the thesis  is not readily available. From this result we can read off the irreducible representations of $`S`$, and the eigenvalue formula stated in Theorem 1 follows at once; we explain this in Section 7.3.

### 7.1. Algebraic formulation

It is well-known to probabilists that the transition matrix of a random walk on a semigroup can be interpreted as the matrix of a convolution operator. (This is perhaps best known for groups, but the result remains valid for semigroups.) We wish to recast this result in ring-theoretic language. Consider the vector space $`S`$ of formal linear combinations $`_{xS}a_xx`$ of elements of $`S`$, with $`a_x`$. The product on $`S`$ extends to a bilinear product on $`S`$, making the latter a ring (the *semigroup ring* of $`S`$ over $``$). Thus

$$\left(\underset{xS}{}a_xx\right)\left(\underset{xS}{}b_xx\right)=\underset{xS}{}c_xx,$$

where

$$c_x=\underset{yz=x}{}a_yb_z.$$

On the level of coefficients, this is the familiar *convolution product*.

A probability distribution $`\{w_x\}_{xS}`$ can be encoded in the element

$$w=\underset{xS}{}w_xx$$

of $`S`$, and I claim that the transition matrix $`P`$ of the random walk determined by $`\{w_x\}`$ is simply the matrix of the operator “left multiplication by $`w`$”. More precisely, we have for any $`a=_sa_ss`$ in $`S`$

$`wa`$ $`={\displaystyle \underset{x}{}}w_xx{\displaystyle \underset{s}{}}a_ss={\displaystyle \underset{t}{}}\left({\displaystyle \underset{\begin{array}{c}x,s\\ xs=t\end{array}}{}}w_xa_s\right)t`$
$`={\displaystyle \underset{t}{}}\left({\displaystyle \underset{s}{}}a_sP(s,t)\right)t,`$
where the last equality follows from (1). Thus left multiplication by $`w`$ acting on $`S`$ corresponds to right multiplication by $`P`$ acting on row vectors $`(a_s)_{sS}`$. Similarly, if we run the walk on an ideal $`CS`$, then the transition matrix is the matrix of left multiplication by $`w`$ on $`C`$, which is an ideal in the ring $`S`$.

In principle, then, the analysis of the random walk has been reduced to ring theory. Here is a familiar example in which this point of view can be exploited (using $``$ instead of $``$). Suppose that $`S`$ is a finite abelian group $`G`$, and let $`\widehat{G}`$ be its group of characters $`\chi :G^{}`$. Then the Fourier transform gives a ring isomorphism

$$G\stackrel{}{}^{\widehat{G}}.$$

Here $`^{\widehat{G}}`$ is the ring of functions $`\widehat{G}`$ (with functions multiplied pointwise), and the Fourier transform of $`a=_xa_xx`$ is the function $`\widehat{a}`$ given by $`\widehat{a}(\chi )=_xa_x\chi (x)`$; see \[30, Section 6.2\]. In particular, left multiplication by our element $`w`$ acting on $`G`$ is transformed to multiplication by $`\widehat{w}`$ acting on $`^{\widehat{G}}`$. This operator is diagonal with respect to the standard basis of $`^{\widehat{G}}`$, and one concludes that the eigenvalues of the transition matrix $`P`$ are simply the numbers $`\widehat{w}(\chi )`$. Moreover, the Fourier inversion formula gives an explicit diagonalization of multiplication by $`w`$ and hence of $`P`$.

### 7.2. Structure and representations of the semigroup algebra

We now return to the case of a LRB $`S`$. Our study of the semigroup algebra makes no use of the fact that the scalars are real numbers or that $`\{w_x\}`$ is a probability distribution. We therefore work in the semigroup algebra $`kS`$ of $`S`$ over an arbitrary field $`k`$.

The axiom (2) for LRBs says that the support map $`SL`$ is a semigroup homomorphism, where $`L`$ is viewed as a semigroup under the join operation, $`X,YXY`$. Extending to linear combinations, we obtain a $`k`$-algebra surjection

$$\mathrm{supp}:kSkL.$$

Now Solomon  showed that the semigroup algebra $`kL`$ is isomorphic to a product of copies of $`k`$; see also  and \[34, Section 3.9\]. Explicitly, if $`k^L`$ denotes the ring of functions from $`L`$ to $`k`$, then there is an algebra isomorphism

$$\varphi :kL\stackrel{}{}k^L$$

such that $`\varphi (X)`$ for $`XL`$ is the function $`1_{YX}`$, whose value at $`Y`$ is 1 if $`YX`$ and 0 otherwise. (Note that $`\varphi `$ preserves products because $`1_{YX}1_{YX^{}}=1_{YXX^{}}`$.) Composing $`\varphi `$ with the support map, we obtain a map $`\psi :kSk^L`$, which plays the role of the Fourier transform. It is not an isomorphism but, as we will see shortly, its kernel is nilpotent; this turns out to be enough to let us compute eigenvalues.

Before proceeding to the analysis of the kernel, we record for future reference an explicit formula for $`\varphi ^1`$. Let $`\{\delta _X\}_{XL}`$ be the standard basis of $`k^L`$; thus $`\delta _X(Y)=1_{Y=X}`$. Then $`\varphi `$ is given by $`\varphi (X)=_{YX}\delta _Y`$; hence $`X=_{YX}\varphi ^1(\delta _Y)`$, and Möbius inversion gives $`\varphi ^1(\delta _X)=e_X`$, where

(16)
$$e_X=\underset{YX}{}\mu (X,Y)Y.$$

The elements $`e_X`$ therefore give a basis of $`kL`$ consisting of pairwise orthogonal idempotents, i.e., $`e_X^2=e_X`$ and $`e_Xe_Y=0`$ for $`XY`$. In the standard terminology of ring theory, they are the *primitive idempotents* of $`kL`$.

Consider now the kernel $`J`$ of $`\mathrm{supp}:kSkL`$. It consists of linear combinations of elements of $`S`$ such that if we lump the terms according to supports, the coefficient sum of each lump is zero. Thus $`J=_{XL}J_X`$, where $`J_X`$ consists of linear combinations $`_{\mathrm{supp}x=X}a_xx`$ with $`_xa_x=0`$. Suppose we compute a product $`ab`$ with $`a=a_xxJ_X`$ and $`b=b_yyJ_Y`$. If $`YX`$, we get 0, because our axiom (3) (Section 2.1) implies that $`xb=0`$ for each $`x`$ with $`\mathrm{supp}x=X`$. If $`YX`$, on the other hand, then $`abJ_{XY}`$, and $`XY>X`$.

Next, suppose we compute a product $`abc\mathrm{}`$ of several factors, coming from $`J_X`$, $`J_Y`$, $`J_Z`$,…. By what we have just shown, we either get 0 or we get an increasing chain $`X<XY<XYZ<\mathrm{}`$. Since $`L`$ is finite, we must in fact get 0 if there are enough factors. Thus the ideal $`J`$ is nilpotent. Summarizing, we have:

###### Theorem 3 (Bidigare).

There is an algebra surjection $`\psi :kSk^L`$ whose kernel $`J`$ is nilpotent. The $`X`$-component of $`\psi `$ is the homomorphism $`\chi _X:kSk`$ given by

$$\chi _X(y)=1_{\mathrm{supp}yX}$$

for $`yS`$.

One can express the first sentence of Theorem 3 by saying that $`J`$ is the radical of the ring $`kS`$ and that $`k^L`$ is the semisimple quotient. Standard ring theory now implies:

###### Corollary.

Every irreducible representation of $`kS`$ is 1-dimensional. There is one such for each $`XL`$, given by the character $`\chi _X`$.

We give the proof, for the convenience of readers not familiar with the concepts of radical and semisimple quotient.

###### Proof.

Let $`V`$ be an irreducible $`kS`$-module. Then $`JV`$ is a submodule of $`V`$, so it is either $`V`$ or 0. (Here $`JV`$ is the set of finite sums $`_ia_iv_i`$ with $`a_iJ`$ and $`v_iV`$.) It cannot be $`V`$, because then we would have $`J^mV=V`$ for all $`m`$, contradicting the fact that $`J`$ is nilpotent and $`V0`$. So $`JV=0`$, and the action of $`kS`$ on $`V`$ factors through the quotient $`k^L`$. Now consider the action on $`V`$ of the standard basis vectors $`\delta _X`$ of $`k^L`$. Each $`\delta _XV`$ is a submodule (because $`k^L`$ is commutative), so it is either $`V`$ or 0. There cannot be more than one $`X`$ with $`\delta _XV=V`$ because $`\delta _X\delta _Y=0`$ for $`XY`$. Since $`_X\delta _X=1`$, it follows that exactly one $`\delta _X`$ is nonzero on $`V`$, and it acts as the identity. Hence every $`akS`$ acts on $`V`$ as multiplication by the scalar $`\chi _X(a)`$, and irreducibility now implies that $`V`$ is 1-dimensional. ∎

For any finite-dimensional $`kS`$-module $`V`$, we can take a composition series

$$0=V_0<V_1<\mathrm{}<V_n=V$$

and apply the corollary to each factor $`V_i/V_{i1}`$. It follows that there are $`X_iL`$, $`i=1,\mathrm{},n`$, such that the elements $`akS`$ are simultaneously triangularizable on $`V`$, with diagonal entries $`\chi _{X_1}(a),\mathrm{},\chi _{X_n}(a)`$. In particular, we can read off the eigenvalues of $`a`$ acting on $`V`$ as soon as we know, for each $`XL`$, how many times $`\chi _X`$ occurs as a composition factor.

### 7.3. The eigenvalues of $`P`$

We can now prove the formula for the eigenvalues of our transition matrix $`P`$ stated in Theorem 1, in somewhat greater generality:

###### Theorem 4.

Let $`S`$ be a finite LRB with identity, let $`k`$ be a field, and let $`w=_{xS}w_xx`$ be an arbitrary element of $`kS`$. Let $`P`$ be defined by equation (6). Then $`P`$ has an eigenvalue

$$\lambda _X=\underset{\mathrm{supp}yX}{}w_y$$

for each $`XL`$, with multiplicity $`m_X`$, where

(17)
$$\underset{YX}{}m_Y=c_X$$

for each $`XL`$.

###### Proof.

Recall from Section 7.1 that the eigenvalues of $`P`$ are the same as the eigenvalues of $`w`$ acting by left multiplication on the ideal $`kCkS`$. For each $`XL`$, let $`m_X^{}`$ be the number of composition factors of $`kC`$ given by the character $`\chi _X`$. Then the discussion at the end of Section 7.2 shows that $`P`$ has eigenvalues $`\chi _X(w)`$ with multiplicity $`m_X^{}`$. Now

$$\chi _X(w)=\underset{yS}{}w_y1_{\mathrm{supp}yX}=\underset{\mathrm{supp}yX}{}w_y=\lambda _X,$$

so the proof will be complete if we show that $`_{YX}m_Y^{}=c_X`$ for all $`XL`$.

Consider an arbitrary $`xS`$. It acts on $`kC`$ as an idempotent operator, projecting $`kC`$ onto the linear span of the chambers in $`S_x`$. The rank $`r`$ of this projection is therefore the number $`c_X`$ defined in Section 3, where $`X=\mathrm{supp}x`$. On the other hand, the rank of a projection is the multiplicity of 1 as an eigenvalue, so

$$r=\underset{\begin{array}{c}YL\\ \chi _Y(x)=1\end{array}}{}m_Y^{}=\underset{YX}{}m_Y^{}.$$

Equating the two expressions for $`r`$ gives $`_{YX}m_Y^{}=c_X`$, as required. ∎

We turn now to the proof that $`P`$ is diagonalizable when $`k=`$ and $`w`$ is a probability distribution.

## 8. Semisimplicity

Let $`[w]S`$ be the subalgebra (with identity) generated by $`w=_{xS}w_xx`$, where $`w_x0`$ and $`_xw_x=1`$. We will show that $`[w]`$ is semisimple; more precisely, it is isomorphic to a direct product of copies of $``$. This implies that the action of $`w`$ is diagonalizable in every $`S`$-module; in particular, it implies that the transition matrix $`P`$ of our walk on chambers is diagonalizable, as asserted in Theorem 1.

In order to show the idea of the proof in its simplest form, we begin by giving in Section 8.1 a criterion (probably known) for the diagonalizability of a matrix $`A`$, involving the poles of the generating function for the powers of $`A`$. In Section 8.2 we essentially repeat the proof, but in a more abstract setting; the result is a criterion for semisimplicity of an algebra generated by a single element $`a`$, involving the generating function for the powers of $`a`$. Then in Section 8.3 we compute the powers of our element $`w[w]S`$, and we deduce a formula for the generating function. The criterion of Section 8.2 is visibly satisfied, and we get the desired semisimplicity result in Section 8.4. As a byproduct of the proof we obtain formulas for the primitive idempotents of $`[w]`$, which we state in Section 8.5. As a simple example, we write out the formulas for the Tsetlin library with uniform weights in Section 8.6. In a very technical Section 8.7 we attempt to organize the formulas in a sensible way. Finally, we return to the Tsetlin library in Section 8.8, this time with arbitrary weights, to illustrate the results of Section 8.7.

### 8.1. Diagonalizability

Let $`M_n()`$ be the ring of $`n\times n`$ matrices over $``$, and let $`AM_n()`$. \[With minor changes we could work over an arbitrary field instead of $``$.\] Consider the generating function

$$f(t)=\underset{m0}{}A^mt^m=\frac{1}{ItA},$$

where $`I`$ is the identity matrix and the fraction is to be interpreted as $`(ItA)^1`$. The series converges for small $`t`$ and represents a holomorphic function with values in $`M_n()`$. It is initially defined in a neighborhood of 0, but we will see in Proposition 1 that $`f`$ is a rational function, i.e., that each of the $`n^2`$ matrix entries is a rational function in the usual sense. Let

$$g(z)=(1/z)f(1/z)=\frac{1}{zIA},$$

initially defined for $`z`$ in a neighborhood of $`\mathrm{}`$.

###### Proposition 1.

The function $`g`$ is rational, with poles precisely at the eigenvalues of $`A`$. The matrix $`A`$ is diagonalizable if and only if the poles of $`g`$ are all simple. In this case $`g`$ has a partial fractions decomposition of the form

$$g(z)=\underset{i}{}\frac{E_i}{z\lambda _i},$$

where the $`\lambda _i`$ are the distinct eigenvalues of $`A`$ and $`E_i`$ is the projection onto the $`\lambda _i`$-eigenspace.

“Projection” here refers to the decomposition of $`^n`$ into eigenspaces.

###### Proof.

Consider the Jordan decomposition $`A=_i(\lambda _iE_i+B_i)`$; here the $`E_i`$ are pairwise orthogonal idempotents summing to $`I`$, the $`B_i`$ are nilpotent, and $`B_i=B_iE_i=E_iB_i`$. If $`A`$ is diagonalizable, then each $`B_i=0`$ and we have

$$g(z)=\frac{1}{zIA}=\underset{i}{}\frac{1}{z\lambda _i}E_i,$$

as required. If $`A`$ is not diagonalizable, then for some eigenvalue $`\lambda _i`$ we have $`B_i0`$. Since $`g(z)`$ can be computed in each Jordan block separately, we may assume that $`A=\lambda I+B`$, where $`B^r=0`$ but $`B^{r1}0`$ for some $`r>1`$. Then

$`g(z)`$ $`={\displaystyle \frac{1}{zIA}}`$
$`={\displaystyle \frac{1}{(z\lambda )IB}}`$
$`={\displaystyle \frac{1}{z\lambda }}{\displaystyle \frac{1}{I(z\lambda )^1B}}`$
$`={\displaystyle \underset{j=0}{\overset{r1}{}}}{\displaystyle \frac{B^j}{(z\lambda )^{j+1}}}.`$
Thus $`g(z)`$ is rational and has a pole of order $`r>1`$ at $`z=\lambda `$. ∎

### 8.2. A semisimplicity criterion

The ring-theoretic version of what we have just done goes as follows. Let $`k`$ be a field and $`R`$ a finite-dimensional commutative $`k`$-algebra (with identity). For simplicity, we will pretend that $`k`$ is a subfield of $``$, so that we can speak of convergent power series; to deal with a general field $`k`$, one needs to work with formal power series. In our application we will have $`k=`$.

Assume that $`R`$ is generated by a single element $`a`$. Thus $`Rk[x]/(p)`$ for some polynomial $`p`$, with $`a`$ corresponding to $`x`$ mod $`p`$. We give here a criterion for $`R`$ to be *split semisimple*, i.e., isomorphic to $`k^I`$, a product of copies of $`k`$ indexed by a (finite) set $`I`$. Giving such an isomorphism is equivalent to giving a basis $`(e_i)_{iI}`$ for $`R`$ consisting of pairwise orthogonal idempotents. The $`e_i`$ are then characterized as the *primitive* idempotents of $`R`$, i.e., the nonzero idempotents that cannot be decomposed as sums of pairwise orthogonal nonzero idempotents.

Consider the generating function

$$f(t)=\underset{m=0}{\overset{\mathrm{}}{}}a^mt^m=\frac{1}{1at},$$

where the fraction is to be interpreted as $`(1_Rat)^1`$. It will follow from the proof of Proposition 2 that the series has a positive radius of convergence and that $`f`$ is a rational function with values in $`A`$; this means that if we express $`f(t)`$ in terms of a basis for $`A`$, then each component is a rational function in the usual sense. Let

$$g(z)=(1/z)f(1/z)=\frac{1}{za};$$

here we identify $`k`$ with the ring of scalar multiples of the identity $`1_R`$, so that $`za`$ means $`z1_Ra`$.

###### Proposition 2.

The $`k`$-algebra $`R`$ is split semisimple if and only if $`g(z)`$ has the form

(18)
$$g(z)=\underset{iI}{}\frac{e_i}{z\lambda _i},$$

where the $`\lambda _i`$ are distinct elements of $`k`$ and the $`e_i`$ are nonzero elements of $`R`$. In this case the $`e_i`$ are the primitive idempotents of $`R`$, and the generator $`a`$ of $`R`$ is equal to $`_{iI}\lambda _ie_i`$.

###### Proof.

Suppose $`A`$ is split semisimple with primitive idempotents $`(e_i)_{iI}`$, and write $`a=_i\lambda _ie_i`$. Then $`a^m=_i\lambda _i^me_i`$, $`f(t)=_i(1\lambda _it)^1e_i`$, and the expression (18) for $`g(z)=(1/z)f(1/z)`$ follows at once.

Conversely, suppose $`A`$ is not split semisimple. Assume first that the minimal polynomial $`p`$ of $`a`$ splits into linear factors in $`k[x]`$, say $`p(x)=_{iI}(x\lambda _i)^{r_i}`$, where the $`\lambda _i`$ are distinct. By the Chinese remainder theorem,

(19)
$$A\underset{iI}{}k[x]/(x\lambda _i)^{r_i},$$

and the assumption that $`A`$ is not split semisimple implies that some $`r_i>1`$.

Since $`g(z)`$ can be computed componentwise with respect to the decomposition (19) of $`A`$, we may assume that there is only one factor, i.e., that $`A=k[x]/(x\lambda )^r`$ for some $`\lambda `$, where $`r>1`$. Then $`a=\lambda +b`$, where $`b^r=0`$ but $`b^{r1}0`$; hence

$`g(z)`$ $`={\displaystyle \frac{1}{za}}`$
$`={\displaystyle \frac{1}{(z\lambda )b}}`$
$`={\displaystyle \frac{1}{z\lambda }}{\displaystyle \frac{1}{1(z\lambda )^1b}}`$
$`={\displaystyle \underset{j=0}{\overset{r1}{}}}{\displaystyle \frac{b^j}{(z\lambda )^{j+1}}}.`$
Thus $`g(z)`$ has a pole of order $`r>1`$ at $`z=\lambda `$ and hence does not have the form (18).

If $`p`$ does not split into linear factors, extend scalars to a splitting field $`k^{}`$ of $`p`$ and apply the results above to $`A^{}=k^{}_kAk^{}[x]/(p)`$. Then $`g(z)`$, viewed now as a function $`k^{}A^{}`$, has poles at the roots of $`p`$, at least one of which is not in $`k`$. Once again, $`g(z)`$ does not have the form (18). ∎

### 8.3. A formula for $`w^m`$

Let $`S`$ be a LRB and let $`w=_{xS}w_xx`$, where $`\{w_x\}`$ is a probability distribution on $`S`$. From now on we identify $`w`$ with $`\{w_x\}`$ and simply say that $`w`$ is a probability distribution. We wish to apply Proposition 2 to $`R=[w]S`$. To this end we need a formula for $`w^m`$. As an aid to the intuition, we use probabilistic language in deriving this formula. The interested reader can recast the discussion in purely algebraic language, where it is valid with $``$ replaced by an arbitrary field $`k`$ and $`w`$ by an arbitrary element of the semigroup algebra $`kS`$. Our methods in this section are inspired by the paper of Fill .

By a *reduced word* we mean an $`l`$-tuple $`𝐱=(x_1,\mathrm{},x_l)`$, $`x_iS`$, such that for each $`i=1,\mathrm{},l`$ we have $`\mathrm{supp}x_i\mathrm{supp}(x_1\mathrm{}x_{i1})`$. Equivalently, if we set $`X_i=\mathrm{supp}(x_1\mathrm{}x_i)`$, then we get a strictly increasing chain

$$\widehat{0}=X_0<X_1<\mathrm{}<X_l$$

in $`L`$. We say that $`𝐱`$ is a *reduced decomposition* of the element $`\overline{𝐱}=x_1x_2\mathrm{}x_lS`$. The intuitive meaning of this is that there is no obvious way to shorten the expression $`x_1x_2\mathrm{}x_l`$ by using the axiom (3) to delete factors. If an $`m`$-tuple $`(x_1,\mathrm{},x_m)`$ is not necessarily reduced, there is a reduced word $`(x_1,\mathrm{},x_m)^\mathrm{^}`$, obtained by deleting any $`x_i`$ such that $`\mathrm{supp}x_i\mathrm{supp}(x_1\mathrm{}x_{i1})`$.

###### Remark.

It might seem more natural to require the “letters” $`x_i`$ in a reduced word to be in some given generating set $`S_1S`$. In practice, one is typically interested in $`S_1=\{xS:w_x0\}`$. Our convention of allowing arbitrary $`x_i`$ is harmless, however, since only those words whose letters are in $`S_1`$ make a nonzero contribution to the formula (20) that we are going to derive.

We need some notation in order to state the formula. Let $`𝐱=(x_1,\mathrm{},x_l)`$ be a reduced word of length $`l=l(𝐱)`$, with associated chain

$$\widehat{0}=X_0<X_1<\mathrm{}<X_l.$$

Let $`\lambda _0,\lambda _1,\mathrm{},\lambda _l`$ be the corresponding eigenvalues $`\lambda _{X_i}`$ as in Theorem 1, and, for $`n0`$, let $`H_n(𝐱)=h_n(\lambda _0,\mathrm{},\lambda _l)`$, where $`h_n`$ is the complete homogeneous symmetric function of degree $`n`$ (sum of all monomials of degree $`n`$). Let $`w_𝐱=w_{x_1}w_{x_2}\mathrm{}w_{x_l}`$.

###### Proposition 3.

Let $`S`$ be a finite LRB with identity and let $`wS`$ be a probability distribution. For any $`m0`$,

(20)
$$w^m=\underset{𝐱}{}H_{ml(𝐱)}(𝐱)w_𝐱\overline{𝐱},$$

where $`𝐱`$ ranges over the reduced words of length $`l(𝐱)m`$.

###### Proof.

Let $`y_1,y_2,\mathrm{},y_m`$ be independent picks from the probability measure $`w`$. We will get a formula for $`w^m`$ by computing the distribution of the reduced word $`(y_1,\mathrm{},y_m)^\mathrm{^}`$; for we have

(21)
$$w^m=\underset{l(𝐱)m}{}\mathrm{Pr}\{(y_1,\mathrm{},y_m)^\mathrm{^}=𝐱\}\overline{𝐱}.$$

Given a reduced word $`𝐱=(x_1,\mathrm{},x_l)`$ with associated chain $`(X_0,\mathrm{},X_l)`$, we compute the probability in (21) as follows. Let $`S_i=S_{X_i}=\{xS:\mathrm{supp}xX_i\}`$, and let $`\lambda _i=\lambda _{X_i}`$. In order to have $`(y_1,\mathrm{},y_m)^\mathrm{^}=𝐱`$, the $`m`$-tuple $`(y_1,\mathrm{},y_m)`$ must consist of $`i_0`$ elements of $`S_0`$, then $`x_1`$, then $`i_1`$ elements of $`S_1`$, then $`x_2`$, and so on, ending with $`i_l`$ elements of $`S_l`$, where $`i_0,\mathrm{},i_l0`$ and $`i_0+\mathrm{}+i_l=ml`$. The probability of this, for fixed $`i_0,\mathrm{},i_l`$, is $`\lambda _0^{i_0}w_{x_1}\lambda _1^{i_1}w_{x_2}\lambda _2^{i_2}\mathrm{}w_{x_l}\lambda _l^{i_l}`$. Summing over all possible $`(i_0,\mathrm{},i_l)`$, we see that the probability in question is $`H_{ml}(𝐱)w_𝐱`$, whence (20). ∎

Formula (20) can be rewritten in terms of the function $`g(z)`$ of Section 8.2. Given a reduced word $`𝐱`$ as above, set

$$g_𝐱(z)=\underset{i=0}{\overset{l}{}}\frac{1}{(z\lambda _i)}.$$

###### Corollary.

Let $`g(z)=(1/z)f(1/z)`$, where $`f(t)=_{m0}w^mt^m`$. Then

(22)
$$g(z)=\underset{𝐱}{}g_𝐱(z)w_𝐱\overline{𝐱},$$

where $`𝐱`$ ranges over all reduced words.

###### Proof.

Fix a reduced word $`𝐱`$ of length $`l`$, and let $`\lambda _0,\mathrm{},\lambda _l`$ be as above. Then

$`{\displaystyle \underset{ml}{}}H_{ml}(𝐱)t^m`$ $`=t^l{\displaystyle \underset{m0}{}}h_m(\lambda _0,\mathrm{},\lambda _l)t^m`$
$`=t^l{\displaystyle \underset{i=0}{\overset{l}{}}}{\displaystyle \frac{1}{1\lambda _it}}.`$
Setting $`t=1/z`$ and multiplying by $`1/z`$, we obtain $`g_𝐱(z)`$; (22) now follows from (20). ∎

### 8.4. Proof of semisimplicity

Call an element $`XL`$ *feasible* for $`w`$ if $`X=\mathrm{supp}(x_1\mathrm{}x_m)`$ with $`w_{x_i}0`$ for $`i=1,\mathrm{},m`$ or, equivalently, if $`X`$ is the join of elements $`\mathrm{supp}x`$ with $`w_x0`$. Let $`L_w`$ be the set of feasible elements of $`L`$. In applying formulas (20) and (22), we need only consider reduced words $`𝐱`$ whose associated chain is in $`L_w`$, since otherwise $`w_𝐱=0`$. The eigenvalues $`\lambda _0,\mathrm{},\lambda _l`$ are then all distinct; in fact, we have $`\lambda _0<\lambda _1<\mathrm{}<\lambda _l`$. So we obtain an expression of the form (18) for $`g(z)`$ by splitting each $`g_𝐱(z)`$ into partial fractions. We have therefore proved the first part of the following theorem:

###### Theorem 5.

Let $`S`$ be a finite LRB with identity and let $`wS`$ be a probability distribution. Then the subalgebra $`[w]`$ is split semisimple. Consequently, the action of $`w`$ on any $`S`$-module is diagonalizable.

The second assertion is an easy consequence of the first. Indeed, if we write $`w=_i\lambda _ie_i`$, where the $`e_i`$ are the primitive idempotents of $`[w]`$, then any $`S`$-module $`V`$ decomposes as $`V=_ie_iV`$, with $`w`$ acting as multiplication by $`\lambda _i`$ on $`e_iV`$.

Theorem 1 is now completely proved.

###### Remark.

Everything we have done remains valid with $``$ replaced by an arbitrary field $`k`$ and $`w`$ by an arbitrary element of $`kS`$, with one proviso. Namely, it is no longer automatic that the eigenvalues $`\lambda _0,\mathrm{},\lambda _l`$ are distinct. In order to guarantee this, we need to assume that $`w`$ satisfies the following condition: Whenever $`X<Y`$ in $`L_w`$, one has $`\lambda _X\lambda _Y`$. Under this assumption, then, $`k[w]`$ is split semisimple.

### 8.5. Primitive idempotents, first version

It is easy to determine the primitive idempotents of $`[w]`$ (or $`k[w]`$, under the hypotheses of the remark above) by using Proposition 2 and formula (22). We assume, without loss of generality, that $`S`$ is generated by $`\{xS:w_x0\}`$; this implies that $`L_w=L`$.

Suppose first that $`w`$ is *generic*, by which we mean that $`\lambda _X\lambda _Y`$ for $`XY`$ in $`L`$. (Thus we are excluding those probability measures that lie on the union of a certain finite collection of hyperplanes in $`S`$.) Then the homomorphism $`\psi :S^L`$ of Theorem 3 (Section 7.2) maps $`[w]`$ onto $`^L`$; in fact, $`\psi (w)=_{XL}\lambda _X\delta _X`$, and it is easy to check that $`^L`$ is generated as an algebra by any element whose components are all distinct. Since $`[w]`$ is known to be semisimple and $`\mathrm{ker}\psi `$ is nilpotent, it follows that $`\psi `$ maps $`[w]`$ isomorphically onto $`^L`$. Hence $`[w]`$ has one primitive idempotent $`e_X`$ for each $`XL`$, and

(23)
$$w=\underset{XL}{}\lambda _Xe_X.$$

To compute $`e_X`$, we have to multiply the right side of (22) by $`z\lambda _X`$ and then set $`z=\lambda _X`$.

Let $`𝐱`$ be a reduced word as in Section 8.3, and suppose its associated chain passes through $`X`$, say $`X=X_i`$. Then the residue of $`g_𝐱(z)`$ at $`z=\lambda _X`$ is

$$R_{X,𝐱}=\frac{(1)^{li}}{(\lambda _X\lambda _0)\mathrm{}(\lambda _X\lambda _{i1})(\lambda _{i+1}\lambda _X)\mathrm{}(\lambda _l\lambda _X)}.$$

Hence

(24)
$$e_X=\underset{𝐱}{}R_{X,𝐱}w_𝐱\overline{𝐱},$$

where $`𝐱`$ ranges over all reduced words whose chain passes through $`X`$.

If $`w`$ is not generic, then this formula still makes sense, but one has to sum the $`e_X`$ having a common value of $`\lambda _X`$ in order to get the primitive idempotents of $`[w]`$; the $`e_X`$ themselves may not lie in $`[w]`$. Notice, however, that the $`e_X`$ still form an orthogonal family of idempotents in $`S`$ summing to 1, and the decomposition of $`w`$ given in (23) is still valid. To see this, note that these assertions can be formulated as polynomial equations in the variables $`w_x`$; since the equations are valid generically, they must hold as algebraic identities.

Summarizing, we have:

###### Theorem 6.

Let $`S`$ be a finite LRB with identity and let $`w`$ be a probability distribution on $`S`$. Assume that $`S`$ is generated, as a semigroup with identity, by $`\{xS:w_x0\}`$. Then (24) defines an orthogonal family of idempotents $`e_X`$, $`XL`$, such that (23) holds. If $`w`$ is generic, then the $`e_X`$ are the primitive idempotents of $`[w]`$. In general, the decomposition of $`w`$ as a linear combination of primitive idempotents of $`[w]`$ is obtained by grouping the terms in (23) according to the value of $`\lambda _X`$.

### 8.6. Example: The Tsetlin library with uniform weights

Let $`S=F_n`$, with uniform weights $`w_i=1/n`$ on the elements $`(i)`$ of length 1. For each $`x=(x_1,\mathrm{},x_l)S`$, the only reduced decomposition $`𝐱`$ of $`x`$ with $`w_𝐱0`$ is the obvious one, $`𝐱=((x_1),\mathrm{},(x_l))`$. The associated chain is given by $`X_i=\{x_1,\mathrm{},x_i\}`$ for $`0il`$. If $`X=X_i`$, then the contribution of $`𝐱`$ to $`e_X`$ is

(25)
$$R_{X,𝐱}w_𝐱x=(1)^{li}\frac{x}{i!(li)!}.$$

To get $`e_X`$, then, we have to sum over all $`x`$ having some ordering of $`X`$ as an initial segment. The eigenvalue corresponding to $`X`$ is $`\lambda _X=i/n`$. We conclude that $`[w]`$ has $`n+1`$ primitive idempotents $`e_0,e_1,\mathrm{},e_n`$, where $`e_i=_{|X|=i}e_X`$; hence $`e_i`$ is obtained by summing the right-hand side of (25) over all $`x`$ of length $`li`$. If $`\sigma _lS`$ is the sum of all $`xS`$ of length $`l`$, the result is

$$e_i=\underset{l=i}{\overset{n}{}}(1)^{li}\frac{\sigma _l}{i!(li)!}=\underset{l=i}{\overset{n}{}}(1)^{li}\left(\genfrac{}{}{0pt}{}{l}{i}\right)\frac{\sigma _l}{l!}.$$

The decomposition of $`w`$ is

$$w=\frac{1}{n}\underset{i=0}{\overset{n}{}}ie_i.$$

Recall that the Tsetlin library can also be obtained by using a quotient $`\overline{S}=\overline{F}_n`$ of $`F_n`$ (Section 2.3). For any $`aS`$, let $`\overline{a}`$ be its image in $`\overline{S}`$. Then the probability distribution on $`\overline{S}`$ that gives the Tsetlin library with uniform weights is $`\overline{w}`$. One can check that the quotient map $`S\overline{S}`$ induces a surjection $`[w][\overline{w}]`$ with 1-dimensional kernel, spanned by $`e_{n1}`$. Thus $`[\overline{w}]`$ has $`n`$ primitive idempotents $`\overline{e}_0,\mathrm{},\overline{e}_{n2},\overline{e}_n`$, with

(26)
$$\overline{e}_i=\underset{l=i}{\overset{n}{}}(1)^{li}\left(\genfrac{}{}{0pt}{}{l}{i}\right)\frac{\overline{\sigma }_l}{l!}.$$

This equation is also valid for $`i=n1`$, in which case its content is that $`\overline{e}_{n1}=0`$, as stated above; this follows from the fact that $`\overline{\sigma }_{n1}=\overline{\sigma }_n`$. Formula (26) is essentially the same as a formula of Diaconis–Fill–Pitman \[16, (4.5)\], except that these authors work with operators on $`C`$ and interpret the answer in terms of Solomon’s descent algebra. We will explain this in more detail in Section 9.7.

###### Remark.

We could equally well have treated general weights, but instead we will do that in Section 8.8, as an illustration of a different version of the formula for $`e_X`$.

### 8.7. Primitive idempotents, second version

In this quite technical subsection we attempt to make sense out of formula (24) for the primitive idempotents. Our goal, motivated by equation (16) for the primitive idempotents in $`L`$, is to write (24) in the form

(27)
$$e_X=\underset{YX}{}\nu _{X,Y},$$

where $`\nu _{X,Y}`$ is a certain signed measure on $`C_Y=\{yS:\mathrm{supp}y=Y\}`$. Comparing this with (16), we see that $`\nu _{X,Y}`$ necessarily has total mass $`\mu (X,Y)`$. As usual, $`\nu _{X,Y}`$ is identified with a linear combination of the elements of $`C_Y`$, hence it is an element of $`S`$ and (27) makes sense. The definition of $`\nu _{X,Y}`$ is complicated. We begin with the case $`X=\widehat{0}`$, which is slightly simpler.

Fix $`YL`$ and consider an arbitrary chain $`𝐗`$ from $`\widehat{0}`$ to $`Y`$,

$$\widehat{0}=X_0<X_1<\mathrm{}<X_l=Y,$$

of length $`l=l(𝐗)0`$. We associate to $`𝐗`$ a defective probability measure $`\rho _𝐗`$ on $`C_Y`$, as follows. Given $`yC_Y`$, consider all reduced decompositions $`(y_1,\mathrm{},y_l)`$ of $`y`$ whose associated chain is $`𝐗`$. For each such decomposition, set $`w_i=w_{y_i}`$ and $`\lambda _i=\lambda _{X_i}`$ and form the product

$$\frac{w_1}{\lambda _1\lambda _0}\frac{w_2}{\lambda _2\lambda _0}\mathrm{}\frac{w_l}{\lambda _l\lambda _0}.$$

Then $`\rho _𝐗(y)`$ is the sum of all these products. This has a probabilistic interpretation: Pick elements $`y_iS_{X_i}\{\text{id}\}`$ independently, according to the weights $`w_y`$, where $`i=1,\mathrm{},l`$. If $`\mathrm{supp}(y_1\mathrm{}y_i)=X_i`$ for each $`i`$, form the product $`y_1\mathrm{}y_l`$. This defines a defective random variable with values in $`C_Y`$, and $`\rho _𝐗`$ is its distribution. (A defective random variable is one that is defined with probability $`1`$; its distribution is a positive measure having total mass $`1`$.) The signed measure $`\nu _{\widehat{0},Y}`$ is now obtained by taking an alternating sum:

$$\nu _{\widehat{0},Y}=\underset{𝐗}{}(1)^{l(𝐗)}\rho _𝐗,$$

where $`𝐗`$ ranges over all chains from $`\widehat{0}`$ to $`Y`$.

For general $`X`$, consider chains $`𝐗`$ from $`X`$ to $`Y`$:

$$X=X_0<X_1<\mathrm{}<X_l=Y.$$

We first define a defective probability measure $`\rho _{x,𝐗}`$ on $`C_Y`$, depending on a choice of $`xC_X`$. Pick $`y_1,\mathrm{},y_l`$ independently, with $`y_iS_{X_i}S_X`$. If $`\mathrm{supp}(xy_1\mathrm{}y_i)=X_i`$ for each $`i`$, form the product $`xy_1\mathrm{}y_l`$. This gives a defective random variable with values in $`C_Y`$, and $`\rho _{x,𝐗}`$ is its distribution. We now set

(28)
$$\nu _{x,Y}=\underset{𝐗}{}(1)^{l(𝐗)}\rho _{x,𝐗},$$

where $`𝐗`$ ranges over all chains from $`X`$ to $`Y`$. We can also describe $`\nu _{x,Y}`$ as the measure obtained by applying the procedure of the previous paragraph to $`S_x`$, using the probability measure obtained from $`w`$ via the projection $`SS_x`$.

We now define the desired $`\nu _{X,Y}`$ by averaging over $`xC_X`$:

(29)
$$\nu _{X,Y}=\underset{xC_X}{}\pi _X(x)\nu _{x,Y},$$

where $`\pi _X`$ is the stationary distribution of the random walk on $`C_X`$ driven by the weights $`w_y`$, $`yS_X`$ (scaled to give a probability distribution). This completes the formula for $`e_X`$. We leave it to the interested reader to verify that (27) is indeed a reformulation of (24); the starting point is to group the terms in (24) according to the chain $`𝐗`$ associated with $`𝐱`$.

###### Remark.

The idempotent $`e_{\widehat{1}}`$ is the stationary distribution $`\pi `$ of our random walk. The decomposition of $`w`$ can therefore be written as

$$w=\pi +\underset{X<\widehat{1}}{}\lambda _Xe_X,$$

so that

$$w^m=\pi +\underset{X<\widehat{1}}{}\lambda _X^me_X.$$

In theory, this should make it possible to give precise estimates for

$$P_c^m\pi =\frac{1}{2}\underset{X<\widehat{1}}{}\lambda _X^me_Xc_1.$$

In practice, however, the presence of signs makes this very tricky.

### 8.8. Example: The Tsetlin library

We return to $`S=F_n`$ and the Tsetlin library, but now with generic weights $`w_1,\mathrm{},w_n`$. Since the associated lattice $`L`$ is the Boolean lattice of subsets of $`[n]`$, we get $`2^n`$ primitive idempotents $`e_X`$ in $`[w]`$, and $`w=_{X[n]}\lambda _Xe_X`$, with $`\lambda _X=_{xX}w_x`$. Working through the definition of the signed measure $`\nu _{X,Y}`$ for $`XY`$, one finds that it is $`(1)^{|YX|}`$ times the distribution of the following random ordering of $`Y`$: Sample without replacement from $`X`$, getting an ordering $`(x_1,\mathrm{},x_i)`$ of $`X`$, where $`i=|X|`$; sample without replacement from $`YX`$, getting an ordering $`(y_1,\mathrm{},y_j)`$ of $`YX`$, where $`j=|YX|`$; now form $`(x_1,x_2,\mathrm{},x_i,y_j,\mathrm{},y_2,y_1)`$. Note the reversal of the ordering of the $`y`$’s; thus we are building a random ordering of $`Y`$ by accumulating elements of $`X`$ from left to right and elements of $`YX`$ from right to left.

This gives a very explicit formula for the primitive idempotent

$$e_X=\underset{YX}{}\nu _{X,Y}.$$

This and the related formula

$$w^m=\underset{X[n]}{}\lambda _X^me_X,$$

are essentially the formulas of Fill , except that he works with operators on $`C`$ instead of with elements of $`S`$. To get his formulas, right multiply the formulas above by a permutation $`\sigma `$ (chamber of $`S`$) and pick out the $`\tau `$-component. This gives $`(\sigma ,\tau )`$-entries of matrices. One can check that $`e_X`$ annihilates $`C`$ if $`|X|=n1`$, so the spectral decomposition of left multiplication by $`w`$ on $`C`$ only involves $`2^nn`$ idempotents, as in Fill’s paper. This would have arisen more naturally if we had used $`\overline{F}_n`$ instead of $`F_n`$.

The reader who has come this far might find it a useful exercise to rederive the formulas for the uniform case (Section 8.6) from those above.

## 9. Reflection arrangements and Solomon’s descent algebra

The work of Bayer–Diaconis  and Diaconis–Fill–Pitman  relates certain card-shuffling random walks on the symmetric group $`S_n`$ to subalgebras of Solomon’s descent algebra . We show here how this surprising connection arises naturally from semigroup considerations. We work with an arbitrary finite Coxeter group $`W`$ and its associated hyperplane face semigroup $`\mathrm{\Sigma }`$ (the Coxeter complex of $`W`$). But we will try to explain everything in concrete terms for the case $`W=S_n`$, in an effort to make the discussion accessible to readers unfamiliar with Coxeter groups.

Our treatment can be viewed as an elaboration of Tits’s appendix to Solomon’s paper, with further ideas borrowed from Bidigare’s thesis . In particular, we use (and include a proof of) Bidigare’s theorem that Solomon’s descent algebra is anti-isomorphic to the $`W`$-invariant part of the semigroup algebra of $`\mathrm{\Sigma }`$.

In this section the probability measure driving our random walk on the chambers of $`\mathrm{\Sigma }`$ is denoted by $`p`$ instead of $`w`$, so that we can reserve the letter $`w`$ for a typical element of $`W`$.

### 9.1. Finite reflection groups

We begin with a very quick review of the basic facts that we need about finite Coxeter groups and their associated simplicial complexes $`\mathrm{\Sigma }`$. Details can be found in many places, such as . A *finite reflection group* on a real inner-product space $`V`$ is a finite group of orthogonal transformations of $`V`$ generated by reflections $`s_H`$ with respect to hyperplanes $`H`$ through the origin. The set of hyperplanes $`H`$ such that $`s_HW`$ is the *reflection arrangement* associated with $`W`$. Its hyperplane face semigroup $`\mathrm{\Sigma }`$ can be identified with the set of simplices of a simplicial complex, called the *Coxeter complex* of $`W`$. Geometrically, this complex is gotten by cutting the unit sphere in $`V`$ by the hyperplanes $`H`$, as in Section A.6. (As explained there, one might have to first pass to a quotient of $`V`$.) The action of $`W`$ on $`V`$ induces an action of $`W`$ on $`\mathrm{\Sigma }`$, and this action is simply-transitive on the chambers. Thus the set $`𝒞`$ of chambers can be identified with $`W`$, once a “fundamental chamber” $`C`$ is chosen.

The canonical example is $`W=S_n`$, acting on $`^n`$ by permuting the coordinates. The arrangement in this case is the braid arrangement (Section A.5). The Coxeter complex $`\mathrm{\Sigma }`$ can be identified with the following abstract simplicial complex: The vertices are the proper nonempty subsets $`X[n]=\{1,\mathrm{},n\}`$, and the simplices are the chains of such subsets. The $`S_n`$-action is induced by the action of $`S_n`$ on $`[n]`$. The product on $`\mathrm{\Sigma }`$ was discussed in Section 2.3, where $`\mathrm{\Sigma }`$ was identified with the semigroup $``$ of ordered partitions. The chambers of $`\mathrm{\Sigma }`$ correspond to permutations $`w`$ of $`[n]`$, with $`w`$ corresponding to the chamber

$$\{w(1)\}<\{w(1),w(2)\}<\mathrm{}<\{w(1),w(2),\mathrm{},w(n1)\}.$$

This is the same as the identification of $`𝒞`$ with $`S_n`$ that results from choosing

$$\{1\}<\{1,2\}<\mathrm{}<\{1,2,\mathrm{},n1\}$$

as fundamental chamber.

### 9.2. Types of simplices

The number $`r`$ of vertices of a chamber of $`\mathrm{\Sigma }`$ is called the *rank* of $`\mathrm{\Sigma }`$ (and of $`W`$); thus the dimension of $`\mathrm{\Sigma }`$ as a simplicial complex is $`r1`$. It is known that one can color the vertices of $`\mathrm{\Sigma }`$ with $`r`$ colors in such a way that vertices connected by an edge have distinct colors. The color of a vertex is also called its *label*, or its *type*, and we denote by $`I`$ the set of all types. We can also define $`\mathrm{type}(F)`$ for any $`F\mathrm{\Sigma }`$; it is the subset of $`I`$ consisting of the types of the vertices of $`F`$. For example, every chamber has type $`I`$, while the empty simplex has type $`\mathrm{}`$. The action of $`W`$ is type-preserving; moreover, two simplices are in the same $`W`$-orbit if and only if they have the same type. In our canonical example with $`W=S_n`$, the rank is $`n1`$, the set of types is $`I=\{1,\mathrm{},n1\}`$, and $`\mathrm{type}(X)=|X|`$ for any vertex $`X`$ (proper nonempty subset of $`[n]`$).

The labeling allows us to refine the adjacency relation on chambers defined in Section A.7: If $`C,C^{}`$ are distinct adjacent chambers and $`F`$ is their common face of codimension 1, then $`\mathrm{type}(F)=Ii`$ for some $`iI`$, and we say that $`C`$ and $`C^{}`$ are *$`i`$-adjacent*. In the canonical example, two distinct chambers $`X_1<X_2<\mathrm{}<X_{n1}`$ and $`X_1^{}<X_2^{}<\mathrm{}<X_{n1}^{}`$ are $`i`$-adjacent if and only if $`X_j=X_j^{}`$ for $`ji`$. If we identify chambers with permutations as above, then $`w`$ and $`w^{}`$ are $`i`$-adjacent if and only if the $`n`$-tuple $`(w^{}(1),w^{}(2),\mathrm{},w^{}(n))`$ is obtained from $`(w(1),w(2),\mathrm{},w(n))`$ by interchanging $`w(i)`$ and $`w(i+1)`$. For example, the chambers labeled 2134 and 2314 in Figure 7 (Section A.6) are 2-adjacent.

### 9.3. Descent sets

Given two chambers $`C,C^{}`$, we define the *descent set* of $`C^{}`$ with respect to $`C`$, denoted $`\mathrm{des}(C,C^{})`$, to be the set of $`iI`$ such that there is a minimal gallery

$$C=C_0,C_1,\mathrm{},C_l=C^{}$$

ending with an $`i`$-adjacency between $`C_{l1}`$ and $`C_l`$. (See section A.7 for the definition and basic facts concerning minimal galleries.) Equivalently, we have $`i\mathrm{des}(C,C^{})`$ if and only if $`C`$ and $`C^{}`$ are on opposite sides of the hyperplane $`\mathrm{supp}F`$, where $`F`$ is the face of $`C^{}`$ of type $`Ii`$. Or, if $`C^{\prime \prime }`$ is the chamber $`i`$-adjacent to $`C^{}`$, then $`i\mathrm{des}(C,C^{})`$ if and only if $`d(C,C^{})=d(C,C^{\prime \prime })+1`$.

If we have chosen a fundamental chamber $`C`$, then we write $`\mathrm{des}(C^{})`$ instead of $`\mathrm{des}(C,C^{})`$, and we call it the *descent set* of $`C^{}`$. And if $`C^{}`$ corresponds to $`wW`$, i.e., if $`C^{}=wC`$, then we also speak of $`\mathrm{des}(w)`$, the descent set of $`w`$. The terminology is motivated by the canonical example, where the descent set of a permutation $`w`$ is $`\{i:w(i)>w(i+1)\}`$; it is a subset of $`\{1,2,\mathrm{},n1\}`$. For example, the descent set of 2431 is $`\{2,3\}`$; this is consistent with the fact that there are two minimal galleries from 1234 to 2431 in Figure 7, one ending with a 2-adjacency and the other with a 3-adjacency.

Descent sets can be characterized in terms of the semigroup structure on $`\mathrm{\Sigma }`$:

###### Proposition 4.

Given chambers $`C,C^{}`$ and a face $`FC^{}`$, we have $`FC=C^{}`$ if and only if $`\mathrm{des}(C,C^{})\mathrm{type}(F)`$. Thus $`\mathrm{des}(C,C^{})`$ is the type of the smallest face $`FC^{}`$ such that $`FC=C^{}`$.

###### Proof.

Suppose $`FC=C^{}`$. Given $`i\mathrm{des}(C,C^{})`$, let $`G`$ be the face of $`C^{}`$ of type $`Ii`$ and let $`H=\mathrm{supp}G`$; see Figure 6.

We know that $`C`$ and $`C^{}`$ are on opposite sides of $`H`$, so $`F`$ must be strictly on the $`C^{}`$-side of $`H`$, hence $`FG`$ and $`i\mathrm{type}(F)`$. This proves $`\mathrm{des}(C,C^{})\mathrm{type}(F)`$.

Conversely, suppose $`\mathrm{des}(C,C^{})\mathrm{type}(F)`$. To show $`FC=C^{}`$, it suffices to show that $`FC`$ and $`C^{}`$ are on the same side of every hyperplane $`H=\mathrm{supp}G`$, where $`G`$ is a codimension 1 face of $`C^{}`$; see \[10, Section I.4B\]. This is automatic if $`C`$ and $`C^{}`$ are on the same side of $`H`$, so assume they are not. Writing $`\mathrm{type}(G)=Ii`$, we then have $`i\mathrm{des}(C,C^{})`$, hence $`i\mathrm{type}(F)`$. Then $`FG`$, so $`F`$ is strictly on the $`C^{}`$-side of $`H`$ and therefore $`FC`$ is on the $`C^{}`$-side of $`H`$. ∎

### 9.4. Descent counts and the $`h`$-vector

In this subsection we fix a fundamental chamber $`C`$, so that every chamber $`C^{}`$ has a well-defined descent set $`\mathrm{des}(C^{})`$. For $`JI`$, let $`\beta (J)`$ be the number of chambers with descent set $`J`$. This number is independent of the choice of $`C`$, since the group of type-preserving automorphisms of $`\mathrm{\Sigma }`$ is transitive on the chambers. It can also be described as the number of $`wW`$ with descent set $`J`$. We will show that the vector $`(\beta (J))_{JI}`$ coincides with the “$`h`$-vector” defined below; the definition is modeled on that of the flag $`h`$-vector for graded posets (see Section C.3).

First we define the *$`f`$-vector* of $`\mathrm{\Sigma }`$ by setting $`f_J(\mathrm{\Sigma })`$ equal to the number of simplices of type $`J`$. The $`h`$-vector is then obtained by writing

(30)
$$f_J(\mathrm{\Sigma })=\underset{KJ}{}h_K(\mathrm{\Sigma }),$$

or, equivalently,

(31)
$$h_J(\mathrm{\Sigma })=\underset{KJ}{}(1)^{|JK|}f_K(\mathrm{\Sigma }).$$

###### Proposition 5.

Let $`\mathrm{\Sigma }`$ be the Coxeter complex of a finite reflection group, and let $`I`$ be the set of types of vertices. Then for any $`JI`$,

$$\beta (J)=h_J(\mathrm{\Sigma }).$$

###### Proof.

Let $`\mathrm{\Sigma }_J`$ be the set of simplices of type $`J`$. There is a 1–1 map $`\mathrm{\Sigma }_J𝒞`$, given by $`FFC`$, where $`C`$ is the fundamental chamber. It is 1–1 because we can recover $`F`$ from $`FC`$ as the face of type $`J`$. Its image, according to Proposition 4, is the set of chambers with descent set contained in $`J`$. Hence

$$f_J(\mathrm{\Sigma })=\underset{KJ}{}\beta (K).$$

The proposition now follows from (30). ∎

###### Remark.

Everything in this and the previous subsection generalizes from finite Coxeter complexes to finite buildings.

### 9.5. The ring of invariants in the semigroup algebra

Fix a commutative ring $`k`$ and consider the semigroup algebra $`k\mathrm{\Sigma }`$. This has a natural $`W`$-action, and the $`W`$-invariants form a $`k`$-algebra $`A=(k\mathrm{\Sigma })^W`$. As a $`k`$-module, $`A`$ is free with one basis element for each $`W`$-orbit in $`\mathrm{\Sigma }`$, that basis element being the sum of the simplices in the orbit. Since orbits correspond to types of simplices, we get a basis vector

$$\sigma _J=\underset{F\mathrm{\Sigma }_J}{}F$$

for each $`JI`$, where, as in the proof of Proposition 5, $`\mathrm{\Sigma }_J`$ is the set of simplices of type $`J`$. The product of two basis vectors is given by

$$\sigma _J\sigma _K=\underset{L}{}\alpha _{JKL}\sigma _L,$$

where $`\alpha _{JKL}`$ is the number of ways of writing a given simplex of type $`L`$ as a product $`FG`$, where $`\mathrm{type}(F)=J`$ and $`\mathrm{type}(G)=K`$. This number is 0 unless $`JL`$.

There is a second natural basis $`(\tau _J)_{JI}`$ for $`A`$, obtained by writing

$$\sigma _J=\underset{KJ}{}\tau _K,$$

or, equivalently,

$$\tau _J=\underset{KJ}{}(1)^{|JK|}\sigma _K.$$

This change of basis is motivated by the study of the $`h`$-vector above, and also by considerations in Solomon’s paper .

### 9.6. Solomon’s descent algebra

Bidigare  proved that $`A`$ is anti-isomorphic to Solomon’s descent algebra, which is a certain subalgebra of the group algebra $`kW`$. We give here a geometric version of his proof.

Recall that the $`k`$-module $`k𝒞`$ spanned by the chambers is an ideal in $`k\mathrm{\Sigma }`$. In particular, it is a module over the subring $`Ak\mathrm{\Sigma }`$, and the action of $`A`$ on $`k𝒞`$ commutes with the action of $`W`$; we therefore obtain a homomorphism

$$A\mathrm{End}_W(k𝒞),$$

the latter being the ring of $`kW`$-endomorphisms of $`k𝒞`$.

We now choose a fundamental chamber $`C𝒞`$ and use it to identify $`𝒞`$ with $`W`$, the correspondence being $`wCw`$. This is compatible with left $`W`$-actions, so $`\mathrm{End}_W(k𝒞)`$ gets identified with the ring of operators on $`kW`$ that commute with the left action of $`kW`$. But any such operator $`T`$ is given by right multiplication by an element of $`kW`$, that element being $`T(\text{id})`$. So we obtain, finally, a product-reversing map (i.e., an anti-homomorphism)

$$\varphi :AkW.$$

Chasing through the definitions, one sees that $`\varphi `$ is characterized by

(32)
$$\varphi (a)C=aC$$

for $`aA`$. Here $`C`$ is the fundamental chamber, the product on the left is given by the action of $`W`$ on $`𝒞`$, and the product on the right takes place in the semigroup algebra $`k\mathrm{\Sigma }`$.

Recall now that the choice of fundamental chamber determines a special set of generators $`S`$ for $`W`$ (the “simple reflections”, or “Coxeter generators”), consisting of the reflections with respect to the supports of the codimension 1 faces of $`C`$. Using this set of generators, Solomon  defined a subalgebra of $`kW`$, which has come to be known as the *descent algebra*.

###### Theorem 7 (Bidigare).

Let $`W`$ be a finite reflection group with Coxeter complex $`\mathrm{\Sigma }`$, and let $`A`$ be the invariant subalgebra $`(k\mathrm{\Sigma })^W`$ of the semigroup algebra $`k\mathrm{\Sigma }`$, where $`k`$ is an arbitrary commutative ring. Then $`A`$ is anti-isomorphic to Solomon’s descent algebra.

###### Proof.

Let $`(\sigma _J)`$ and $`(\tau _J)`$ be the $`k`$-bases of $`A`$ introduced in Section 9.5. We have

$$\sigma _JC=\underset{F\mathrm{\Sigma }_J}{}FC.$$

As we noted in the proof of Proposition 5, the chambers $`FC`$ that occur in the sum are those with descent set contained in $`J`$. Under our bijection between $`𝒞`$ and $`W`$, a given chamber $`FC`$ corresponds to the element $`wW`$ such that $`FC=wC`$. So we can write

$$\sigma _JC=\underset{wU_J}{}wC,$$

where $`U_J=\{wW:\mathrm{des}(w)J\}`$. Our characterization (32) of $`\varphi `$ therefore yields

$$\varphi (\sigma _J)=u_J:=\underset{wU_J}{}w.$$

Let $`Z_J=\{wW:\mathrm{des}(w)=J\}`$ and let $`z_J=_{wZ_J}w`$. Then $`u_J=_{KJ}z_K`$, so

$$\underset{KJ}{}\varphi (\tau _K)=\underset{KJ}{}z_K$$

for all $`J`$, hence $`\varphi (\tau _J)=z_J`$. Since the $`z_J`$ are clearly linearly independent, it follows that $`\varphi `$ is injective and hence gives an anti-isomorphism of $`A`$ onto a subalgebra of $`kW`$.

It remains to show that $`\varphi (A)`$ is the descent algebra. For each $`iI`$, let $`s_i`$ be the reflection with respect to the face of $`C`$ of type $`Ii`$. Then our set of generators of $`W`$ is $`S=\{s_i:iI\}`$. Moreover, for any $`JI`$ the stabilizer of the face of $`C`$ of type $`J`$ is the subgroup $`W_{IJ}`$ generated by $`\{s_i:iIJ\}`$; for example, the face of type $`Ii`$ has stabilizer of order 2, generated by $`s_i`$. Finally, our definition of descent sets has the following translation: $`i\mathrm{des}(w)`$ if and only if $`\mathrm{}(ws_i)<\mathrm{}(w)`$, where $`\mathrm{}`$ is the length function on $`W`$ with respect to the generating set $`S`$. Using these remarks, the reader can easily check that our basis vector $`u_J`$ for $`\varphi (A)`$ coincides with Solomon’s $`x_T`$, where $`T=\{s_i:iIJ\}S`$. Hence $`\varphi (A)`$ is equal to the descent algebra. ∎

###### Remark.

There has been interest recently in giving explicit formulas for orthogonal families of idempotents in the descent algebra that lift the primitive idempotents of the algebra mod its radical. See, for example, Bergeron et al  and earlier references cited there. The results of the present paper provide further formulas of this type; it suffices to take a generic element $`p=_{F\mathrm{\Sigma }}p_FF(k\mathrm{\Sigma })^W`$, find the primitive idempotents in $`k[w]`$ by the results of Section 8, and apply $`\varphi `$.

### 9.7. The descent algebra and random walks

Assume, for the moment, that we have *not* chosen a fundamental chamber. Given a $`W`$-invariant probability distribution $`p=_{F\mathrm{\Sigma }}p_FF`$, we get a $`W`$-invariant random walk on $`𝒞`$ with transition matrix

$$P(C,D)=\underset{FC=D}{}p_F$$

for $`C,D𝒞`$. (“$`W`$-invariant” means $`P(wC,wD)=P(C,D)`$ for $`C,D𝒞`$, $`wW`$.) If we now choose a fundamental chamber $`C`$ and identify $`𝒞`$ with $`W`$, we get a left-invariant Markov chain on $`W`$ whose transition matrix satisfies

$$P(\text{id},w)=\mu _w:=\underset{FC=wC}{}p_F.$$

Left invariance implies that this is a *right* random walk on the group $`W`$: At each step, we choose $`w`$ with probability $`\mu _w`$ and right-multiply by $`w`$. Note that the definition of the probability distribution $`\{\mu _w\}`$ on $`W`$ can be written as $`\mu C=pC`$, where $`\mu =_{wW}\mu _wwW`$; as in (32), the product on the left is given by the action of $`W`$ and the product on the right is in $`\mathrm{\Sigma }`$. Hence (32) implies that $`\mu =\varphi (p)`$. We have therefore proved:

###### Theorem 8.

Let $`W`$ be a finite reflection group with Coxeter complex $`\mathrm{\Sigma }`$, and let $`p`$ be a $`W`$-invariant probability distribution on $`\mathrm{\Sigma }`$. Choose a fundamental chamber and use it to identify $`𝒞`$ with $`W`$. Then the hyperplane chamber walk on $`𝒞`$ driven by $`p`$ corresponds to the right random walk on $`W`$ driven by $`\mu `$, where $`\mu W`$ is the image of $`p`$ under the isomorphism of Theorem 7 between $`(\mathrm{\Sigma })^W`$ and the descent subalgebra of $`W`$. Consequently, the algebra $`[\mu ]W`$ generated by $`\mu `$ is a split semisimple commutative subalgebra of the descent algebra.

Suppose, for example, that $`p`$ is uniform on simplices of type $`J`$ for some fixed $`J`$. Then the proof of Theorem 7 shows that $`\mu =\varphi (p)`$ is uniform on the $`wW`$ with $`\mathrm{des}(w)J`$. This explains some of the observations in . Returning to our canonical example with $`W=S_n`$, let $`J=\{1\}`$; thus $`p`$ is uniform on the vertices of type 1, i.e., the singleton subsets of $`[n]`$. The corresponding hyperplane chamber walk is the Tsetlin library with uniform weights. Viewing this as a walk on the permutation group $`S_n`$, it is the right random walk driven by the uniform distribution $`\mu `$ on the permutations $`w`$ with $`\mathrm{des}(w)\{1\}`$. There are $`n`$ such, with $`(w(1),\mathrm{},w(n))=(i,1,2,\mathrm{},i1,i+1,\mathrm{},n)`$, $`i=1,\mathrm{},n`$.

Continuing with this example, we can use formula (26) (Section 8.6) to get formulas for the primitive idempotents in $`[\mu ]`$. In fact, the probability distribution $`\overline{w}\overline{S}`$ of Section 8.6 is the same as what we are now calling $`p`$. (Recall from Section 5.1 that $`\overline{S}\mathrm{\Sigma }`$, so this assertion makes sense.) And the element $`\overline{\sigma }_l`$ of Section 8.6 is the same as the element $`\sigma _{\{1,\mathrm{},l\}}(\mathrm{\Sigma })^W`$ if $`l<n`$, while $`\overline{\sigma _n}=\overline{\sigma }_{n1}`$. Combining the isomorphism $`[\overline{w}]=[p]\stackrel{}{}[\mu ]`$ with equation (26), we now obtain the following result: Define $`v_lW`$ for $`0ln`$ by

$$v_l=\underset{\mathrm{des}(w)\{1,\mathrm{},l\}}{}w\text{if }l<n,$$

and

$$v_n=v_{n1}.$$

Let

$$E_i=\underset{l=i}{\overset{n}{}}(1)^{li}\left(\genfrac{}{}{0pt}{}{l}{i}\right)\frac{v_l}{l!}.$$

Then $`E_0,\mathrm{},E_{n2},E_n`$, are the primitive idempotents in $`[\mu ]`$. These formulas are the same as those of \[16, Theorem 4.2\].

## Appendix A The hyperplane face semigroup

More details concerning the material reviewed here can be found in . Throughout this section $`𝒜=\{H_i\}_{iI}`$ denotes a finite set of affine hyperplanes in $`V=^n`$. Let $`H_i^+`$ and $`H_i^{}`$ be the two open halfspaces determined by $`H_i`$; the choice of which one to call $`H_i^+`$ is arbitrary but fixed.

### A.1. Faces and chambers

The hyperplanes $`H_i`$ induce a partition of $`V`$ into convex sets called *faces* (or *relatively open faces*). These are the nonempty sets $`FV`$ of the form

$$F=\underset{iI}{}H_i^{\sigma _i},$$

where $`\sigma _i\{+,,0\}`$ and $`H_i^0=H_i`$. Equivalently, if we choose for each $`i`$ an affine function $`f_i:V`$ such that $`H_i`$ is defined by $`f_i=0`$, then a face is a nonempty set defined by equalities and inequalities of the form $`f_i>0`$, $`f_i<0`$, or $`f_i=0`$, one for each $`iI`$. The sequence $`\sigma =(\sigma _i)_{iI}`$ that encodes the definition of $`F`$ is called the *sign sequence* of $`F`$ and is denoted $`\sigma (F)`$.

The faces such that $`\sigma _i0`$ for all $`i`$ are called *chambers*. They are convex open sets that partition the complement $`V_{iI}H_i`$. In general, a face $`F`$ is open relative to its *support*, which is defined to be the affine subspace

$$\mathrm{supp}F=\underset{\sigma _i(F)=0}{}H_i.$$

Since $`F`$ is open in $`\mathrm{supp}F`$, we can also describe $`\mathrm{supp}F`$ as the affine span of $`F`$.

### A.2. The face relation

The *face poset* of $`𝒜`$ is the set $``$ of faces, ordered as follows: $`FG`$ if for each $`iI`$ either $`\sigma _i(F)=0`$ or $`\sigma _i(F)=\sigma _i(G)`$. In other words, the description of $`F`$ by linear equalities and inequalities is obtained from that of $`G`$ by changing zero or more inequalities to equalities.

### A.3. Product

The set $``$ of faces is also a semigroup. Given $`F,G`$, their *product* $`FG`$ is the face with sign sequence

$$\sigma _i(FG)=\{\begin{array}{cc}\sigma _i(F)\hfill & \text{if }\sigma _i(F)0\hfill \\ \sigma _i(G)\hfill & \text{if }\sigma _i(F)=0\text{.}\hfill \end{array}$$

This has a geometric interpretation: If we move on a straight line from a point of $`F`$ toward a point of $`G`$, then $`FG`$ is the face we are in after moving a small positive distance. Notice that the face relation can be described in terms of the product: One has

(33)
$$FGFG=G.$$

### A.4. The semilattice of flats

A second poset associated with the arrangement $`𝒜`$ is the *semilattice of flats*, also called the *intersection semilattice*, which we denote by $``$. It consists of all nonempty affine subspaces $`XV`$ of the form $`X=_{H𝒜^{}}H`$, where $`𝒜^{}𝒜`$ is an arbitrary subset (possibly empty). We order $``$ by inclusion. \[Warning: Many authors order $``$ by reverse inclusion.\] Notice that any two elements $`X,Y`$ have a least upper bound $`XY`$ in $``$, which is the intersection of all hyperplanes $`H𝒜`$ containing both $`X`$ and $`Y`$; hence $``$ is an *upper semilattice* (poset with least upper bounds). It is a lattice if the arrangement $`𝒜`$ is *central*, i.e., if $`_{H𝒜}H\mathrm{}`$. Indeed, this intersection is then the smallest element of $``$, and a finite upper semilattice with a smallest element is a lattice \[34, Section 3.3\]. The support map gives a surjection

$$\mathrm{supp}:,$$

which preserves order and also behaves nicely with respect to the semigroup structure. Namely, we have

(34)
$$\mathrm{supp}(FG)=\mathrm{supp}F\mathrm{supp}G$$

and

(35)
$$FG=F\mathrm{supp}G\mathrm{supp}F.$$

### A.5. Example: The braid arrangement

The *braid arrangement* in $`^n`$ consists of the $`\left(\genfrac{}{}{0pt}{}{n}{2}\right)`$ hyperplanes $`H_{ij}`$ defined by $`x_i=x_j`$, where $`1i<jn`$. Each chamber is determined by an ordering of the coordinates, so it corresponds to a permutation. When $`n=4`$, for example, one of the 24 chambers is the region defined by $`x_2>x_3>x_1>x_4`$, corresponding to the permutation 2314. The faces of a chamber $`C`$ are obtained by changing to equalities some of the inequalities defining $`C`$. For example, the chamber $`x_2>x_3>x_1>x_4`$ has a face given by $`x_2>x_3>x_1=x_4`$, which is also a face of the chamber $`x_2>x_3>x_4>x_1`$.

It is useful to encode the system of equalities and inequalities defining a face $`F`$ by an ordered partition $`(B_1,\mathrm{},B_k)`$ of $`[n]=\{1,\mathrm{},n\}`$. Here $`B_1,\mathrm{},B_k`$ are disjoint nonempty sets whose union is $`[n]`$, and their order counts. For example, the face $`x_2>x_3>x_1=x_4`$ corresponds to the 3-block ordered partition $`(\{2\},\{3\},\{1,4\})`$, and the face $`x_2>x_1=x_3=x_4`$ corresponds to the 2-block ordered partition $`(\{2\},\{1,3,4\})`$.

Thus the face semigroup of the braid arrangement can be viewed as the set $``$ of ordered partitions, with a product that one can easily work out. We have recorded this product in Section 2.3, where one can also find a description of the face relation, the intersection lattice, and the support map. See also Section 9.1, where the braid arrangement appears as the canonical example of a reflection arrangement.

### A.6. Spherical representation

Suppose now that $`𝒜`$ is a *central* arrangement, i.e., that the hyperplanes have a nonempty intersection. We may assume that this intersection contains the origin. Suppose further that $`_{iI}H_i=\{0\}`$, in which case $`𝒜`$ is said to be *essential*. (There is no loss of generality in making this assumption; for if it fails, then we can replace $`V`$ by the quotient space $`V/_iH_i`$.) The hyperplanes then induce a cell-decomposition of the unit sphere, the cells being the intersections with the sphere of the faces $`F`$. Thus $``$, as a poset, can be identified with the poset of cells of a regular cell-complex $`\mathrm{\Sigma }`$, homeomorphic to a sphere. Note that the face $`F=\{0\}`$, which is the identity of the semigroup $``$, is not visible in the spherical picture; it corresponds to the empty cell. The cell-complex $`\mathrm{\Sigma }`$ plays a crucial role in , to which we refer for more details.

The braid arrangement provides a simple example. It is not essential, because the hyperplanes $`H_{ij}`$ intersect in the line $`L`$ defined by $`x_1=\mathrm{}=x_n`$. We can therefore view the braid arrangement as an arrangement in the $`(n1)`$-dimensional quotient space $`^n/L`$. When $`n=4`$, we obtain an arrangement of six planes in $`^3`$, whose spherical picture is shown in Figure 7.

The plane corresponding to $`H_{ij}`$ cuts the sphere in the great circle labeled i-j. Each chamber of the arrangement is a simplicial cone, which intersects the sphere in a triangle labeled with the associated permutation. Figure 7 has been reproduced from , where one can find further discussion and more examples.

### A.7. Galleries and convex sets

We return to an arbitrary arrangement $`𝒜`$. Two chambers $`C,C^{}𝒞`$ are said to be *adjacent* if they have a common codimension 1 face. A *gallery* is a sequence of chambers $`C_0,C_1,\mathrm{},C_l`$ such that $`C_{j1}`$ and $`C_j`$ are adjacent for each $`j=1,2,\mathrm{},l`$. Given $`C,C^{}𝒞`$, the minimal length $`l`$ of a gallery from $`C`$ to $`C^{}`$ is the *distance* between $`C`$ and $`C^{}`$, denoted $`d(C,C^{})`$; and any gallery from $`C`$ to $`C^{}`$ of minimal length $`d(C,C^{})`$ is called a *minimal gallery*. The distance $`d(C,C^{})`$ can also be characterized as the number of hyperplanes in $`𝒜`$ separating $`C`$ from $`C^{}`$; in fact, every minimal gallery from $`C`$ to $`C^{}`$ crosses each of these hyperplanes exactly once (see \[10, Section I.4E\]).

Let $`𝒟𝒞`$ be a nonempty set of chambers. We say that $`𝒟`$ is *convex* if it satisfies the equivalent conditions of the following result:

###### Proposition 6.

The following conditions on a nonempty set $`𝒟𝒞`$ are equivalent:

1. For any $`C,C^{}𝒟`$, every minimal gallery from $`C`$ to $`C^{}`$ is contained in $`𝒟`$.
2. $`𝒟`$ is the set of chambers in an intersection of some of the halfspaces determined by $`𝒜`$.

In terms of sign sequences, condition (ii) says that there is a subset $`JI`$ and a set of signs $`\sigma _i\{+,\}`$, $`iJ`$, such that

$$𝒟=\{C𝒞:\sigma _i(C)=\sigma _i\text{ for all }iJ\}.$$

Proposition 6, which is stated as in exercise in \[10, Section I.4E\], is essentially due to Tits \[35, Theorem 2.19\]. See also \[9, Proposition 4.2.6\] for a proof in the context of oriented matroids. For the convenience of the reader, here is the latter proof specialized to hyperplane arrangements:

###### Proof.

A minimal gallery from $`C`$ to $`C^{}`$ crosses only the hyperplanes that separate $`C`$ from $`C^{}`$. This shows that (ii) implies (i). For the converse, it suffices to show that if (i) holds and $`C`$ is a chamber not in $`𝒟`$, then there is a hyperplane $`H𝒜`$ separating $`C`$ from $`𝒟`$. Choose a gallery $`D,C_1,C_2,\mathrm{},C_l=C`$ of minimal length, starting in $`𝒟`$ and ending at $`C`$. By minimality, we have $`C_1𝒟`$. Let $`H`$ be the (unique) hyperplane in $`𝒜`$ separating $`D`$ from $`C_1`$. Then $`H`$ also separates $`D`$ from $`C`$. For any $`D^{}𝒟`$, we have $`d(D,D^{})=d(C_1,D^{})\pm 1`$, where the sign depends on which $`H`$-halfspace contains $`D^{}`$. The sign cannot be $`+`$, because then we could construct a minimal gallery from $`D`$ to $`D^{}`$ passing through $`C_1`$, contradicting (i). So $`d(D,D^{})=d(C_1,D^{})1`$, which means that $`D`$ and $`D^{}`$ are on the same side of $`H`$. Thus $`H`$ separates $`𝒟`$ from $`C`$, as required. ∎

## Appendix B Left-regular bands: Foundations

In this appendix $`S`$ is an arbitrary semigroup, not necessarily finite, not necessarily having an identity. Motivated by the theory of hyperplane face semigroups, we wish to isolate the conditions on $`S`$ under which we can define analogues of the face relation, chambers, the semilattice of flats, etc.

### B.1. Partial order

Given $`x,yS`$, we set $`xy`$ if $`xy=y`$. This relation is transitive for any semigroup (see the first paragraph of Section 2.2). It is reflexive if and only if every element of $`S`$ is idempotent, in which case $`S`$ is called an *idempotent semigroup* or a *band*. Antisymmetry, however, imposes a much stronger condition on $`S`$:

###### Proposition 7.

The relation defined above is a partial order if and only if $`S`$ is an idempotent semigroup satisfying

(36)
$$xyx=xy$$

for all $`x,yS`$.

In other words, the relation makes $`S`$ a poset if and only if $`S`$ is a LRB as defined in Section 1.1.

###### Proof.

For the “if” part see the beginning of Section 2.2. To prove the converse, we may assume that $`S`$ is an idempotent semigroup for which the relation is antisymmetric, and we must prove (36). Note that $`(xy)(xyx)=(xy)^2x=xyx`$, so $`xyxyx`$. On the other hand, $`(xyx)(xy)=xyxy=(xy)^2=xy`$, so $`xyxxy`$. Thus antisymmetry implies that $`xyx=xy`$, as required. ∎

### B.2. The associated semilattice

We now show how to construct, for any idempotent semigroup satisfying (36), an analogue of the intersection semilattice of a hyperplane arrangement. In particular, this shows that the definition of LRB given in Section 1 is equivalent to the one given in Section 2 and used throughout this paper.

###### Proposition 8.

Let $`S`$ be an idempotent semigroup satisfying (36). Then there is a semilattice $`L`$ that admits an order-preserving surjection $`\mathrm{supp}:SL`$ such that

(37)
$$\mathrm{supp}xy=\mathrm{supp}x\mathrm{supp}y$$

for all $`x,yS`$ and

(38)
$$xy=x\mathrm{supp}y\mathrm{supp}x.$$

###### Proof.

The construction of $`L`$ is forced on us by (38): Define a relation $``$ on $`S`$ by $`yxxy=x`$. This is transitive and reflexive, but not necessarily antisymmetric. We therefore obtain a poset $`L`$ by identifying $`x`$ and $`y`$ if $`xy`$ and $`yx`$. If we denote by $`\mathrm{supp}:SL`$ the quotient map, then (38) holds by definition. To see that $`\mathrm{supp}`$ is order-preserving, suppose that $`xy`$, i.e., $`xy=y`$. Multiplying on the right by $`x`$ and using (36), we conclude that $`xy=yx`$; hence $`yx=y`$ and $`xy`$, i.e., $`\mathrm{supp}x\mathrm{supp}y`$. It remains to show that $`\mathrm{supp}xy`$ is the least upper bound of $`\mathrm{supp}x`$ and $`\mathrm{supp}y`$ in $`L`$. It is an upper bound because the equations $`xyx=xy`$ and $`xyy=xy`$ show that $`xyx`$ and $`xyy`$. And it is the least upper bound, because if $`zx`$ and $`zy`$, then $`zx=z`$ and $`zy=z`$, whence $`z(xy)=(zx)y=zy=z`$, so that $`zxy`$. ∎

If $`S`$ has an identity e, then $`L`$ has a smallest element $`\widehat{0}=\mathrm{supp}e`$. If, in addition, $`L`$ is finite, then it is is a lattice \[34, Section 3.3\].

### B.3. Chambers

We close this appendix by giving several characterizations of the chambers. Let $`S`$ be a LRB whose semilattice $`L`$ has a largest element $`\widehat{1}`$. This is automatic if $`S`$ is finite. As in Section 1.1, we call an element $`cS`$ a *chamber* if $`\mathrm{supp}c=\widehat{1}`$.

###### Proposition 9.

The following conditions on an element $`cS`$ are equivalent:

1. $`c`$ is a chamber.
2. $`cx=c`$ for all $`xS`$.
3. $`c`$ is maximal in the poset $`S`$.

###### Proof.

We have $`\mathrm{supp}c=\widehat{1}\mathrm{supp}c\mathrm{supp}x`$ for all $`xS`$. In view of (38), this holds if and only if $`cx=x`$, so (i) and (ii) are equivalent. If (ii) holds then $`c`$ is maximal, because $`cxcx=xc=x`$. For the converse, note that $`ccx`$ for all $`x,cS`$; so if $`c`$ is maximal then (ii) holds. ∎

The set $`C`$ of chambers is a 2-sided ideal in $`S`$. Indeed, (ii) shows that it is a right ideal, and it is a left ideal because if $`\mathrm{supp}c=\widehat{1}`$ then $`\mathrm{supp}xc=\widehat{1}`$ by (37). One can check that $`C`$ is the *kernel* of the semigroup $`S`$, i.e., the (unique) minimal 2-sided ideal.

## Appendix C Generalized derangement numbers

In this appendix we associate to any finite poset $`L`$ with $`\widehat{0},\widehat{1}`$ a *derangement number* $`d(L)0`$. If $`L`$ is the Boolean lattice of rank $`n`$, then $`d(L)`$ is the ordinary derangement number $`d_n`$ (number of fixed-point-free permutations of an $`n`$-set). If $`L`$ is the lattice of subspaces of an $`n`$-dimensional vector space over $`𝔽_q`$, then $`d(L)`$ is the $`q`$-analogue of $`d_n`$ studied by Wachs . If $`L`$ is the lattice of contractions of a graph, then $`d(L)`$ is some (new) graph invariant.

We are mainly interested in the case where $`L`$ is a *geometric lattice*, i.e., the lattice of flats of a matroid. In this case, the derangement numbers of the intervals $`[X,\widehat{1}]`$ give the multiplicities of the eigenvalues for the random walk on the maximal chains of $`L`$ constructed in Section 6.2. But since the derangement numbers may be of independent interest, we will keep this appendix logically independent of the theory of random walks; the latter will be mentioned only for motivation.

### C.1. Definition

Let $`L`$ be a finite poset with smallest element $`\widehat{0}`$ and largest element $`\widehat{1}`$. We associate to $`L`$ an integer $`d(L)`$, called the *derangement number* of $`L`$. It is defined inductively by the equation

(39)
$$\underset{XL}{}d([X,\widehat{1}])=f(L),$$

where $`f(L)`$ is the number of maximal chains in $`L`$. If $`L=0`$ (the one-element poset, with $`\widehat{0}=\widehat{1}`$), this gives $`d(L)=1`$. Otherwise, it gives a recurrence that can be solved for $`d(L)=d([\widehat{0},\widehat{1}])`$; thus

(40)
$$d(L)=f(L)\underset{X>\widehat{0}}{}d([X,\widehat{1}]).$$

Note that $`d(L)=0`$ if $`L`$ is the two-element poset $`\{\widehat{0},\widehat{1}\}`$. More generally, $`d(L)=0`$ if $`L`$ has exactly one atom, where an *atom* is a minimal element of $`L\widehat{0}`$. Indeed, let $`X_0`$ be the atom and let $`L_0=[X_0,\widehat{1}]`$. Then $`f(L)=f(L_0)`$, so (40) becomes

$$d(L)=f(L_0)\underset{XL_0}{}d([X,\widehat{1}]),$$

and the right side is 0 by (39) applied to $`L_0`$.

If we apply the definition (39) to each interval $`[Y,\widehat{1}]`$, we get

(41)
$$f([Y,\widehat{1}])=\underset{XY}{}d([X,\widehat{1}]).$$

In case $`L`$ is a geometric lattice, this system of equations for the numbers $`d([X,\widehat{1}])`$ is the same as the system of equations (14) in Section 6.2 for the multiplicities $`m_X`$; this proves our assertion that $`d([X,\widehat{1}])=m_X`$. And this interpretation of $`d([X,\widehat{1}])`$ also provides an easy way to remember the definition (39), which says that the sum of the multiplicities equals the size of the state space for the random walk.

We can solve (41) by Möbius inversion to get

$$d([Y,\widehat{1}])=\underset{XY}{}\mu (Y,X)f([X,\widehat{1}]).$$

Setting $`Y=\widehat{0}`$, we get an explicit formula for $`d(L)`$:

(42)
$$d(L)=\underset{XL}{}\mu (\widehat{0},X)f([X,\widehat{1}]).$$

It is useful to have a slight variant of this:

(43)
$$d(L)=\mu (\widehat{0},\widehat{1})+\underset{XM}{}d([\widehat{0},X]),$$

where $`M`$ is the set of maximal elements of $`L\widehat{1}`$. This is proved by writing

$$f([X,\widehat{1}])=\underset{\begin{array}{c}YM\\ YX\end{array}}{}f([X,Y])$$

for $`X<\widehat{1}`$, and then rearranging the sum in (42).

It is not clear from what we have done so far that $`d(L)0`$, though we know this is true if $`L`$ is geometric, since it is the multiplicity $`m_{\widehat{0}}`$. An independent proof of this, valid for any $`L`$, is obtained by giving yet another recursive formula for $`d(L)`$, which involves no signs.

###### Proposition 10.

If $`L=0`$ then $`d(L)=1`$. Otherwise,

(44)
$$d(L)=\underset{X<\widehat{1}}{}(c(X)1)d([\widehat{0},X]),$$

where $`c(X)`$ is the number of covers of $`X`$.

(Recall that $`Y`$ *covers* $`X`$, written $`XY`$, if $`X<Y`$ and there is no $`Z`$ with $`X<Z<Y`$.)

###### Corollary.

$`d(L)0`$, with equality if and only if $`L`$ has exactly one atom.

###### Proof of the corollary.

The inequality is immediate by induction on the size of $`L`$. We have already observed that equality holds if $`L`$ has exactly one atom. If $`L`$ has no atoms, then $`L=0`$ and $`d(L)=1>0`$. If $`L`$ has more than one atom, then consideration of the term $`X=\widehat{0}`$ in (44) shows that $`d(L)>0`$. ∎

###### Proof of Proposition 10.

Let us temporarily take the statement of the proposition as a new definition of $`d(L)`$. It then suffices to show that, with this definition, equation (39) holds. We may assume that $`L0`$ and that (39) holds for smaller posets. Then

$`{\displaystyle \underset{XL}{}}d([X,\widehat{1}])`$ $`=1+{\displaystyle \underset{X<\widehat{1}}{}}d([X,\widehat{1}])`$
$`=1+{\displaystyle \underset{X<\widehat{1}}{}}{\displaystyle \underset{XY<\widehat{1}}{}}(c(Y)1)d([X,Y])`$ by (44)
$`=1+{\displaystyle \underset{Y<\widehat{1}}{}}(c(Y)1){\displaystyle \underset{XY}{}}d([X,Y])`$
$`=1+{\displaystyle \underset{Y<\widehat{1}}{}}(c(Y)1)f([\widehat{0},Y])`$ by induction
$`=1+{\displaystyle \underset{YL}{}}(c(Y)1)f([\widehat{0},Y])+f(L).`$
So we are done if we can show $`1+_{YL}(c(Y)1)f([\widehat{0},Y])=0`$, i.e.,

$$1+\underset{YL}{}c(Y)f([\widehat{0},Y])=\underset{YL}{}f([\widehat{0},Y]).$$

The sum on the right counts all chains $`\widehat{0}=X_0X_1\mathrm{}X_m`$ in $`L`$, where $`m0`$. The sum on the left counts all such chains of length $`m>0`$. Adding 1 counts the chain of length 0, so the equation holds. ∎

### C.2. Examples

###### Example 1 (Ordinary derangement numbers).

Let $`L`$ be the Boolean lattice of subsets of an $`n`$-set. Writing $`d(L)=d_n`$, the recurrence (39) becomes

$$\underset{i=0}{\overset{n}{}}\left(\genfrac{}{}{0pt}{}{n}{i}\right)d_i=n!,$$

which is a standard recurrence for the ordinary derangement numbers. (It is obtained by counting permutations according to the number of elements they move.) Formulas (42) and (43) are the well-known results

$$d_n=\underset{i=0}{\overset{n}{}}(1)^i\left(\genfrac{}{}{0pt}{}{n}{i}\right)(ni)!=n!\underset{i=0}{\overset{n}{}}\frac{(1)^i}{i!}$$

and

(45)
$$d_n=nd_{n1}+(1)^n;$$

see \[34, Section 2.2\]. Finally, Proposition 10 reads

$`d_0`$ $`=1`$
$`d_n`$ $`={\displaystyle \underset{i=0}{\overset{n1}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{n}{i}}\right)(ni1)d_i(n>0),`$
which may be new.

###### Example 2 ($`q`$-analogue).

Let $`L`$ be the lattice of subspaces of an $`n`$-dimensional vector space over $`𝔽_q`$. Writing $`d(L)=d_n`$ \[$`=d_n(q)`$\], the recurrence (39) becomes

$$\underset{i=0}{\overset{n}{}}\left[\genfrac{}{}{0.0pt}{}{n}{i}\right]d_i=[n]!,$$

which characterizes the $`q`$-derangement numbers of Wachs \[36, p. 277\]. Here $`\left[\genfrac{}{}{0.0pt}{}{n}{i}\right]`$ and $`[n]!`$ are the $`q`$-analogues of $`\left(\genfrac{}{}{0pt}{}{n}{i}\right)`$ and $`n!`$, respectively. The inverted form of this as in (42) is

$$d_n=\underset{i=0}{\overset{n}{}}(1)^i\left[\genfrac{}{}{0.0pt}{}{n}{i}\right][ni]!q^{\left(\genfrac{}{}{0pt}{}{i}{2}\right)}=[n]!\underset{i=0}{\overset{n}{}}\frac{(1)^i}{[i]!}q^{\left(\genfrac{}{}{0pt}{}{i}{2}\right)};$$

see \[36, Theorem 4\]. Finally, Proposition 10 reads

$`d_0`$ $`=1`$
$`d_n`$ $`={\displaystyle \underset{i=0}{\overset{n1}{}}}\left[{\displaystyle \genfrac{}{}{0.0pt}{}{n}{i}}\right]([ni]1)d_i(n>0),`$
where $`[ni]`$ is the $`q`$-analogue of $`ni`$.

###### Example 3 (A graph invariant).

Let $`L=L(G)`$ be the lattice of contractions of a simple finite graph $`G`$, as discussed in Section 6.3. Set $`f(G)=f(L(G))`$ and $`d(G)=d(L(G))`$. Thus $`f(G)`$ is the number of collapsing sequences of $`G`$ and $`d(G)`$ is some new invariant of $`G`$, defined by

$$\underset{\overline{G}}{}d(\overline{G})=f(G),$$

where the sum is taken over all collapsings $`\overline{G}=G/\mathrm{\Pi }`$. The inverted form is

$$d(G)=\underset{\mathrm{\Pi }L(G)}{}\mu (\widehat{0},\mathrm{\Pi })f(G/\mathrm{\Pi }).$$

The numbers $`\mu (\widehat{0},\mathrm{\Pi })`$ that occur here are familiar from Rota’s formula for the chromatic polynomial of $`G`$ \[34, Chapter 3, Exercise 44\]: One has

$$\chi _G(x)=\underset{\mathrm{\Pi }L(G)}{}\mu (\widehat{0},\mathrm{\Pi })x^{|\mathrm{\Pi }|}.$$

Finally, Proposition 10 gives

$`d(G)`$ $`=1`$ if $`G`$ is discrete
$`d(G)`$ $`={\displaystyle \underset{\mathrm{\Pi }<\widehat{1}}{}}(e(G/\mathrm{\Pi })1)d(G_\mathrm{\Pi })`$ $`\text{otherwise},`$
where $`e()`$ denotes the number of edges of a graph and $`G_\mathrm{\Pi }G`$ is the union of the subgraphs induced by the blocks of $`\mathrm{\Pi }`$.

### C.3. Connection with the flag $`h`$-vector

The result of this subsection (Proposition 11) is due to Richard Stanley and is included with his permission.

The ordinary derangement number $`d_n`$ has the following interpretation, due to Désarménien  (see also  and further references cited there): Call a permutation $`\pi S_n`$ a *desarrangement* if the maximal initial descending sequence $`\pi (1)>\pi (2)>\mathrm{}>\pi (l)`$ has even length $`l`$; then $`d_n`$ is the number of desarrangements. Désarménien gave a bijective proof of this assertion and used it to give a combinatorial proof of the recurrence (45). One can also reverse the process and deduce Désarménien’s result from (45), by induction on $`n`$.

The result can be phrased in terms of descent sets. Recall that $`\pi `$ is said to have a *descent* at $`i`$ if $`\pi (i)>\pi (i+1)`$, where $`1in1`$. For $`J[n1]=\{1,\mathrm{},n1\}`$, let $`\beta (J)`$ be the number of permutations in $`S_n`$ with descent set $`J`$. Let $`𝒥`$ be the family of sets $`J`$ such that the first integer $`l1`$ not in $`J`$ is even. Then Désarménien’s interpretation of $`d_n`$ is

(46)
$$d_n=\underset{\begin{array}{c}J[n1]\\ J𝒥\end{array}}{}\beta (J).$$

We wish to generalize this. The role of the descent numbers $`\beta (J)`$ is played by the components of the flag $`h`$-vector. We briefly recall the definition of the latter; for more information, see \[33, Section III.4\], \[34, Sections 3.12 and 3.8\], or .

Let $`L`$ be a graded poset with $`\widehat{0},\widehat{1}`$; thus all maximal chains have the same length $`n`$, called the *rank* of $`L`$. For $`J[n1]`$, let $`f_J(L)`$ be the number of flags in $`L`$ of type $`J`$, where the *type* of a flag $`X_1<X_2<\mathrm{}<X_l`$ is the set $`\{\mathrm{rank}X_i\}_{1il}`$. These numbers are the components of the *flag $`f`$-vector* of $`L`$. The *flag $`h`$-vector* is defined by

(47)
$$h_J(L)=\underset{KJ}{}(1)^{|JK|}f_K(L),$$

or, equivalently,

(48)
$$f_J(L)=\underset{KJ}{}h_K(L).$$

Up to sign, $`h_J(L)`$ is the reduced Euler characteristic of the rank-selected subposet $`L_J`$ of $`L`$. More precisely,

(49)
$$h_J(L)=(1)^{|J|1}\stackrel{~}{\chi }(L_J).$$

If the order complex of $`L_J`$ is homotopy equivalent to a wedge of $`(|J|1)`$-spheres, then $`h_J(L)`$ is the number of spheres.

For the Boolean lattice, one can see from (48) that $`h_J(L)`$ is equal to the descent number $`\beta (J)`$. This is also a special case of Proposition 5 (Section 9.4). The main result of this subsection, generalizing (46), is the following proposition.

###### Proposition 11 (Stanley, private communication).

Let $`L`$ be a graded poset with $`\widehat{0},\widehat{1}`$, and let $`n`$ be its rank. Then

(50)
$$d(L)=\underset{\begin{array}{c}J[n1]\\ J𝒥\end{array}}{}h_J(L).$$

###### Proof.

Let $`d^{}(L)`$ denote the right-hand side of (50) if $`L0`$, and let $`d^{}(0)=1`$. It suffices to show that $`d^{}`$ satisfies the recurrence (43), i.e.,

(51)
$$d^{}(L)=\mu _L(\widehat{0},\widehat{1})+\underset{XM}{}d^{}([\widehat{0},X]),$$

where $`M`$ is the set of elements of $`L`$ of rank $`n1`$. We may assume $`n2`$. Group the terms on the right-hand side of (50) in pairs, where $`J[n2]`$ is paired with $`J_+=J\{n1\}`$. This leaves one term unpaired: If $`n`$ is even, we have $`[n1]=[n2]_+𝒥`$ but $`[n2]𝒥`$, while the reverse is true if $`n`$ is odd. In both cases we obtain

(52)
$$d^{}(L)=(1)^nh_{[n1]}(L)+\underset{\begin{array}{c}J[n2]\\ J𝒥\end{array}}{}\left(h_J(L)+h_{J_+}(L)\right).$$

Two simple observations now complete the proof of (51). The first is that

$$(1)^nh_{[n1]}(L)=\mu _L(\widehat{0},\widehat{1})$$

by (49) with $`J=[n1]`$. The second observation is that

$$h_J(L)+h_{J_+}(L)=\underset{XM}{}h_J([\widehat{0},X])$$

for $`J[n2]`$. This is proved by expanding both terms on the left-hand side by (47), noting that many terms cancel, and applying the following fact to the remaining terms:

$$f_{K_+}(L)=\underset{XM}{}f_K([\widehat{0},X])$$

for $`K[n2]`$. ∎

Michelle Wachs \[private communication\] has pointed out that Proposition 11 implies the following result about $`q`$-derangement numbers, due to Désarménien and Wachs \[13, Section 7\]:

###### Corollary.

The $`q`$-derangement number $`d_n(q)`$ satisfies

$$d_n(q)=\underset{\pi E_n}{}q^{\mathrm{inv}(\pi )},$$

where $`E_n`$ is the set of desarrangements in $`S_n`$ and $`\mathrm{inv}(\pi )`$ is the number of inversions of $`\pi `$.

###### Proof.

Take $`L`$ to be the subspace lattice of $`𝔽_q^n`$, so that $`d(L)=d_n(q)`$. It is known \[34, Theorem 3.12.3\] that

$$h_J(L)=\underset{\begin{array}{c}\pi S_n\\ \mathrm{des}(\pi )=J\end{array}}{}q^{\mathrm{inv}(\pi )}.$$

The corollary now follows at once from the proposition. ∎

### C.4. More on the flag $`h`$-vector

Going back to the random walk on maximal chains for motivation, recall that there is an eigenvalue $`\lambda _X`$ for each $`XL`$ (where $`L`$ is the lattice of flats of a matroid), with multiplicity $`m_X=d([X,\widehat{1}])`$. We have just seen that this multiplicity is a sum of certain components of the flag $`h`$-vector when $`X=\widehat{0}`$. Is the same true of the other multiplicities? This is a reasonable question since

$$\underset{XL}{}m_X=f(L)=\underset{J[n1]}{}h_J(L).$$

One might naively hope to lump the terms on the right-hand-side in such a way that each lump accounts for one $`m_X`$. This does not seem to be the case; but what is true is that if we lump together all the $`m_X`$ with $`X`$ of a given rank, then their sum is equal to the sum of the $`h_J`$ for certain sets $`J`$. This was observed by Swapneel Mahajan \[private communication\]. It is of interest for the random walk in case $`L`$ has the property that all flats of a given rank contain the same number of rank 1 flats. If, further, we take uniform weights on the rank 1 flats, then we get one eigenvalue for each possible rank $`r`$, $`0rn=\mathrm{rank}(L)`$, the multiplicity being

$$D_{nr}(L):=\underset{\mathrm{rank}(X)=r}{}d([X,\widehat{1}]).$$

(The subscript $`nr`$ is a reminder that each interval $`[X,\widehat{1}]`$ on the right has rank $`nr`$.) Mahajan’s result, then, is that $`D_{nr}(L)`$ is a sum of certain values of the flag $`h`$-vector. This is valid for every graded poset with $`\widehat{0},\widehat{1}`$. When $`r=0`$ it reduces to Stanley’s result from the previous section.

To state the result precisely, we associate to every set $`J[n1]`$ a number $`\gamma =\gamma (J)`$, $`0\gamma n`$, as follows. Arrange the elements of $`J`$ in order, and consider the initial run of consecutive integers; this has the form $`i,i+1,\mathrm{},i+l1`$, where $`l`$ is the length of the run. We allow the case $`J=\mathrm{}`$, in which case we set $`l=0`$ and $`i=n`$. Then $`\gamma `$ is defined by

$$\gamma (J)=\{\begin{array}{cc}i\hfill & \text{if }l\text{ is even}\hfill \\ i1\hfill & \text{if }l\text{ is odd.}\hfill \end{array}$$

The result, then, is:

###### Proposition 12 (Mahajan, private communication).

If $`L`$ is a graded poset with $`\widehat{0},\widehat{1}`$ and $`n=\mathrm{rank}(L)`$, then

$$D_{nr}(L)=\underset{\gamma (J)=r}{}h_J(L).$$

We omit the proof. The starting point is to apply Proposition 11 to each of the posets $`[X,\widehat{1}]`$.

For our random walk, the proposition says that the total multiplicity of the eigenvalues contributed by the $`XL`$ of rank $`r`$ is given by the components of the flag $`h`$-vector with $`\gamma (J)=r`$.

Here are some special cases.

* $`r=0`$: We have $`\gamma (J)=0`$ if and only if the initial run in $`J`$ is $`1,\mathrm{},l`$ with $`l`$ odd, so the first omitted integer is even, as in Proposition 11.
* $`r=n1`$: There is no $`J`$ with $`\gamma (J)=n1`$, so $`D_1(L)=0`$. This is consistent with the fact that $`d=0`$ for posets of rank $`1`$.
* $`r=n`$: The only $`J`$ with $`\gamma (J)=n`$ is $`J=\mathrm{}`$, so $`D_0(L)=h_{\mathrm{}}(L)=1`$. This is consistent with the fact that $`d=1`$ for the trivial poset.