The Hilbert-Galton board

TL;DR

The paper introduces the Hilbert-Galton board, a novel Markov chain variant inspired by the Galton board, analyzing its stationary distribution and related processes.

Contribution

It presents the first analysis of the Hilbert-Galton board, including stationary distributions, an enriched Markov chain, and finite-ball projections with spectral properties.

Findings

Stationary distribution of the Hilbert-Galton board computed.

Existence of an enriched Markov chain on triangular arrays shown.

Finite-ball projections analyzed with spectrum and coupling time.

Abstract

We introduce the Hilbert-Galton board as a variant of the classical Galton board. Balls fall into a row of bins at a rate depending on the bin, and at random times, each bin gets shifted one unit to the right and an empty bin is added to the left. We compute the stationary distribution of this Markov chain and show the existence of an enriched Markov chain on triangular arrays of numbers which projects down to the Hilbert-Galton board. We also define finite-ball projections of the Hilbert-Galton board, for which we compute the stationary distribution, the full spectrum and the grand coupling time.