# Ordinal pattern probabilities for symmetric random walks

## TL;DR

This paper derives explicit formulas for the probabilities of ordinal patterns in symmetric random walks with various step distributions, revealing combinatorial structures and invariances in pattern occurrences.

## Contribution

It introduces novel probability formulas for ordinal patterns in symmetric random walks with uniform, Laplace, and normal steps, connecting them to algebraic and combinatorial structures.

## Key findings

- Ordinal pattern probabilities for uniform steps relate to affine Weyl group intervals.
- Explicit formulas for Laplace-distributed steps involve level functions of permutations.
- Certain permutation classes occur with equal probability regardless of the symmetric continuous step distribution.

## Abstract

An ordinal pattern for a finite sequence of real numbers is a permutation that records the relative positions in the sequence. For random walks with steps drawn uniformly from $[-1,1]$, we show an ordinal pattern occurs with probability $\frac{|[1,w]|}{2^n n!}$, where $[1,w]$ is a weak order interval in the affine Weyl group $\widetilde{A}_n$. For random walks with steps drawn from a symmetric Laplace distribution, the probability is $\frac{1}{2^n \prod_{j=1}^n \mathrm{lev}(\pi)_j}$, where $\mathrm{lev}(\pi)_j$ measures how often $j$ occurs between consecutive values in $\pi$. Permutations whose consecutive values are at most two positions apart in $\pi$ are shown to occur with the same probability for any choice of symmetric continuous step distribution. For random walks with steps from a mean zero normal distribution, ordinal pattern probabilities are determined by a matrix whose $ij$-th entry measures how often $i$ and $j$ are between consecutive values.