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Distributions over permutation groups $\mathcal{S}_n$
Partly inspired by recent developments in enumeration of pattern avoiding permutations, which is known to be connected with Brownian excursions [Hoffman&Rizzolo]. The exciting milestone is the ...
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Multinomial transformation for matrices
Suppose we have a vector of probabilities $\mathbf{p}=(p_1,...,p_n)$, where $p_i>0$ for $i=1,...n$ and $\sum p_i=1$. Define new vector $\mathbf{r}=(r_1,...,r_{n-1})$ in a following way:
$r_i=\log(...