arXiv Analytics

Sign in

arXiv:1711.08986 [math.PR]AbstractReferencesReviewsResources

On the Brownian separable permuton

Mickaël Maazoun

Published 2017-11-24Version 1

The Brownian separable permuton is a random probability measure on the unit square, which was introduced by Bassino, Bouvel, F\'eray, Gerin, Pierrot (2016) as the scaling limit of the diagram of the uniform separable permutation as size grows to infinity. We show that, almost surely, the permuton is the pushforward of the Lebesgue measure on the graph of a random measure-preserving function associated to a Brownian excursion whose strict local minima are decorated with i.i.d. signs. As a consequence, its support is almost surely totally disconnected, has Hausdorff dimension one, and enjoys self-similarity properties inherited from those of the Brownian excursion. The density function of the averaged permuton is computed and a connection with the shuffling of the Brownian continuum random tree is explored.

Related articles: Most relevant | Search more
arXiv:1506.04174 [math.PR] (Published 2015-06-12)
Pattern-avoiding permutations and Brownian excursion, Part II: Fixed points
arXiv:1406.5156 [math.PR] (Published 2014-06-19, updated 2015-06-12)
Pattern-avoiding permutations and Brownian excursion Part I: Shapes and fluctuations
arXiv:1504.05445 [math.PR] (Published 2015-04-21)
The Brownian continuum random tree as the unique solution to a fixed point equation