A Randomized Approximation Algorithm for Doubly Free-Boundary Macdonald Processes

Source abstract

We construct an approximate sampler for finite doubly free-boundary Macdonald rail-yard processes with Macdonald, boundary, and edge parameters in $(0,1)$. The construction allows arbitrary finite sequences of additions and removals of horizontal or vertical strips and all four boundary types. It reverses a finite commutation--reflection history from a partition sequence whose entries are equal, with the common partition weighted by both boundaries. We derive local reconstruction kernels from the skew Cauchy, Littlewood, and branching identities. Bulk and boundary updates combine integer increments with conditional shape sampling at a prescribed size; same-sign swaps use finite conditional resampling. For $K$ reflection periods and an initial partition-size cutoff $M$, the algorithm terminates almost surely and samples the resulting approximating law exactly. We prove total variation convergence to the target process as $K,M\to\infty$ and give explicit bounds for both truncation errors, decaying geometrically in the cutoffs for fixed input parameters. Under fixed parameter bounds, we also bound the expected operation count of direct enumeration in a unit-cost model. We further construct an exact rejection sampler for the initial partition law without a size cutoff or evaluation of its normalizing constant. Using this sampler removes the size-truncation error, leaving only the error from the finite reflection history.