On the matrix occurring in a linear search problem
Ravindra M. Phatarfod · Journal of Applied Probability · 1991
In this paper we consider the Markov chain formed by the operation of the move-to-front scheme. We show that the eigenvalues of the transition probability matrix are of the form pi, pi + pj, ···, where pi is the probability of selecting the ith item and N is the number of items; further, that the multiplicity of the eigenvalues of the form Σpi where the summation is over m items is equal to the number of permutations of N – m objects, ordered in some way, such that no object is in its natural position. Finally, we show that the Markov chain is lumpable – many times over.