Random permutation

A random permutation is a random ordering of a set of objects, that is, a permutation-valued random variable. The use of random permutations is often fundamental to fields that use randomized algorithms. Such fields include coding theory, cryptography, and simulation. A good example of a random permutation is the shuffling of a deck of cards: this is ideally a random permutation of the 52 cards.

One method of generating a random permutation of a set of length "n" uniformly at random (i.e. each of the "n"! permutations is equally likely to appear) is to generate a sequence by taking a random number between 1 and "n" sequentially, ensuring that there is no repetition, and interpreting this sequence {"x"₁, ..., "x"_"n"} as the permutation

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The above brute-force method will require occasional retries whenever the random number picked is a repeat of a number already selected. A simple algorithm to generate a permutation of "n" items uniformly at random without retries, known as the Knuth shuffle, is to start with the identity permutation or any other permutation, and then go through the positions 1 through "n"−1, and for each position "i" swap the element currently there with an arbitrarily chosen element from positions "i" through "n", inclusive. It's easy to verify that any permutation of "n" elements will be produced by this algorithm with probability exactly 1/"n"!, thus yielding a uniform distribution over all such permutations.

For an account of the probability distribution of the number of fixed points of a uniformly distributed random permutation, see rencontres numbers. That distribution approaches a Poisson distribution with expected value 1 as "n" grows. In particular, it is an elegant application of the inclusion-exclusion principle to show that the probability that there are no fixed points approaches 1/"e". The first "n" moments of this distribution are exactly those of the Poisson distribution.

See Ewens's sampling formula for a connection with population genetics.

See also

* Golomb–Dickman constant
* Perfect shuffle
* Random permutation statistics
* Shuffling algorithms — random sort method, iterative exchange method

External links

* [http://mathworld.wolfram.com/RandomPermutation.html Random permutation] at MathWorld
* [http://www.techuser.net/randpermgen.html Random permutation generation] -- detailed and practical explanation of Knuth shuffle algorithm and its variants for generating k-permutations (permutations of k elements chosen from a list) and k-subsets (generating a subset of the elements in the list without replacement) with pseudocode