On the convergence to equilibrium of Kac's random walk on matrices

DOI10.1214/08-AAP550zbMath1173.60343arXiv0705.2253OpenAlexW3103301792MaRDI QIDQ2389608

Roberto Imbuzeiro Oliveira

Publication date: 17 July 2009

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0705.2253

zbMATH Keywords

Markov chainmixing timepath couplingKac's random walk

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Numerical analysis or methods applied to Markov chains (65C40) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (15)

Randomized numerical linear algebra: Foundations and algorithms ⋮ Uniform contractivity in Wasserstein metric for the original 1D Kac's model ⋮ Impact of regularization on spectral clustering ⋮ On the mixing time of Kac's walk and other high-dimensional Gibbs samplers with constraints ⋮ Curvature, concentration and error estimates for Markov chain Monte Carlo ⋮ Kac’s random walk on the special orthogonal group mixes in polynomial time ⋮ Total variation bound for Kac's random walk ⋮ A Gibbs sampler on the \(n\)-simplex ⋮ New tests of uniformity on the compact classical groups as diagnostics for weak-\(^{*}\) mixing of Markov chains ⋮ Ricci curvature of metric spaces ⋮ Local random quantum circuits are approximate polynomial-designs ⋮ Grain rotations and distortions in the asymptotic variance of vacancy of the Boolean model ⋮ Ricci curvature of Markov chains on metric spaces ⋮ Fast and memory-optimal dimension reduction using Kac's walk ⋮ Brownian Processes for Monte Carlo Integration on Compact Lie Groups

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• Optimal Transport

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