The cut-off phenomenon for random reflections. II: Complex and quaternionic cases (Q1908544)
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English | The cut-off phenomenon for random reflections. II: Complex and quaternionic cases |
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The cut-off phenomenon for random reflections. II: Complex and quaternionic cases (English)
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7 July 1997
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We generalize the random reflections problem on \(O(N)\) considered in part I [Ann. Probab. 24, No. 1, 74-96 (1996; Zbl 0854.60068)] to the complex and quaternionic cases. We give precise estimates on the speed of convergence to stationarity for specific examples of random walks on \(U(N)\) and \(Sp(N)\) for which the one-step distribution is a certain probability measure concentrated on reflections. Our results show that in both cases the so-called cut-off phenomenon occurs at \(k_0={1\over 2} N\log N\).
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random reflections problem
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speed of convergence
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cut-off phenomenon
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