Total variation bound for Kac's random walk

DOI10.1214/11-AAP810zbMATH Open1248.60004arXiv0905.1539MaRDI QIDQ453255FDOQ453255

Authors: Yunjiang Jiang 

Publication date: 19 September 2012

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

Abstract: We show that the classical Kac's random walk on $(n-1)$-sphere $S^{n-1}$ starting from the point mass at $e_1$ mixes in $mathcalO(n^5(logn{)}^3)$ steps in total variation distance. The main argument uses a truncation of the running density after a burn-in period, followed by $mathcal{L}^2$ convergence using the spectral gap information derived by other authors. This improves upon a previous bound by Diaconis and Saloff-Coste of order $mathcalO(n^{2n})$.

Full work available at URL: https://arxiv.org/abs/0905.1539

Recommendations

• Kac's walk on \(n\)-sphere mixes in \(n\log n\) steps
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zbMATH Keywords

orthogonal groupinteracting particle systemsKac random walkMarkov chain mixing time

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX)

Cites Work

• Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.
• The eigenvalues of Kac's master equation
• Determination of the spectral gap for Kac's master equation and related stochastic evolution.
• On the convergence to equilibrium of Kac's random walk on matrices
• Entropy and chaos in the Kac model
• Spectral gap for Kac's model of Boltzmann equation.
• Determination of the Spectral Gap in the Kac Model for Physical Momentum and Energy-Conserving Collisions
• On the spectral gap of the Kac walk and other binary collision processes
• Bounds for Kac's master equation

Cited In (8)

• Discrepancy convergence for the Drunkard's walk on the sphere
• A Gibbs sampler on the \(n\)-simplex
• On the mixing time of Kac's walk and other high-dimensional Gibbs samplers with constraints
• Kac's random walk on the special orthogonal group mixes in polynomial time
• On the convergence to equilibrium of Kac's random walk on matrices
• Cut-off phenomenon in the uniform plane Kac walk
• The strong approximation for the Kesten-Spitzer random walk
• Kac's walk on \(n\)-sphere mixes in \(n\log n\) steps

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