Bounds for Kac's Master Equation

被引：0
|
作者：
Persi Diaconis
Laurent Saloff-Coste
机构：
[1] Department of Mathematics,
[2] Stanford University,undefined
[3] Stanford,undefined
[4] CA 94305,undefined
[5] USA,undefined
[6] CNRS,undefined
[7] Toulouse,undefined
[8] France,undefined
[9] Department of Mathematics,undefined
[10] Cornell University,undefined
[11] Ithaca,undefined
[12] NY 14853,undefined
[13] USA. E-mail: lsc@math.cornell.edu,undefined
来源：
Communications in Mathematical Physics | 2000年 / 209卷
关键词：
Master Equation; Orthogonal Group; Coordinate Plane; Curvature Information; Random Rotation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Mark Kac considered a Markov Chain on the n-sphere based on random rotations in randomly chosen coordinate planes. This same walk was used by Hastings on the orthogonal group. We show that the walk has spectral gap bounded below by c/n3. This and curvature information are used to bound the rate of convergence to stationarity.
引用
收藏
页码：729 / 755
页数：26
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