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
相关论文
共 50 条
  • [21] KAC FUNCTIONAL AND SCHRODINGER-EQUATION
    CHUNG, KL
    VARADHAN, SRS
    STUDIA MATHEMATICA, 1980, 68 (03) : 249 - 260
  • [22] Aging Feynman-Kac equation
    Wang, Wanli
    Deng, Weihua
    JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2018, 51 (01)
  • [23] The Kac equation with a thermostatted force field
    Wennberg, B.
    Wondmagegne, Y.
    JOURNAL OF STATISTICAL PHYSICS, 2006, 124 (2-4) : 859 - 880
  • [24] Application of the Kac equation to turbulence simulation
    O. M. Belotserkovskii
    N. N. Fimin
    V. M. Chechetkin
    Computational Mathematics and Mathematical Physics, 2010, 50 : 549 - 557
  • [25] Feynman-Kac equation revisited
    Wang, Xudong
    Chen, Yao
    Deng, Weihua
    PHYSICAL REVIEW E, 2018, 98 (05)
  • [26] Application of the Kac Equation to Turbulence Simulation
    Belotserkovskii, O. M.
    Fimin, N. N.
    Chechetkin, V. M.
    COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS, 2010, 50 (03) : 549 - 557
  • [27] The Kac Equation with a Thermostatted Force Field
    B. Wennberg
    Y. Wondmagegne
    Journal of Statistical Physics, 2006, 124 : 859 - 880
  • [28] A discrete analog of Kac's formula and optimal approximation of the solution of the heat equation
    Anastassiou, GA
    Bendikov, AD
    INDIAN JOURNAL OF PURE & APPLIED MATHEMATICS, 1997, 28 (10): : 1367 - 1389
  • [29] MASTER EQUATION AND BOGOLYUBOV'S METHOD OF FUNCTIONAL EXPANSIONS
    Novikov, M. Yu.
    THEORETICAL AND MATHEMATICAL PHYSICS, 1973, 16 (03) : 920 - 928
  • [30] Nonlinear diffusion from Einstein's master equation
    Boon, J. P.
    Lutsko, J. F.
    EPL, 2007, 80 (06)
12345