Bounds for Kac's master equation

被引:34
作者
Diaconis, P [1 ]
Saloff-Coste, L
机构
[1] Stanford Univ, Dept Math, Stanford, CA 94305 USA
[2] CNRS, Toulouse, France
[3] Cornell Univ, Dept Math, Ithaca, NY 14853 USA
关键词
D O I
10.1007/s002200050036
中图分类号
O4 [物理学];
学科分类号
0702 ;
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 Sap bounded below by c/n(3). This and curvature information are used to bound the rate of convergence to stationarity.
引用
收藏
页码:729 / 755
页数:27
相关论文
共 43 条
[1]  
Aharonov D., 1997, P 29 ANN ACM S THEOR, P176, DOI DOI 10.1145/258533.258579
[2]  
[Anonymous], 1989, REAL ANAL PROBABILIT
[3]  
Bird G.A., 1976, MOL GAS DYNAMICS
[4]  
CARLEN E, 1997, PROPAGATION SMOOTHNE
[5]  
Cercignani C, 1994, MATH THEORY DILUTE G
[6]  
DESVILLETTES L, 1995, COMMUN MATH PHYS, V168, P416
[7]   COMPARISON TECHNIQUES FOR RANDOM-WALK ON FINITE-GROUPS [J].
DIACONIS, P ;
SALOFFCOSTE, L .
ANNALS OF PROBABILITY, 1993, 21 (04) :2131-2156
[8]  
Diaconis P., 1987, Probab. Eng. Inf. Sci, V1, P15
[9]  
DIACONIS P, 1996, CONT MATH, V50, P183
[10]  
DIACONIS P, 1997, IDENTITIES NORMAL VA