Cut-off phenomenon in the uniform plane Kac walk
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Bob Hough [1] ; Yunjiang Jiang [1]
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[1] Stanford University
Stanford University
Estados Unidos
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- Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 45, Nº. 4, 2017, págs. 2248-2308
- Idioma: inglés
- Enlaces
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Resumen
We consider an analogue of the Kac random walk on the special orthogonal group SO(N)SO(N), in which at each step a random rotation is performed in a randomly chosen 2-plane of RNRN. We obtain sharp asymptotics for the rate of convergence in total variance distance, establishing a cut-off phenomenon in the large NN limit. In the special case where the angle of rotation is deterministic, this confirms a conjecture of Rosenthal [Ann. Probab. 22 (1994) 398–423]. Under mild conditions, we also establish a cut-off for convergence of the walk to stationarity under the L2L2 norm. Depending on the distribution of the randomly chosen angle of rotation, several surprising features emerge. For instance, it is sometimes the case that the mixing times differ in the total variation and L2L2 norms. Our estimates use an integral representation of the characters of the special orthogonal group together with saddle point analysis.
