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Kac’s walk on $n$-sphere mixes in $n\log n$ steps
Author(s) -
Natesh S. Pillai,
Aaron Smith
Publication year - 2017
Publication title -
the annals of applied probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.878
H-Index - 86
eISSN - 2168-8737
pISSN - 1050-5164
DOI - 10.1214/16-aap1214
Subject(s) - mathematics , mixing (physics) , combinatorics , upper and lower bounds , random walk , binary logarithm , constant (computer programming) , convergence (economics) , discrete mathematics , mathematical analysis , statistics , physics , quantum mechanics , computer science , economics , programming language , economic growth
Determining the mixing time of Kac's random walk on the sphere $\mathrm{S}^{n-1}$ is a long-standing open problem. We show that the total variation mixing time of Kac's walk on $\mathrm{S}^{n-1}$ is between $\frac{1}{2} \, n \log(n)$ and $200 \,n \log(n)$. Our bound is thus optimal up to a constant factor, improving on the best-known upper bound of $O(n^{5} \log(n)^{2})$ due to Jiang. Our main tool is a `non-Markovian' coupling recently introduced by the second author for obtaining the convergence rates of certain high dimensional Gibbs samplers in continuous state spaces.

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