Accelerating Abelian Random Walks with Hyperbolic Dynamics
Abstract
Given integers , we consider affine random walks on torii defined as , where is an invertible matrix with integer entries and is a sequence of iid random increments on . We show that when has no eigenvalues of modulus , this random walk mixes in steps as , and mixes actually in steps only for almost all . These results generalize those on the so-called Chung-Diaconis-Graham process, which corresponds to the case . Our proof is based on the initial arguments of Chung, Diaconis and Graham, and relies extensively on the properties of the dynamical system on the continuous torus . Having no eigenvalue of modulus one makes this dynamical system a hyperbolic toral automorphism, a typical example of a chaotic system known to have a rich behaviour. As such our proof sheds new light on the speed-up gained by applying a deterministic map to a Markov chain.
Cite
@article{arxiv.2106.10079,
title = {Accelerating Abelian Random Walks with Hyperbolic Dynamics},
author = {Bastien Dubail and Laurent Massoulié},
journal= {arXiv preprint arXiv:2106.10079},
year = {2022}
}
Comments
28 pages. Fixed a proof in the first version. Accepted for publication in PTRF