English

Accelerating Abelian Random Walks with Hyperbolic Dynamics

Probability 2022-04-04 v2 Dynamical Systems

Abstract

Given integers d2,n1d \geq 2, n \geq 1, we consider affine random walks on torii (Z/nZ)d(\mathbb{Z} / n \mathbb{Z})^{d} defined as Xt+1=AXt+BtmodnX_{t+1} = A X_{t} + B_{t} \mod n, where AGLd(Z)A \in \mathrm{GL}_{d}(\mathbb{Z}) is an invertible matrix with integer entries and (Bt)t0(B_{t})_{t \geq 0} is a sequence of iid random increments on Zd\mathbb{Z}^{d}. We show that when AA has no eigenvalues of modulus 11, this random walk mixes in O(lognloglogn)O(\log n \log \log n) steps as nn \rightarrow \infty, and mixes actually in O(logn)O(\log n) steps only for almost all nn. These results generalize those on the so-called Chung-Diaconis-Graham process, which corresponds to the case d=1d=1. Our proof is based on the initial arguments of Chung, Diaconis and Graham, and relies extensively on the properties of the dynamical system xAxx \mapsto A^{\top} x on the continuous torus Rd/Zd\mathbb{R}^{d} / \mathbb{Z}^{d}. 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.

Keywords

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

R2 v1 2026-06-24T03:21:29.385Z