Total variation bound for Kac's random walk
Probability
2012-09-25 v4
Abstract
We show that the classical Kac's random walk on -sphere starting from the point mass at mixes in steps in total variation distance. The main argument uses a truncation of the running density after a burn-in period, followed by convergence using the spectral gap information derived by other authors. This improves upon a previous bound by Diaconis and Saloff-Coste of order .
Cite
@article{arxiv.0905.1539,
title = {Total variation bound for Kac's random walk},
author = {Yunjiang Jiang},
journal= {arXiv preprint arXiv:0905.1539},
year = {2012}
}
Comments
Published in at http://dx.doi.org/10.1214/11-AAP810 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)