The Annals of Probability

The cut-off phenomenon for random reflections

Ursula Porod

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Abstract

For many random walks on "sufficiently large" finite groups the so-called cut-off phenomenon occurs: roughly stated, there exists a number $k_0$ , depending on the size of the group, such that $k_0$ steps are necessary and sufficient for the random walk to closely approximate uniformity. As a first example on a continuous group, Rosenthal recently proved the occurrence of this cut-off phenomenon for a specific random walk on $SO(N)$. Here we present and [for the case of $O(N)$] prove results for random walks on $O(N), U(N)$ and $Sp(N)$, where the one-step distribution is a suitable probability measure concentrated on reflections. In all three cases the cut-off phenomenon occurs at $k_0 = 1/2 N\log N$.

Article information

Source
Ann. Probab. Volume 24, Number 1 (1996), 74-96.

Dates
First available in Project Euclid: 15 January 2003

Permanent link to this document
http://projecteuclid.org/euclid.aop/1042644708

Digital Object Identifier
doi:10.1214/aop/1042644708

Mathematical Reviews number (MathSciNet)
MR1387627

Subjects
Primary: 60J15 60B15: Probability measures on groups or semigroups, Fourier transforms, factorization

Keywords
Random walk reflection cut-off phenomenon Fourier analysis

Citation

Porod, Ursula. The cut-off phenomenon for random reflections. Ann. Probab. 24 (1996), no. 1, 74--96. doi:10.1214/aop/1042644708. http://projecteuclid.org/euclid.aop/1042644708.


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  • BERKELEY, CALIFORNIA 94720 E-MAIL: up@chow.mat.jhu.edu