Strong stationary times for finite Heisenberg walk

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY
L. Miclo
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引用次数: 0

Abstract

The random mapping construction of strong stationary times is applied here to finite Heisenberg random walks over $\ZZ_M$, for odd $M\geq 3$. When they correspond to $3\times 3$ matrices, the strong stationary times are of order $M^6$, estimate which can be improved to $M^4$ if we are only interested in the convergence to equilibrium of the last column. Simulations by Chhaïbi suggest that the proposed strong stationary time is of the right $M^2$ order. These results are extended to $N\times N$ matrices, with $N\geq 3$. All the obtained bounds are thought to be non-optimal, nevertheless this original approach is promising, as it relates the investigation of the previously elusive strong stationary times of such random walks to new absorbing Markov chains with a statistical physics flavor and whose quantitative study is to be pushed further. In addition, for $N=3$, a strong equilibrium time is proposed in the same spirit for the non-Markovian coordinate in the upper right corner. This result would extend to separation discrepancy the corresponding fast convergence   for this coordinate in total variation and open a new method for the investigation of this phenomenon in higher dimension.
有限海森堡行走的强静止时间
这里将强平稳时间的随机映射构造应用于$\ZZ_M$上的有限海森堡随机漫步,对于奇数$M\geq 3$。当它们对应于$3\times 3$矩阵时,强平稳时间的阶为$M^6$,如果我们只对最后一列的收敛到平衡感兴趣,则可将其估计改进为$M^4$。Chhaïbi的模拟表明,提出的强平稳时间是正确的$M^2$顺序。这些结果被扩展到$N\times N$矩阵,$N\geq 3$ .所有得到的边界都被认为是非最优的,尽管如此,这种原始的方法是有希望的,因为它将以前难以捉摸的强平稳时间的研究与具有统计物理风格的新吸收马尔可夫链联系起来,其定量研究有待进一步推进。此外,对于$N=3$,以同样的精神,对右上角的非马尔可夫坐标提出了一个强平衡时间。这一结果可以推广到该坐标在总变分中所对应的分离差异的快速收敛,并为在更高维度上研究这一现象开辟了一种新的方法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Esaim-Probability and Statistics
Esaim-Probability and Statistics STATISTICS & PROBABILITY-
CiteScore
1.00
自引率
0.00%
发文量
14
审稿时长
>12 weeks
期刊介绍: The journal publishes original research and survey papers in the area of Probability and Statistics. It covers theoretical and practical aspects, in any field of these domains. Of particular interest are methodological developments with application in other scientific areas, for example Biology and Genetics, Information Theory, Finance, Bioinformatics, Random structures and Random graphs, Econometrics, Physics. Long papers are very welcome. Indeed, we intend to develop the journal in the direction of applications and to open it to various fields where random mathematical modelling is important. In particular we will call (survey) papers in these areas, in order to make the random community aware of important problems of both theoretical and practical interest. We all know that many recent fascinating developments in Probability and Statistics are coming from "the outside" and we think that ESAIM: P&S should be a good entry point for such exchanges. Of course this does not mean that the journal will be only devoted to practical aspects.
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