使用伯努利映射加速环面上随机游走的混合

IF 0.9 4区 数学 Q3 MATHEMATICS, APPLIED
Gautam Iyer, E. Lu, J. Nolen
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Without the Bernoulli map, the mixing time of the random walk alone is <inline-formula content-type=\"math/mathml\">\n<mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper O left-parenthesis 1 slash epsilon squared right-parenthesis\">\n <mml:semantics>\n <mml:mrow>\n <mml:mi>O</mml:mi>\n <mml:mo stretchy=\"false\">(</mml:mo>\n <mml:mn>1</mml:mn>\n <mml:mrow class=\"MJX-TeXAtom-ORD\">\n <mml:mo>/</mml:mo>\n </mml:mrow>\n <mml:msup>\n <mml:mi>ε<!-- ε --></mml:mi>\n <mml:mn>2</mml:mn>\n </mml:msup>\n <mml:mo stretchy=\"false\">)</mml:mo>\n </mml:mrow>\n <mml:annotation encoding=\"application/x-tex\">O(1/\\varepsilon ^2)</mml:annotation>\n </mml:semantics>\n</mml:math>\n</inline-formula>, where <inline-formula content-type=\"math/mathml\">\n<mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"epsilon\">\n <mml:semantics>\n <mml:mi>ε<!-- ε --></mml:mi>\n <mml:annotation encoding=\"application/x-tex\">\\varepsilon</mml:annotation>\n </mml:semantics>\n</mml:math>\n</inline-formula> is the step size. 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引用次数: 2

摘要

我们研究了环面上随机游走的混合时间,并交替使用勒贝格测度保持伯努利映射。在没有伯努利映射的情况下,随机漫步的混合时间为O(1/ ε 2) O(1/ \varepsilon ^2),其中ε \varepsilon为步长。我们的主要结果表明,对于一类伯努利映射,当随机漫步与伯努利映射φ \varphi交替时,混合时间变为O(| ln (ε |) O(\lvert\ln\varepsilon\rvert)。我们还研究了这一过程的耗散时间,得到了O(| ln (ε |) O(\lvert\ln\varepsilon\rvert)具有显式常数的上界和下界。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Using Bernoulli maps to accelerate mixing of a random walk on the torus

We study the mixing time of a random walk on the torus, alternated with a Lebesgue measure preserving Bernoulli map. Without the Bernoulli map, the mixing time of the random walk alone is O ( 1 / ε 2 ) O(1/\varepsilon ^2) , where ε \varepsilon is the step size. Our main results show that for a class of Bernoulli maps, when the random walk is alternated with the Bernoulli map  φ \varphi the mixing time becomes O ( | ln ε | ) O(\lvert \ln \varepsilon \rvert ) . We also study the dissipation time of this process, and obtain  O ( | ln ε | ) O(\lvert \ln \varepsilon \rvert ) upper and lower bounds with explicit constants.

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来源期刊
Quarterly of Applied Mathematics
Quarterly of Applied Mathematics 数学-应用数学
CiteScore
1.90
自引率
12.50%
发文量
31
审稿时长
>12 weeks
期刊介绍: The Quarterly of Applied Mathematics contains original papers in applied mathematics which have a close connection with applications. An author index appears in the last issue of each volume. This journal, published quarterly by Brown University with articles electronically published individually before appearing in an issue, is distributed by the American Mathematical Society (AMS). In order to take advantage of some features offered for this journal, users will occasionally be linked to pages on the AMS website.
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