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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
Bounds on semigroups of random rotations on $SO(n)$
E. Janvresse Université de Rouen
Abstract:
In order to generate random orthogonal matrices, Hastings [Biometrika, 57 (1970), pp. 97–109] considered a Markov chain on the orthogonal group $SO(n)$ generated by random rotations on randomly selected coordinate planes. We investigate different ways to measure the convergence to equilibrium of this walk. To this end, we prove, up to a multiplicative constant, that the spectral gap of this walk is bounded below by $1/n^2$ and the entropy/entropy dissipation bound is bounded above by $n^3$.
Keywords:
convergence to equilibrium, spectral gap.
Received: 13.12.2001
Citation:
E. Janvresse, “Bounds on semigroups of random rotations on $SO(n)$”, Teor. Veroyatnost. i Primenen., 47:3 (2002), 606–612; Theory Probab. Appl., 47:3 (2003), 526–532
Linking options:
https://www.mathnet.ru/eng/tvp3701https://doi.org/10.4213/tvp3701 https://www.mathnet.ru/eng/tvp/v47/i3/p606
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