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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 3, Pages 606–612
DOI: https://doi.org/10.4213/tvp3701
(Mi tvp3701)
 

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
Full-text PDF (720 kB) Citations (1)
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
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 3, Pages 526–532
DOI: https://doi.org/10.1137/S0040585X97979950
Bibliographic databases:
Document Type: Article
Language: English
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
Citation in format AMSBIB
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\paper Bounds on semigroups of random rotations on $SO(n)$
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\transl
\jour Theory Probab. Appl.
\yr 2003
\vol 47
\issue 3
\pages 526--532
\crossref{https://doi.org/10.1137/S0040585X97979950}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000185370300012}
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  • https://www.mathnet.ru/eng/tvp3701
  • https://doi.org/10.4213/tvp3701
  • https://www.mathnet.ru/eng/tvp/v47/i3/p606
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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