The Annals of Probability

Cut-off phenomenon in the uniform plane Kac walk

Bob Hough and Yunjiang Jiang

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Abstract

We consider an analogue of the Kac random walk on the special orthogonal group $\mathrm{SO}(N)$, in which at each step a random rotation is performed in a randomly chosen 2-plane of $\mathbb{R}^{N}$. We obtain sharp asymptotics for the rate of convergence in total variance distance, establishing a cut-off phenomenon in the large $N$ limit. In the special case where the angle of rotation is deterministic, this confirms a conjecture of Rosenthal [Ann. Probab. 22 (1994) 398–423]. Under mild conditions, we also establish a cut-off for convergence of the walk to stationarity under the $L^{2}$ norm. Depending on the distribution of the randomly chosen angle of rotation, several surprising features emerge. For instance, it is sometimes the case that the mixing times differ in the total variation and $L^{2}$ norms. Our estimates use an integral representation of the characters of the special orthogonal group together with saddle point analysis.

Article information

Source
Ann. Probab., Volume 45, Number 4 (2017), 2248-2308.

Dates
Received: February 2013
Revised: August 2015
First available in Project Euclid: 11 August 2017

Permanent link to this document
https://projecteuclid.org/euclid.aop/1502438427

Digital Object Identifier
doi:10.1214/16-AOP1111

Mathematical Reviews number (MathSciNet)
MR3693962

Zentralblatt MATH identifier
06786081

Subjects
Primary: 60J05: Discrete-time Markov processes on general state spaces
Secondary: 60B15: Probability measures on groups or semigroups, Fourier transforms, factorization 20C15: Ordinary representations and characters 43A75: Analysis on specific compact groups

Keywords
Random walk on a group cut-off phenomenon character theory saddle point analysis

Citation

Hough, Bob; Jiang, Yunjiang. Cut-off phenomenon in the uniform plane Kac walk. Ann. Probab. 45 (2017), no. 4, 2248--2308. doi:10.1214/16-AOP1111. https://projecteuclid.org/euclid.aop/1502438427


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