首页   按字顺浏览 期刊浏览 卷期浏览 Asymptotic analysis of a random walk on a hypercube with many dimensions
Asymptotic analysis of a random walk on a hypercube with many dimensions

 

作者: Persi Diaconis,   R. L. Graham,   J. A. Morrison,  

 

期刊: Random Structures&Algorithms  (WILEY Available online 1990)
卷期: Volume 1, issue 1  

页码: 51-72

 

ISSN:1042-9832

 

年代: 1990

 

DOI:10.1002/rsa.3240010105

 

出版商: Wiley Subscription Services, Inc., A Wiley Company

 

关键词: asymptotics;random walk;saddle point method

 

数据来源: WILEY

 

摘要:

AbstractIn nearest neighbor random walk on ann‐dimensional cube a particle moves to one of its nearest neighbors (or stays fixed) with equal probability. the particle starts at 0. How long does it take to reach its stationary distribution? in fact, this occurs surprisingly rapidly. Previous analysis has shown that the total variation distance to stationarity is large if the number of stepsNis1/4nlogn. This paper derives an explicit expression for the variation distance asn→ ∞ in the transition regionN˜ 1/4nlogn. This permits the first careful evaluation of a cutoff phenomenon observed in a wide variety of Markov chains. the argument involves Fourier analysis to express the probability as a contour integral and saddle point approximation. the asymptotic results are in good agreement with numerical results fornas small

 

点击下载:  PDF (777KB)



返 回