Bounds on semigroups of random rotations on $SO(n)$
Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 3, pp. 606-612

Voir la notice de l'article provenant de la source Math-Net.Ru

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.
@article{TVP_2002_47_3_a15,
     author = {E. Janvresse},
     title = {Bounds on semigroups of random rotations on $SO(n)$},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {606--612},
     publisher = {mathdoc},
     volume = {47},
     number = {3},
     year = {2002},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_3_a15/}
}
TY  - JOUR
AU  - E. Janvresse
TI  - Bounds on semigroups of random rotations on $SO(n)$
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2002
SP  - 606
EP  - 612
VL  - 47
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_2002_47_3_a15/
LA  - en
ID  - TVP_2002_47_3_a15
ER  - 
%0 Journal Article
%A E. Janvresse
%T Bounds on semigroups of random rotations on $SO(n)$
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2002
%P 606-612
%V 47
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_2002_47_3_a15/
%G en
%F TVP_2002_47_3_a15
E. Janvresse. Bounds on semigroups of random rotations on $SO(n)$. Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 3, pp. 606-612. http://geodesic.mathdoc.fr/item/TVP_2002_47_3_a15/