{"title":"Using Bernoulli maps to accelerate mixing of a random walk on the torus","authors":"Gautam Iyer, E. Lu, J. Nolen","doi":"10.1090/qam/1668","DOIUrl":null,"url":null,"abstract":"<p>We study the mixing time of a random walk on the torus, alternated with a Lebesgue measure preserving Bernoulli map. Without the Bernoulli map, the mixing time of the random walk alone is <inline-formula content-type=\"math/mathml\">\n<mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper O left-parenthesis 1 slash epsilon squared right-parenthesis\">\n <mml:semantics>\n <mml:mrow>\n <mml:mi>O</mml:mi>\n <mml:mo stretchy=\"false\">(</mml:mo>\n <mml:mn>1</mml:mn>\n <mml:mrow class=\"MJX-TeXAtom-ORD\">\n <mml:mo>/</mml:mo>\n </mml:mrow>\n <mml:msup>\n <mml:mi>ε<!-- ε --></mml:mi>\n <mml:mn>2</mml:mn>\n </mml:msup>\n <mml:mo stretchy=\"false\">)</mml:mo>\n </mml:mrow>\n <mml:annotation encoding=\"application/x-tex\">O(1/\\varepsilon ^2)</mml:annotation>\n </mml:semantics>\n</mml:math>\n</inline-formula>, where <inline-formula content-type=\"math/mathml\">\n<mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"epsilon\">\n <mml:semantics>\n <mml:mi>ε<!-- ε --></mml:mi>\n <mml:annotation encoding=\"application/x-tex\">\\varepsilon</mml:annotation>\n </mml:semantics>\n</mml:math>\n</inline-formula> is the step size. Our main results show that for a class of Bernoulli maps, when the random walk is alternated with the Bernoulli map <inline-formula content-type=\"math/mathml\">\n<mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"phi\">\n <mml:semantics>\n <mml:mi>φ<!-- φ --></mml:mi>\n <mml:annotation encoding=\"application/x-tex\">\\varphi</mml:annotation>\n </mml:semantics>\n</mml:math>\n</inline-formula> the mixing time becomes <inline-formula content-type=\"math/mathml\">\n<mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper O left-parenthesis StartAbsoluteValue ln epsilon EndAbsoluteValue right-parenthesis\">\n <mml:semantics>\n <mml:mrow>\n <mml:mi>O</mml:mi>\n <mml:mo stretchy=\"false\">(</mml:mo>\n <mml:mo fence=\"false\" stretchy=\"false\">|<!-- | --></mml:mo>\n <mml:mi>ln</mml:mi>\n <mml:mo><!-- --></mml:mo>\n <mml:mi>ε<!-- ε --></mml:mi>\n <mml:mo fence=\"false\" stretchy=\"false\">|<!-- | --></mml:mo>\n <mml:mo stretchy=\"false\">)</mml:mo>\n </mml:mrow>\n <mml:annotation encoding=\"application/x-tex\">O(\\lvert \\ln \\varepsilon \\rvert )</mml:annotation>\n </mml:semantics>\n</mml:math>\n</inline-formula>. We also study the <italic>dissipation time</italic> of this process, and obtain <inline-formula content-type=\"math/mathml\">\n<mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper O left-parenthesis StartAbsoluteValue ln epsilon EndAbsoluteValue right-parenthesis\">\n <mml:semantics>\n <mml:mrow>\n <mml:mi>O</mml:mi>\n <mml:mo stretchy=\"false\">(</mml:mo>\n <mml:mo fence=\"false\" stretchy=\"false\">|<!-- | --></mml:mo>\n <mml:mi>ln</mml:mi>\n <mml:mo><!-- --></mml:mo>\n <mml:mi>ε<!-- ε --></mml:mi>\n <mml:mo fence=\"false\" stretchy=\"false\">|<!-- | --></mml:mo>\n <mml:mo stretchy=\"false\">)</mml:mo>\n </mml:mrow>\n <mml:annotation encoding=\"application/x-tex\">O(\\lvert \\ln \\varepsilon \\rvert )</mml:annotation>\n </mml:semantics>\n</mml:math>\n</inline-formula> upper and lower bounds with explicit constants.</p>","PeriodicalId":20964,"journal":{"name":"Quarterly of Applied Mathematics","volume":" ","pages":""},"PeriodicalIF":0.9000,"publicationDate":"2023-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Quarterly of Applied Mathematics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1090/qam/1668","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 2
Abstract
We study the mixing time of a random walk on the torus, alternated with a Lebesgue measure preserving Bernoulli map. Without the Bernoulli map, the mixing time of the random walk alone is O(1/ε2)O(1/\varepsilon ^2), where ε\varepsilon is the step size. Our main results show that for a class of Bernoulli maps, when the random walk is alternated with the Bernoulli map φ\varphi the mixing time becomes O(|lnε|)O(\lvert \ln \varepsilon \rvert ). We also study the dissipation time of this process, and obtain O(|lnε|)O(\lvert \ln \varepsilon \rvert ) upper and lower bounds with explicit constants.
期刊介绍:
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