{"title":"Strong stationary times for finite Heisenberg walk","authors":"L. Miclo","doi":"10.1051/ps/2023008","DOIUrl":null,"url":null,"abstract":"The random mapping construction of strong stationary times is applied here to finite Heisenberg random walks over $\\ZZ_M$, for odd $M\\geq 3$.\nWhen they correspond to $3\\times 3$ matrices, the strong stationary times are of order $M^6$, estimate which can be improved to $M^4$\nif we are only interested in the convergence to equilibrium of the last column.\nSimulations by Chhaïbi suggest that the proposed strong stationary time is of the right $M^2$ order.\nThese results are extended to $N\\times N$ matrices, with $N\\geq 3$.\nAll the obtained bounds are thought to be non-optimal, nevertheless this original approach is promising, as it relates the investigation of the previously elusive strong stationary times\nof such random walks to new absorbing Markov chains with a statistical physics flavor and whose quantitative study is to be pushed further.\nIn addition, for $N=3$, a strong equilibrium time is proposed in the same spirit for the non-Markovian coordinate in the upper right corner.\nThis result would extend to separation discrepancy the corresponding fast convergence for this coordinate in total variation\nand open a new method for the investigation of this phenomenon in higher dimension.","PeriodicalId":51249,"journal":{"name":"Esaim-Probability and Statistics","volume":"56 1","pages":""},"PeriodicalIF":0.6000,"publicationDate":"2023-03-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Esaim-Probability and Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1051/ps/2023008","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
The random mapping construction of strong stationary times is applied here to finite Heisenberg random walks over $\ZZ_M$, for odd $M\geq 3$.
When they correspond to $3\times 3$ matrices, the strong stationary times are of order $M^6$, estimate which can be improved to $M^4$
if we are only interested in the convergence to equilibrium of the last column.
Simulations by Chhaïbi suggest that the proposed strong stationary time is of the right $M^2$ order.
These results are extended to $N\times N$ matrices, with $N\geq 3$.
All the obtained bounds are thought to be non-optimal, nevertheless this original approach is promising, as it relates the investigation of the previously elusive strong stationary times
of such random walks to new absorbing Markov chains with a statistical physics flavor and whose quantitative study is to be pushed further.
In addition, for $N=3$, a strong equilibrium time is proposed in the same spirit for the non-Markovian coordinate in the upper right corner.
This result would extend to separation discrepancy the corresponding fast convergence for this coordinate in total variation
and open a new method for the investigation of this phenomenon in higher dimension.
期刊介绍:
The journal publishes original research and survey papers in the area of Probability and Statistics. It covers theoretical and practical aspects, in any field of these domains.
Of particular interest are methodological developments with application in other scientific areas, for example Biology and Genetics, Information Theory, Finance, Bioinformatics, Random structures and Random graphs, Econometrics, Physics.
Long papers are very welcome.
Indeed, we intend to develop the journal in the direction of applications and to open it to various fields where random mathematical modelling is important. In particular we will call (survey) papers in these areas, in order to make the random community aware of important problems of both theoretical and practical interest. We all know that many recent fascinating developments in Probability and Statistics are coming from "the outside" and we think that ESAIM: P&S should be a good entry point for such exchanges. Of course this does not mean that the journal will be only devoted to practical aspects.