
Mixing time of the adjacent walk on the simplex
Caputo, Pietro; Labbé, Cyril; Lacoin, Hubert (2020), Mixing time of the adjacent walk on the simplex, Annals of Probability, 48, 5, p. 2449-2493. 10.1214/20-AOP1428
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Type
Article accepté pour publication ou publiéDate
2020Journal name
Annals of ProbabilityVolume
48Number
5Publisher
Institute of Mathematical Statistics
Pages
2449-2493
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Caputo, PietroDipartimento di Matematica [Roma TRE]
Labbé, Cyril
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Lacoin, Hubert
Instituto Nacional de Matemática Pura e Aplicada [IMPA]
Abstract (EN)
By viewing the N-simplex as the set of positions of N−1 ordered particles on the unit interval, the adjacent walk is the continuous-time Markov chain obtained by updating independently at rate 1 the position of each particle with a sample from the uniform distribution over the interval given by the two particles adjacent to it. We determine its spectral gap and prove that both the total variation distance and the separation distance to the uniform distribution exhibit a cutoff phenomenon, with mixing times that differ by a factor 2. The results are extended to the family of log-concave distributions obtained by replacing the uniform sampling by a symmetric log-concave Beta distributionSubjects / Keywords
adjacent walk; Cutoff; mixing time; spectral gapRelated items
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