arXiv · 0905.1539
Total variation bound for Kac's random walk
Abstract
We show that the classical Kac's random walk on $(n-1)$-sphere $S^{n-1}$ starting from the point mass at $e_1$ mixes in $\mathcal{O}(n^5(\log n)^3)$ steps in total variation distance. The main argument uses a truncation of the running density after a burn-in period, followed by $\mathcal{L}^2$ convergence using the spectral gap information derived by other authors. This improves upon a previous bound by Diaconis and Saloff-Coste of order $\mathcal {O}(n^{2n})$.
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Yunjiang Jiang. 2009-05-11. Total variation bound for Kac's random walk. https://doi.org/10.1214/11-aap810
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