Random Walks on Discrete and Continuous Circles

نویسنده

  • Jeffrey S. Rosenthal
چکیده

We consider a large class of random walks on the discrete circle Z/(n), defined in terms of a piecewise Lipschitz function, and motivated by the “generation gap” process of Diaconis. For such walks, we show that the time until convergence to stationarity is bounded independently of n. Our techniques involve Fourier analysis and a comparison of the random walks on Z/(n) with a random walk on the continuous circle S.

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تاریخ انتشار 1994