Random Rotations: Characters and Random Walks on SO(N)
نویسندگان
چکیده
منابع مشابه
Random Rotations: Characters and Random Walks on SO(N)
We analyze a random walk on the orthogonal group SO(N) given by repeatedly rotating by a fixed angle through randomly chosen planes of R . We derive estimates of the rate at which this random walk will converge to Haar measure on SO(N), using character theory and the Upper Bound Lemma of Diaconis and Shashahani. In some cases we are able to establish the existence of a “cut-off phenomenon” for ...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1994
ISSN: 0091-1798
DOI: 10.1214/aop/1176988864