2 A Rapidly Mixing Circulant Markov

نویسنده

  • Marcus Peinado
چکیده

We consider the problem of uniform generation of random integers in the range 1; n] given only a binary source of randomness. Standard models of randomized algorithms (e.g. probabilistic Turing machines) assume the availability of a random binary source that can generate independent random bits in unit time with uniform probability. This makes the task trivial if n is a power of 2. However, exact uniform generation algorithms with bounded run time do not exist if n is not a power of 2. We analyze several almost-uniform generation algorithms and discuss the tradeoo between the distance of the generated distribution from the uniform distribution, and the number of operations required per random number generated. In particular, we present a new algorithm which is based on a circulant, symmetric, rapidly mixing Markov chain. For a given positive integer N, the algorithm produces an integer i in the range 1; n] with probability p i = p i (N) using O(N log n) bit operations such that j p i ? 1=n j < c N , for some constant c, where = 2 1 4 r 2 p 2 ? q 5 ? p 5 ! 0:4087: This rate of convergence is superior to the estimates obtainable by commonly used methods of bounding the mixing rate of Markov chains such as conductance, direct canonical paths, and couplings.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Mixing in Continuous Quantum Walks on Graphs

Classical random walks on well-behaved graphs are rapidly mixing towards the uniform distribution. Moore and Russell showed that a continuous quantum walk on the hypercube is instantaneously uniform mixing. We show that the continuous-time quantum walks on other well-behaved graphs do not exhibit this uniform mixing. We prove that the only graphs amongst balanced complete multipartite graphs th...

متن کامل

Conductance and Rapidly Mixing Markov Chains

Conductance is a measure of a Markov chain that quantifies its tendency to circulate around its states. A Markov chain with low conductance will tend to get ‘stuck’ in a subset of its states whereas one with high conductance will jump around its state space more freely. The mixing time of a Markov chain is the number of steps required for the chain to approach its stationary distribution. There...

متن کامل

Rapidly Mixing Markov Chains for Sampling Contingency Tables with a Constant Number of Rows

We consider the problem of sampling almost uniformly from the set of contingency tables with given row and column sums, when the number of rows is a constant. Cryan and Dyer [3] have recently given a fully polynomial randomized approximation scheme (fpras) for the related counting problem, which employs Markov chain methods indirectly. They leave open the question as to whether a natural Markov...

متن کامل

A Generalization of Circulant Matrices for Non-Abelian Groups

A circulant matrix of order n is the matrix of convolution by a fixed element of the group algebra of the cyclic group Zn. Replacing Zn by an arbitrary finite group G gives the class of matrices that we call G-circulant. We determine the eigenvalues of such matrices with the tools of representation theory and the non-abelian Fourier transform. Definition 1 An n by n matrix C is circulant if the...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007