Discrepancy Convergence for the Drunkard's Walk on the Sphere
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1. | Title | Title of document | Discrepancy Convergence for the Drunkard's Walk on the Sphere |
2. | Creator | Author's name, affiliation, country | Francis Edward Su; Harvey Mudd College |
3. | Subject | Discipline(s) | Mathematics |
3. | Subject | Keyword(s) | discrepancy, random walk, Gelfand pairs, homogeneous spaces, Legendre polynomials |
3. | Subject | Subject classification | Primary 60B15; Secondary 43A85 |
4. | Description | Abstract | We analyze the drunkard's walk on the unit sphere with step size $\theta$ and show that the walk converges in order $C/\sin^2(\theta)$ steps in the discrepancy metric ($C$ a constant). This is an application of techniques we develop for bounding the discrepancy of random walks on Gelfand pairs generated by bi-invariant measures. In such cases, Fourier analysis on the acting group admits tractable computations involving spherical functions. We advocate the use of discrepancy as a metric on probabilities for state spaces with isometric group actions. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2001-02-19 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/75 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v6-75 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 6 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
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