RANDOM ROTATIONS - CHARACTERS AND RANDOM-WALKS ON SO(N)
成果类型：
Article
署名作者：
ROSENTHAL, JS
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176988864
发表日期：
1994
页码：
398-423
关键词：
摘要：
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(N). 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 the random walk. This is the first such non-trivial result on a nonfinite group.
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