Strong stationary times for finite Heisenberg walks

Laurent Miclo ()
Additional contact information
Laurent Miclo: TSE-R - Toulouse School of Economics - UT Capitole - Université Toulouse Capitole - UT - Université de Toulouse - EHESS - École des hautes études en sciences sociales - CNRS - Centre National de la Recherche Scientifique - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement, IMT - Institut de Mathématiques de Toulouse UMR5219 - UT Capitole - Université Toulouse Capitole - UT - Université de Toulouse - INSA Toulouse - Institut National des Sciences Appliquées - Toulouse - INSA - Institut National des Sciences Appliquées - UT - Université de Toulouse - UT2J - Université Toulouse - Jean Jaurès - UT - Université de Toulouse - UT3 - Université Toulouse III - Paul Sabatier - UT - Université de Toulouse - CNRS - Centre National de la Recherche Scientifique, CNRS - Centre National de la Recherche Scientifique

Post-Print from HAL

Abstract: The random mapping construction of strong stationary times is applied here to finite Heisenberg random walks over ℤM, for odd M ⩾ 3. When they correspond to 3 × 3 matrices, the strong stationary times are of order M6, estimate which can be improved to M4 if we are only interested in the convergence to equilibrium of the last column. Simulations by Chhaibi suggest that the proposed strong stationary time is of the right M2 order. These results are extended to N × N matrices, with N ⩾ 3. All the obtained bounds are thought to be non-optimal, nevertheless this original approach is promising, as it relates the investigation of the previously elusive strong stationary times of such random walks to new absorbing Markov chains with a statistical physics flavor and whose quantitative study is to be pushed further. In addition, for N = 3, a strong equilibrium time is proposed in the same spirit for the non-Markovian coordinate in the upper right corner. This result would extend to separation discrepancy the corresponding fast convergence for this coordinate in total variation and open a new method for the investigation of this phenomenon in higher dimension.

Keywords: Random mappings; Strong stationary times; Finite Heisenberg random walks; Absorbing Markov chains (search for similar items in EconPapers)
Date: 2023-04-28
Note: View the original document on HAL open archive server: https://hal.science/hal-04219557v1
References: Add references at CitEc
Citations:

Published in ESAIM: Probability and Statistics, 2023, 27, pp.515 - 557. ⟨10.1051/ps/2023008⟩

Downloads: (external link)
https://hal.science/hal-04219557v1/document (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04219557

DOI: 10.1051/ps/2023008

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().