Kac's Walks and Couplings

Speaker: Aaron Smith (uOttawa)

Time: 1:30-2:30 pm, Apr 7, 2017

Room: KED B015

Abstract: Kac's walks on the sphere and on the special orthogonal group, introduced in 1953 and 1970, have long histories in the statistical physics, computational statistics and mathematics literatures. I will describe the history of these walks and review some of the many results on the mixing properties of these processes. I then present some recent work of myself and Pillai, which uses connections to random matrix theory to obtain substantially improved bounds on the mixing times of these two walks.