Mixing time of fractional random walk on finite fields
Abstract
We study a random walk on Fp defined by Xn+1=1/Xn+n+1 if Xn≠ 0, and Xn+1=n+1 if Xn=0, where n+1 are independent and identically distributed. This can be seen as a non-linear analogue of the Chung--Diaconis--Graham process. We show that the mixing time is of order p, answering a question of Chatterjee and Diaconis.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.