Statistics and Probability Seminar

Kac's Walks and Couplings
Friday, 7 April 2017 - 1:30 pm to 2:00 pm
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SPEAKER: Aaron Smith (uOttawa) DATE: Friday, April 7, 2017 TIME: 1:30 pm 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 literature. 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.