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On the Convergence to Uniformity of a Random Walk on SU(N)
KTH, School of Engineering Sciences (SCI).
KTH, School of Engineering Sciences (SCI).
2024 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

We study a random walk on the special unitary group SU(N) consisting of a product of matrices chosen Haar uniformly from a fixed conjugacy class. In particular, we make use of the representation theory of matrix Lie groups to show two results about the rate of convergence of the random walk's distribution to the Haar measure in total variation distance. We derive a lower bound in total variation distance before a threshold number of steps, which appears to be an example of a cut-off phenomenon, and for dimension N=2 we prove exponentially fast convergence.

Place, publisher, year, edition, pages
2024.
Series
TRITA-SCI-GRU ; 2024:258
Keywords [en]
Random Walk, Total Variation Distance, Haar Measure, Upper Bound Lemma, Cutoff Phenomenon
National Category
Mathematics
Identifiers
URN: urn:nbn:se:kth:diva-348734OAI: oai:DiVA.org:kth-348734DiVA, id: diva2:1878677
Subject / course
Mathematics
Educational program
Master of Science in Engineering - Engineering Mathematics
Supervisors
Examiners
Available from: 2024-06-27 Created: 2024-06-27 Last updated: 2024-06-27Bibliographically approved

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf