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arxiv: 1312.7061 · v2 · pith:NFRGLFXHnew · submitted 2013-12-26 · 🧮 math.PR · math-ph· math.MP

The accessibility of convex bodies and derandomization of the hit and run algorithm

classification 🧮 math.PR math-phmath.MP
keywords algorithmaccessibilityconvexderandomizationproveaccessibleappliedbodies
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We introduce the concept of accessibility and prove that any convex body $X$ in $\mathbb R^d$ is accessible with relevant constants depending on $d$ only. This property leads to a new algorithm which may be considered as a natural derandomization of the hit and run algorithm applied to generate a sequence of random points covering $X$ uniformly. We prove stability of the Markov chain generated by the proposed algorithm and provide its rate of convergence.

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