Discrepancy convergence for the drunkard's walk on the sphere
classification
🧮 math.PR
math.RT
keywords
discrepancywalkdrunkardgroupmetricspherethetaacting
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We analyze the drunkard's walk on the unit sphere with step size theta and show that the walk converges in order constant/sin^2(theta) steps in the discrepancy metric. This is an application of techniques we develop for bounding the discrepancy of random walks on Gelfand pairs generated by bi-invariant measures. In such cases, Fourier analysis on the acting group admits tractable computations involving spherical functions. We advocate the use of discrepancy as a metric on probabilities for state spaces with isometric group actions.
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