paper

Mixing time of fractional random walk on finite fields

arXiv:2102.02781

Abstract

We study a random walk on defined by if , and if , where 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 , answering a question of Chatterjee and Diaconis.

17 pages, literature and references updated

References in corpus (1)

Mixing time of fractional random walk on finite fields · wovepaper