Kac's Walk on nn-sphere mixes in nlog⁡nn\log n steps

preprint2016arXivOpen access

Abstract

Determining the mixing time of Kac's random walk on the sphere Sn−1\mathrm{S}^{n-1} is a long-standing open problem. We show that the total variation mixing time of Kac's walk on Sn−1\mathrm{S}^{n-1} is between 12 nlog⁡(n)\frac{1}{2} \, n \log(n) and 200 nlog⁡(n)200 \,n \log(n). Our bound is thus optimal up to a constant factor, improving on the best-known upper bound of O(n5log⁡(n)2)O(n^{5} \log(n)^{2}) due to Jiang. Our main tool is a `non-Markovian' coupling recently introduced by the second author for obtaining the convergence rates of certain high dimensional Gibbs samplers in continuous state spaces.

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