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Random walks on finite nilpotent groups driven by long-jump measures (1911.06309v2)

Published 14 Nov 2019 in math.PR

Abstract: We consider a variant of random walks on finite groups. At each step, we choose an element from a set of generators ("directions") uniformly, and an integer from a power law ("speed") distribution associated with the chosen direction. We show that if the finite group is nilpotent, the mixing time of this walk is of the same order of magnitude as the diameter of a suitable pseudo-metric, D(S, a), on the group, which depends only on the generators and speeds. Additionally, we give sharp bounds on the $\ell2$-distance between the distribution of the position of the walker and the stationary distribution, and compute D(S,a) for some examples.

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