Harmonic Analysis and Representation Commons^™

Discrepancy Convergence For The Drunkard's Walk On The Sphere, Francis E. Su

All HMC Faculty Publications and Research

We analyze the drunkard's walk on the unit sphere with step size θ and show that the walk converges in order C/sin²(θ) steps in the discrepancy metric (C a constant). 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.

Almost Periodic Factorization Of Certain Block Triangular Matrix Functions, Ilya M. Spitkovsky, Darryl H. Yong

All HMC Faculty Publications and Research

Let

where , and . For rational such matrices are periodic, and their Wiener-Hopf factorization with respect to the real line always exists and can be constructed explicitly. For irrational , a certain modification (called an almost periodic factorization) can be considered instead. The case of invertible and commuting , was disposed of earlier-it was discovered that an almost periodic factorization of such matrices does not always exist, and a necessary and sufficient condition for its existence was found. This paper is devoted mostly to the situation when is not invertible but the commute pairwise (). The complete description is …