Hit-and-run from a corner

We show that the hit-and-run random walk mixes rapidly starting from any interior point of a convex body. This is the first random walk known to have this property. In contrast, the ball walk can take exponentially many steps from some starting points. The proof extends to sampling an exponential de...

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Veröffentlicht in:	SIAM journal on computing 2006, Vol.35 (4), p.985-1005
Hauptverfasser:	LOVASZ, Laszlo, VEMPALA, Santosh
Format:	Artikel
Sprache:	eng
Schlagworte:	Applied sciences Convex and discrete geometry Exact sciences and technology Geometry Hit & run accidents Inequality Markov processes Mathematics Operational research and scientific management Operational research. Management science Probability and statistics Probability theory and stochastic processes Queuing theory. Traffic theory Sciences and techniques of general use
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Beschreibung
Zusammenfassung:	We show that the hit-and-run random walk mixes rapidly starting from any interior point of a convex body. This is the first random walk known to have this property. In contrast, the ball walk can take exponentially many steps from some starting points. The proof extends to sampling an exponential density over a convex body.
ISSN:	0097-5397 1095-7111
DOI:	10.1137/S009753970544727X