Article ID Journal Published Year Pages File Type
4624864 Advances in Applied Mathematics 2012 13 Pages PDF
Abstract

We find explicit eigenvectors for the transition matrix of the Bidigare–Hanlon–Rockmore random walk, from Bidigare et al. (1999) [1], . This is accomplished by using Brown and Diaconisʼ (1998) analysis in [3], of the stationary distribution, together with some combinatorics of functions on the face lattice of a hyperplane arrangement, due to Gelʼfand and Varchenko (1987) [10].

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics