Mixing time of the Chung–Diaconis–Graham random process
2020
Define
$$(X_n)$$
on
$${\mathbf {Z}}/q{\mathbf {Z}}$$
by
$$X_{n+1} = 2X_n + b_n$$
, where the steps
$$b_n$$
are chosen independently at random from
$$-1, 0, +1$$
. The mixing time of this random walk is known to be at most
$$1.02 \log _2 q$$
for almost all odd q (Chung, Diaconis, Graham in Ann Probab 15(3):1148–1165, 1987), and at least
$$1.004 \log _2 q$$
(Hildebrand in Proc Am Math Soc 137(4):1479–1487, 2009). We identify a constant
$$c = 1.01136\dots $$
such that the mixing time is
$$(c+o(1))\log _2 q$$
for almost all odd q. In general, the mixing time of the Markov chain
$$X_{n+1} = a X_n + b_n$$
modulo q, where a is a fixed positive integer and the steps
$$b_n$$
are i.i.d. with some given distribution in
$${\mathbf {Z}}$$
, is related to the entropy of a corresponding self-similar Cantor-like measure (such as a Bernoulli convolution). We estimate the mixing time up to a
$$1+o(1)$$
factor whenever the entropy exceeds
$$(\log a)/2$$
.
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