The Annals of Probability · 1998 · 161 citations · 24 references
EngineeringComputer ScienceMathematicsCombinatoricsProbability TheoryStochastic ProcessesMarkov ChainsMarkov ProcessesMatroid TheoryProbabilistic CombinatoricsRandom WalksStationary ProcessesHyperplane ArrangementsLower BoundsOriented MatroidsRandom Walk On Markov ChainsStationary DistributionsTilings
Let $\mathscr{C}$ be the set of chambers of a real hyperplane arrangement. We study a random walk on $\mathscr{C}$ introduced by Bidigare, Hanlon and Rockmore. This includes various shuffling schemes used in computer science, biology and card games. It also includes random walks on zonotopes and zonotopal tilings. We find the stationary distributions of these Markov chains, give good bounds on the rate of convergence to stationarity, and prove that the transition matrices are diagonalizable. The results are extended to oriented matroids.
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Persi Diaconis, David A. Freedman · SIAM Review · 1999 · 493 citations
Random Walk and the Theory of Brownian Motion
Mark Kac · American Mathematical Monthly · 1947 · 489 citations
Engineering, Mathematics, Physics +12
Trailing the Dovetail Shuffle to its Lair
Dave Bayer, Persi Diaconis · The Annals of Applied Probability · 1992 · 325 citations · Full text