The Annals of Probability · 2001 · 83 citations · 8 references
EngineeringPhysicsCondensed Matter PhysicsStochastic ProcessesThermodynamicsBoltzmann Transport EquationMarkov ProcessesRandom WalksStatistical MechanicsBoltzmann EquationsRotations
We consider a random walk on $S^{n-1}$ , the standard sphere of dimension $n -1$, generated by random rotations on randomly selected coordinate planes $i,j$ with $1 \le i < j \le n$. This dynamic was used by Marc Kac as a model for the spatially homogeneous Boltzmann equation. We prove that the spectral gap on $S^{n-1}$ is $n^{-1}$ up to a constant independent of $n$.
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Monte Carlo sampling methods using Markov chains and their applications
W. Keith Hastings · Biometrika · 1970 · 15.2K citations
Probability and Related Topics in Physical Sciences.
K. A. Bush, Marc Kac, G. E. Uhlenbeck et al. · American Mathematical Monthly · 1960 · 807 citations
<i>Probability and Related Topics in Physical Sciences</i>
Mark Kac, G. E. Uhlenbeck, A. R. Hibbs et al. · Physics Today · 1960 · 665 citations