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Random walk and Gaussian elimination
ProbabilitySpeaker: | Persi Diaconis, Stanford University |
Related Webpage: | https://statistics.stanford.edu/people/persi-diaconis |
Location: | Zoom |
Start time: | Wed, Jan 12 2022, 1:10PM |
Everybody knows that a matrix can be reduced to diagonal form using row operations (Gaussian elimination). If you work over a finite field, there are pivoting steps and these cost extra. In joint work with Mackenzie Simper and Arun Ram we study a dynamical version, following a random walk on generated by random transvections. This in turn induces a Markov chain on permutations (with a 'Mallows' stationary distribution). There is a surprising speed up in rates of convergence (from to ) and some nice new math. It all generalizes (to general type) but this talk will be in probabilistic English.