On the Chung-Diaconis-Graham random process

Martin V. Hildebrand (University at Albany, SUNY)

Abstract


Chung, Diaconis, and Graham considered random processes of the form $X_{n+1}=2X_n+b_n \pmod p$ where $X_0=0$, $p$ is odd, and $b_n$ for $n=0,1,2,\dots$ are i.i.d. random variables on $\{-1,0,1\}$. If $\Pr(b_n=-1)=\Pr(b_n=1)=\beta$ and $\Pr(b_n=0)=1-2\beta$, they asked which value of $\beta$ makes $X_n$ get close to uniformly distributed on the integers mod $p$ the slowest. In this paper, we extend the results of Chung, Diaconis, and Graham in the case $p=2^t-1$ to show that for $0<\beta\le 1/2$, there is no such value of $\beta$.

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Pages: 347-356

Publication Date: December 15, 2006

DOI: 10.1214/ECP.v11-1237

References

  1. Chung, F. R. K.; Diaconis, Persi; Graham, R. L. Random walks arising in random number generation. Ann. Probab. 15 (1987), no. 3, 1148--1165. MR0893921 (88d:60033)
  2. Diaconis, Persi. Group representations in probability and statistics. 11. Institute of Mathematical Statistics, Hayward, CA, 1988. vi+198 pp. ISBN: 0-940600-14-5 MR0964069 (90a:60001)
  3. Hildebrand, Martin. Random processes of the form $X\sb {n+1}=a\sb nX\sb n+b\sb n\pmod Ann. Probab. 21 (1993), no. 2, 710--720. MR1217562 (94d:60012)
  4. Hildebrand, Martin. Random processes of the form $X\sb {n+1}=a\sb nX\sb n+b\sb n\pmod p$ 153--174, IMA Vol. Math. Appl., 76, Springer, New York, 1996. MR1395613 (97g:60085)


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