Spectral gap of sparse bistochastic matrices with exchangeable rows with application to shuffle-and-fold maps
Charles Bordenave, Yanqi Qiu, Yiwei Zhang

TL;DR
This paper analyzes the spectral properties of sparse bistochastic matrices formed by permutation and fixed matrices, providing bounds on eigenvalues and applications to random walks and fluid mixing.
Contribution
It establishes bounds on the second largest eigenvalue of such matrices under sparsity conditions and applies results to random walks and mixing maps.
Findings
Second eigenvalue bounded by normalized Hilbert-Schmidt norm of Q
Results apply to random regular digraphs
Implications for fluid mixing protocols
Abstract
We consider a random bistochastic matrix of size of the form where is a uniformly distributed permutation matrix and is a given bistochastic matrix. Under mild sparsity and regularity assumptions on , we prove that the second largest eigenvalue of is essentially bounded by the normalized Hilbert-Schmidt norm of when grows large. We apply this result to random walks on random regular digraphs and to shuffle-and-fold maps of the unit interval popularized in fluid mixing protocols.
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Taxonomy
TopicsRandom Matrices and Applications · Advanced Algebra and Geometry · Markov Chains and Monte Carlo Methods
