aiqbench analysis
This paper resolves a conjecture regarding the pseudo-mixing properties of Kac's walk on SO(n), establishing rigorous bounds for when short trajectories become indistinguishable from Haar measure via low-complexity tests. By combining these mixing estimates with representation-theoretic variance bounds, the authors demonstrate improved effectiveness for fast Johnson-Lindenstrauss transforms using polynomial-based projections. The work advances theoretical foundations in random matrix theory and probabilistic methods that underpin dimensionality reduction techniques used in machine learning pipelines.
On the Pseudo-Mixing of Kac's Walk
arXiv:2608.17374v1 Announce Type: cross Abstract: Motivated by a conjecture of Vaikuntanathan and Zamir, we study the pseudo-mixing of Kac's walk on $\mathrm{SO}(n)$: whether short trajectories are indistinguishable from Haar measure by low-complexity tests. We prove that the first $k$ columns mix in Wasserstein distance in $O(n(k+\log n)\log n)$ steps for fixed accuracy, resolving a conjecture of Oliveira. Combining this with a representation-theoretic variance bound, we show that if $T=\omega(nk(k+\log n)\log n)$, then every degree-$k$ polynomial normalized to have unit Haar variance has expectation under the $T$-step law within $o(1)$ of its Haar expectation. As an application, we show that this pseudo-mixing estimate can be used to prove the effectiveness of a fast Johnson--Lindenstrauss transform with the usual target dimension.
Abstract:Motivated by a conjecture of Vaikuntanathan and Zamir, we study the pseudo-mixing of Kac's walk on $\mathrm{SO}(n)$: whether short trajectories are indistinguishable from Haar measure by low-complexity tests. We prove that the first $k$ columns mix in Wasserstein distance in $O(n(k+\log n)\log n)$ steps for fixed accuracy, resolving a conjecture of Oliveira. Combining this with a representation-theoretic variance bound, we show that if $T=\omega(nk(k+\log n)\log n)$, then every degree-$k$ polynomial normalized to have unit Haar variance has expectation under the $T$-step law within $o(1)$ of its Haar expectation. As an application, we show that this pseudo-mixing estimate can be used to prove the effectiveness of a fast Johnson--Lindenstrauss transform with the usual target dimension.
Probability (math.PR); Cryptography and Security (cs.CR); Machine Learning (cs.LG)
arXiv:2608.17374 [math.PR]
(or arXiv:2608.17374v1 [math.PR] for this version)
https://doi.org/10.48550/arXiv.2608.17374 Focus to learn more arXiv-issued DOI via DataCite (pending registration)
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