A Numerical Analyst Looks at the "Cutoff Phenomenon" in Card Shuffling and Other Markov Chains

Diaconis and others have shown that certain Markov chains exhibit a "cutoff phenomenon" in which, after an initial period of seemingly little progress, convergence to the steady state occurs suddenly. Since Markov chains are just powers of matrices, how can such effects be explained in the language of applied linear algebra? We attempt to do this, focusing on two examples: random walk on a hypercube, which is essentially the same as the problem of Ehrenfest urns, and the celebrated case of riffle shuffling of a deck of cards. As is typical with transient phenomena in matrix processes, the reason for the cutoff is not readily apparent from an examination of eigenvalues or eigenvectors, but it is reflected strongly in pseudosprectra - provided they are measured in the 1-norm, not the 2-norm. We illustrate and explain the cutoff phenomenon with Matlab computations based in part on a new explicit formula for the entries of the $n \times n$ "riffle shuffle matrix", and note that while the normwise cutoff may occur at one point, such as $\frac{3}{2} \log_{2} n$ for the riffle shuffle, weak convergence may occur at an equally precise earlier point such as $\log_{2} n$

Designing structured tight frames via an alternating projection method

Tight frames, also known as general Welch-bound- equality sequences, generalize orthonormal systems. Numerous applications - including communications, coding, and sparse approximation- require finite-dimensional tight frames that possess additional structural properties. This paper proposes an alternating projection method that is versatile enough to solve a huge class of inverse eigenvalue problems (IEPs), which includes the frame design problem. To apply this method, one needs only to solve a matrix nearness problem that arises naturally from the design specifications. Therefore, it is the fast and easy to develop versions of the algorithm that target new design problems. Alternating projection will often succeed even if algebraic constructions are unavailable. To demonstrate that alternating projection is an effective tool for frame design, the paper studies some important structural properties in detail. First, it addresses the most basic design problem: constructing tight frames with prescribed vector norms. Then, it discusses equiangular tight frames, which are natural dictionaries for sparse approximation. Finally, it examines tight frames whose individual vectors have low peak-to-average-power ratio (PAR), which is a valuable property for code-division multiple-access (CDMA) applications. Numerical experiments show that the proposed algorithm succeeds in each of these three cases. The appendices investigate the convergence properties of the algorithm

Almost all quantum channels are equidistant

In this work we analyze properties of generic quantum channels in the case of large system size. We use random matrix theory and free probability to show that the distance between two independent random channels converges to a constant value as the dimension of the system grows larger. As a measure of the distance we use the diamond norm. In the case of a flat Hilbert-Schmidt distribution on quantum channels, we obtain that the distance converges to $\frac12 + \frac{2}{\pi}$, giving also an estimate for the maximum success probability for distinguishing the channels. We also consider the problem of distinguishing two random unitary rotations.Comment: 30 pages, commets are welcom