Card shuffling and diophantine approximation

The ``overlapping-cycles shuffle'' mixes a deck of $n$ cards by moving either the $n$th card or the $(n-k)$th card to the top of the deck, with probability half each. We determine the spectral gap for the location of a single card, which, as a function of $k$ and $n$, has surprising behavior. For example, suppose $k$ is the closest integer to $\alpha n$ for a fixed real $\alpha\in(0,1)$. Then for rational $\alpha$ the spectral gap is $\Theta(n^{-2})$, while for poorly approximable irrational numbers $\alpha$, such as the reciprocal of the golden ratio, the spectral gap is $\Theta(n^{-3/2})$.Comment: Published in at http://dx.doi.org/10.1214/07-AAP484 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Tug-of-war and the infinity Laplacian

We prove that every bounded Lipschitz function F on a subset Y of a length space X admits a tautest extension to X, i.e., a unique Lipschitz extension u for which Lip_U u = Lip_{boundary of U} u for all open subsets U of X that do not intersect Y. This was previously known only for bounded domains R^n, in which case u is infinity harmonic, that is, a viscosity solution to Delta_infty u = 0. We also prove the first general uniqueness results for Delta_infty u = g on bounded subsets of R^n (when g is uniformly continuous and bounded away from zero), and analogous results for bounded length spaces. The proofs rely on a new game-theoretic description of u. Let u^epsilon(x) be the value of the following two-player zero-sum game, called tug-of-war: fix x_0=x \in X minus Y. At the kth turn, the players toss a coin and the winner chooses an x_k with d(x_k, x_{k-1})< epsilon. The game ends when x_k is in Y, and player one's payoff is F(x_k) - (epsilon^2/2) sum_{i=0}^{k-1} g(x_i) We show that the u^\epsilon converge uniformly to u as epsilon tends to zero. Even for bounded domains in R^n, the game theoretic description of infinity-harmonic functions yields new intuition and estimates; for instance, we prove power law bounds for infinity-harmonic functions in the unit disk with boundary values supported in a delta-neighborhood of a Cantor set on the unit circle.Comment: 44 pages, 4 figure