This question is inspired by Joseph O'Rourke's beautiful answer to [my previous question][1]. Let $\mathbb{S}^{d\times n}$ denote the set of real $d\times n$ matrices whose columns have unit norm and sum to the zero vector. I want to approximate the uniform distribution on this set by running a diffusion process. Specifically, consider the following random transition: Given a member of $\mathbb{S}^{d\times n}$, select some columns at random (say, each column is independently active with probability $1/2$), and then apply a random rotation to these columns that fixes their sum. This transition can be expressed in terms of a conditional density on $\mathbb{S}^{d\times n}$, namely $f(x^{(i+1)}|x^{(i)})$. Next, define the operator $A:L^1(\mathbb{S}^{d\times n})\rightarrow L^1(\mathbb{S}^{d\times n})$ that uses this transition rule to update the distribution on $\mathbb{S}^{d\times n}$: $$ g^{(i+1)}(x) =(Ag^{(i)})(x) :=\int_{\mathbb{S}^{d\times n}}g^{(i)}(y)f(x|y)dy. $$ My questions concern this operator: (1) As expected, $A$ sends the uniform distribution to itself. But is this stationary distribution also the limiting distribution? (2) Assuming this is the limiting distribution, how fast is the convergence? I assume there is an analog to [expander walk sampling][2] (i.e., the rate of convergence should be expressed in terms of the spectrum of $A$), but I would like a reference for the continuous-state case. Yoav Kallus commented on Joseph O'Rourke's answer to [my previous question][3] that polymer people might use the phrase "Rouse relaxation time" to describe this, but these keywords haven't helped me find the theorem I want. (3) Assuming the rate of convergence is completely expressible in terms of the spectrum of $A$, how do I actually calculate the spectrum? Do the symmetries in the transition rule naturally lead to a Fourier-type eigenbasis? [1]: http://mathoverflow.net/questions/131156/how-can-i-randomly-draw-an-ensemble-of-unit-vectors-that-sum-to-zero [2]: http://en.wikipedia.org/wiki/Expander_walk_sampling [3]: http://mathoverflow.net/questions/131156/how-can-i-randomly-draw-an-ensemble-of-unit-vectors-that-sum-to-zero