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Suppose I start with $x_0$, a normalized vector in $d$ dimensions, and get $x_{i+1}$ by moving in a random direction on surface of sphere. What is expected number of steps until I first see $\langle x_0, x_k\rangle<0$?

More precisely, suppose entries of $z_i$ are standard normal normalized to have $E[\|z\|^2]=s$, and we have

$$\hat{x}_{i+1}=x_i+z_i$$

$$x_{i+1}=\hat{x}_{i+1}/\|\hat{x}_{i+1}\|$$

For instance, in $d=100$, $s=1$ distribution of dot products of $x_k$ and $x_0$ looks like this:

enter image description here notebook

This value indicates how long it takes to "forget" which side of the plane you started on, and I want to know if there's a simple dependence of "time to forget" on $d$ and $s$. For instance in simulation above with $d=100,s=1$ it's somewhere between 5 and 20

Motivation:

This would give a way to prove of "triangle equality for cosines" which is needed for a different application (background)

  • "movement in random direction", if the size of the step is enough small, can be approximated very well using the central limit theorem. See here – Masacroso Sep 12 '22 at 23:55

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