English

Markov chains and mappings of distributions on compact spaces II: Numerics and Conjectures

Probability 2024-03-28 v1

Abstract

Consider a compact metric space SS and a pair (j,k)(j,k) with k2k \ge 2 and 1jk1 \le j \le k. For any probability distribution θP(S)\theta \in P(S), define a Markov chain on SS by: from state ss, take kk i.i.d. (θ\theta) samples, and jump to the jj'th closest. Such a chain converges in distribution to a unique stationary distribution, say πj,k(θ)\pi_{j,k}(\theta). This defines a mapping πj,k:P(S)P(S)\pi_{j,k}: P(S) \to P(S). What happens when we iterate this mapping? In particular, what are the fixed points of this mapping? A few results are proved in a companion article; this article, not intended for formal publication, records numerical studies and conjectures.

Keywords

Cite

@article{arxiv.2403.18153,
  title  = {Markov chains and mappings of distributions on compact spaces II: Numerics and Conjectures},
  author = {David J. Aldous and Madelyn Cruz and Shi Feng},
  journal= {arXiv preprint arXiv:2403.18153},
  year   = {2024}
}