Markov chains and mappings of distributions on compact spaces II: Numerics and Conjectures
Probability
2024-03-28 v1
Abstract
Consider a compact metric space and a pair with and . For any probability distribution , define a Markov chain on by: from state , take i.i.d. () samples, and jump to the 'th closest. Such a chain converges in distribution to a unique stationary distribution, say . This defines a mapping . 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}
}