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A recent paper by Bhatia, Chin, Mani, and Mossel (2026) defined stochastic processes aimed at modeling the game of War for {\em two players} with $n$ cards. That paper showed that these models, assuming uniform random decks, are equivalent…

Probability · Mathematics 2026-01-29 Axel Adjei , Neil Krishnan , Elchanan Mossel

Exponential stability of the nonlinear filtering equation is revisited, when the signal is a finite state Markov chain. An asymptotic upper bound for the filtering error due to incorrect initial condition is derived in the case of slowly…

Probability · Mathematics 2007-05-23 P. Chigansky

We study a simple Markov chain, the switch chain, on the set of all perfect matchings in a bipartite graph. This Markov chain was proposed by Diaconis, Graham and Holmes as a possible approach to a sampling problem arising in Statistics. We…

Data Structures and Algorithms · Computer Science 2017-01-27 Martin Dyer , Mark Jerrum , Haiko Müller

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…

Machine Learning · Computer Science 2023-12-18 Eddie Seabrook , Laurenz Wiskott

We present a comprehensive study of utility function of the minority game in its efficient regime. We develop an effective description of state of the game. For the payoff function $g(x)=\sgn (x)$ we explicitly represent the game as the…

Trading and Market Microstructure · Quantitative Finance 2011-03-04 Karol Wawrzyniak , Wojciech Wislicki

The class of algorithmically computable simple games (i) includes the class of games that have finite carriers and (ii) is included in the class of games that have finite winning coalitions. This paper characterizes computable games,…

Computer Science and Game Theory · Computer Science 2011-11-09 Masahiro Kumabe , H. Reiju Mihara

Coordination and cooperation are among the most important issues of game theory. Recently, the attention turned to game theory on graphs and social networks. Encouraged by interesting results obtained in quantum evolutionary game analysis,…

Quantum Physics · Physics 2020-11-10 Łukasz Pawela , Jan Sładkowski

An algorithm for estimating quasi-stationary distribution of finite state space Markov chains has been proven in a previous paper. Now this paper proves a similar algorithm that works for general state space Markov chains under very general…

Probability · Mathematics 2015-03-04 Jose H. Blanchet , Peter Glynn , Shuheng Zheng

The class of weakly acyclic games, which includes potential games and dominance-solvable games, captures many practical application domains. In a weakly acyclic game, from any starting state, there is a sequence of better-response moves…

Computer Science and Game Theory · Computer Science 2011-08-11 Alex Fabrikant , Aaron D. Jaggard , Michael Schapira

Mean-payoff games are important quantitative models for open reactive systems. They have been widely studied as games of full observation. In this paper we investigate the algorithmic properties of several sub-classes of mean-payoff games…

Computer Science and Game Theory · Computer Science 2017-10-10 Paul Hunter , Arno Pauly , Guillermo A. Pérez , Jean-François Raskin

A fundamental problem when aggregating Markov chains is the specification of the number of state groups. Too few state groups may fail to sufficiently capture the pertinent dynamics of the original, high-order Markov chain. Too many state…

Information Theory · Computer Science 2021-07-06 Isaac J. Sledge , Jose C. Principe

A general criterion is given for when a Markov chain trapped with probability p(x) in state x will be almost surely trapped. The quenched (state x is a trap forever with probability p(x)) and annealed (state x traps with probability p(x) on…

Probability · Mathematics 2016-09-07 Robin Pemantle , Stanislav Volkov

The aim of this work is to provide a rigorous mathematical analysis of a stochastic concatenation model presented by Sobottka and Hart (2011) which allows approximation of the first-order stochastic structure in bacterial DNA by means of a…

Genomics · Quantitative Biology 2019-11-28 Andrew G. Hart , M. Sobottka

We propose a new model of a distributed game, called an ATS game, which is played on a non-deterministic asynchronous transition system -- a natural distributed finite-state device working on Mazurkiewicz traces. This new…

Formal Languages and Automata Theory · Computer Science 2024-10-18 Bharat Adsul , Nehul Jain

The famous theorem of R.Aumann and M.Maschler states that the sequence of values of an N-stage zero-sum game G_N with incomplete information on one side converges as N tends to infinity, and the error term is bounded by a constant divided…

Computer Science and Game Theory · Computer Science 2013-12-30 Fedor Sandomirskiy

We study the optimal use of information in Markov games with incomplete information on one side and two states. We provide a finite-stage algorithm for calculating the limit value as the gap between stages goes to 0, and an optimal strategy…

Optimization and Control · Mathematics 2019-03-19 Galit Ashkenazi-Golan , Catherine Rainer , Eilon Solan

One of the main criticisms to game theory concerns the assumption of full rationality. Logit dynamics is a decentralized algorithm in which a level of irrationality (a.k.a. "noise") is introduced in players' behavior. In this context, the…

Computer Science and Game Theory · Computer Science 2014-11-05 Diodato Ferraioli , Carmine Ventre

In a series of papers, G. Harmer and D. Abbott study the behavior of random walks associated with games introduced in 1997 by J. M. R. Parrondo. These games illustrate an apparent paradox that random and deterministic mixtures of losing…

Probability · Mathematics 2007-05-23 R. Pyke

We prove that Broder's Markov chain for approximate sampling near-perfect and perfect matchings is not rapidly mixing for Hamiltonian, regular, threshold and planar bipartite graphs, filling a gap in the literature. In the second part we…

Discrete Mathematics · Computer Science 2014-04-17 Annabell Berger , Steffen Rechner

We propose a generalization of the asymptotic equipartition property to discrete sources with an ambiguous alphabet, and prove that it holds for irreducible stationary Markov sources with an arbitrary distinguishability relation. Our…

Information Theory · Computer Science 2022-07-29 Tamás Tasnádi , Péter Vrana
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