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Mathematics > Probability

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

Abstract: Consider a compact metric space $S$ and a pair $(j,k)$ with $k \ge 2$ and $1 \le j \le k$. For any probability distribution $\theta \in P(S)$, define a Markov chain on $S$ by: from state $s$, take $k$ i.i.d. ($\theta$) samples, and jump to the $j$'th closest. Such a chain converges in distribution to a unique stationary distribution, say $\pi_{j,k}(\theta)$. This defines a mapping $\pi_{j,k}: P(S) \to P(S)$. 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.
Subjects: Probability (math.PR)
MSC classes: 60J05
Cite as: arXiv:2403.18153 [math.PR]
  (or arXiv:2403.18153v1 [math.PR] for this version)

Submission history

From: David J. Aldous [view email]
[v1] Tue, 26 Mar 2024 23:32:53 GMT (1759kb,D)

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