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arXiv · 2404.01348

Markov chains and mappings of distributions on compact spaces

David J. Aldous·Shi Feng
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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 $θ\in P(S)$, define a Markov chain on $S$ by: from state $s$, take $k$ i.i.d. ($θ$) samples, and jump to the $j$'th closest. Such a chain converges in distribution to a unique stationary distribution, say $π_{j,k}(θ)$. So this defines a mapping $π_{j,k}: P(S) \to P(S)$. What happens when we iterate this mapping? In particular, what are the fixed points of this mapping? We present a few rigorous results, to complement our extensive simulation study elsewhere.

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David J. Aldous, Shi Feng. 2024-03-31. Markov chains and mappings of distributions on compact spaces. https://arxiv.org/abs/2404.01348

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