On the asymptotic behavior of the diaconis-freedman chain in a multi-dimensional simplex

DOI10.1017/JPR.2021.64MaRDI QIDQ5087004zbMATH OpenOpenAlexFDO

Authors Marc Peigné, Tat Dat Tran

Publication date 8 July 2022

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.02069

zbMATH Keywords

invariant probability measureiterated functions systemsabsorbing compact setquasi-compact linear operatorsinvariant probability density

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)

Abstract: In this paper, we give out a setting of an Diaconis and Freedman's chain in a multidimensional simplex and consider its asymptotic behavior. By using techniques in random iterated functions theory and quasi-compact operators theory, we first give out some sufficient conditions which ensure the existence and uniqueness of an invariant probability measure. In some particular cases, we give out explicit formulas of the invariant probability density. Moreover, we completely classify all behaviors of this chain in dimensional two. Eventually, some other settings of the chain are discussed.

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Cited in

(2)

• On the asymptotic behavior of the Diaconis-Freedman chain on \([0, 1]\)
• scientific article; zbMATH DE number 3842918 (Why is no real title available?)

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