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

DOI10.1017/JPR.2021.64zbMATH Open1492.60214arXiv2006.02069OpenAlexW4210314517MaRDI QIDQ5087004FDOQ5087004

Authors: Marc Peigné, Tat Dat Tran 

Publication date: 8 July 2022

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

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.

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

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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)

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Cited In (2)

• On the asymptotic behavior of the Diaconis-Freedman chain on \([0, 1]\)
• Title not available (Why is that?)

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