Convergence in the p-contest
Abstract
We study asymptotic properties of the following Markov system of N ≥ 3 points in~[0,1]. At each time step, the point farthest from the current centre of mass, multiplied by a constant p>0, is removed and replaced by an independent ζ-distributed point; the problem, inspired by variants of the Bak--Sneppen model of evolution and called a p-contest, was posed in [Grinfeld, M, Knight, P.A., and Wade, A.R. Rank-driven Markov processes, J. Stat. Phys. 146 (2012)]. We obtain various criteria for the convergences of the system, both for p<1 and p>1. In particular, when p<1 and ζ U[0,1], we show that the limiting configuration converges to zero. When p>1, we show that the configuration must converge to either zero or one, and we present an example where both outcomes are possible. Finally, when p>1, N=3 and ζ satisfies certain conditions (e.g.~ζ U[0,1]), we prove that the configuration can only converge to one a.s. Our paper substantially extends the results of [Grinfeld, M., Volkov, S., and Wade, A.R. Convergence in a multidimensional randomized Keynesian beauty contest. Adv. in Appl. Probab. 47 (2015)] and [Kennerberg, P., and Volkov, S. Jante's law process. Adv. in Appl. Probab. 50 (2018)] where it was assumed that p=1. Unlike the previous models, one can no longer use the Lyapunov function based just on the radius of gyration; when 0<p<1 one has to find a much finer tuned function which turns out to be a supermartingale; the proof of this fact constitutes an unwieldy, albeit necessary, part of the paper.
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