This paper studies how long it takes the orbit of the chaos game to reach a certain density inside the attractor of a strictly contracting iterated function system of which we only assume that its lower dimension is positive. We show that the rate of growth of this cover time is determined by the Minkowski dimension of the push-forward of the shift invariant measure with exponential decay of correlations driving the chaos game. Moreover, we bound the expected value of the cover time from above and below with multiplicative logarithmic correction terms. As an application, for Bedford-McMullen carpets we completely characterise the family of probability vectors which minimise the Minkowski dimension of Bernoulli measures. Interestingly, these vectors have not appeared in any other aspect of Bedford-McMullen carpets before.
In the 1988 textbook "Fractals Everywhere" M. Barnsley introduced an algorithm for generating fractals through a random procedure which he called the "chaos game". Using ideas from the classical theory of covering times of Markov chains we prove an asymptotic formula for the expected time taken by this procedure to generate a $δ$-dense subset of a given self-similar fractal satisfying the open set condition.
Every quasi-attractor of an iterated function system (IFS) of continuous functions on a first-countable Hausdorff topological space is renderable by the probabilistic chaos game. By contrast, we prove that the backward minimality is a necessary condition to get the deterministic chaos game. As a consequence, we obtain that an IFS of homeomorphisms of the circle is renderable by the deterministic chaos game if and only if it is forward and backward minimal. This result provides examples of attractors (a forward but no backward minimal IFS on the circle) that are not renderable by the determinis…
The chaos game representation (CGR) is an interesting method to visualize one-dimensional sequences. In this paper, we show how to construct a chaos game representation. The applications mentioned here are biological, in which CGR was able to uncover patterns in DNA or proteins that were previously unknown. We also show how CGR might be introduced in the classroom, either in a modelling course or in a dynamical systems course. Some sequences that are tested are taken from the Online Encyclopedia of Integer Sequences, and others are taken from sequences that arose mainly from a course in experi…
In this paper we provide extensions to hyperbolic numbers plane of the classical Chaos game algorithm and the Shannon entropy. Both notions connected with that of probability with values in hyperbolic number, introduced by D. Alpay et al \cite{eluna}. Within this context, particular attention has been paid to the interpretation of the hyperbolic valued probabilities and the hyperbolic extension of entropy as well.
Cracow University of Economics（克拉科夫经济大学）；Chulalongkorn University（朱拉隆功大学）；Indiana University-Purdue University Indianapolis（印第安纳大学-普渡大学印第安纳波利斯分校）；Singapore University of Technology and Design（新加坡科技设计大学）
We study the emergence of chaotic behavior of Follow-the-Regularized Leader (FoReL) dynamics in games. We focus on the effects of increasing the population size or the scale of costs in congestion games, and generalize recent results on unstable, chaotic behaviors in the Multiplicative Weights Update dynamics to a much larger class of FoReL dynamics. We establish that, even in simple linear non-atomic congestion games with two parallel links and any fixed learning rate, unless the game is fully symmetric, increasing the population size or the scale of costs causes learning dynamics to become u…
We establish that algorithmic experiments in zero-sum games "fail miserably" to confirm the unique, sharp prediction of maxmin equilibration. Contradicting nearly a century of economic thought that treats zero-sum games nearly axiomatically as the exemplar symbol of economic stability, we prove that no meaningful prediction can be made about the day-to-day behavior of online learning dynamics in zero-sum games. Concretely, Multiplicative Weights Updates (MWU) with constant step-size is Lyapunov chaotic in the dual (payoff) space. Simply put, let's assume that an observer asks the agents playin…
We study the network replicator equation and characterize its fixed points on arbitrary graph structures for $2 \times 2$ symmetric games. We show a relationship between the asymptotic behavior of the network replicator and the existence of an independent vertex set in the graph and also show that complex behavior cannot emerge in $2 \times 2$ games. This links a property of the dynamical system with a combinatorial graph property. We contrast this by showing that ordinary rock-paper-scissors (RPS) exhibits chaos on the 3-cycle and that on general graphs with $\geq 3$ vertices the network repl…
We consider iterated functions systems (IFS) on compact metric spaces and introduce the concept of target sets. Such sets have very rich dynamical properties and play a similar role as semifractals introduced by Lasota and Myjak do for regular IFSs. We study sufficient conditions which guarantee that the closure of the target set is a local attractor for the IFS. As a corollary, we establish necessary and sufficient conditions for the IFS having a global attractor. We give an example of a non-regular IFS whose target set is nonempty, showing that our approach gives rise to a "new class" of sem…
Singapore University of Technology and Design（新加坡科技设计大学）
We present volume analyses of Multiplicative Weights Updates (MWU) and Optimistic Multiplicative Weights Updates (OMWU) in zero-sum as well as coordination games. Such analyses provide new insights into these game dynamical systems, which seem hard to achieve via the classical techniques within Computer Science and Machine Learning. The first step is to examine these dynamics not in their original space (simplex of actions) but in a dual space (aggregate payoff space of actions). The second step is to explore how the volume of a set of initial conditions evolves over time when it is pushed for…
We study the dynamics of simple congestion games with two resources where a continuum of agents behaves according to a version of Experience-Weighted Attraction (EWA) algorithm. The dynamics is characterized by two parameters: the (population) intensity of choice $a>0$ capturing the economic rationality of the total population of agents and a discount factor $σ\in [0,1]$ capturing a type of memory loss where past outcomes matter exponentially less than the recent ones. Finally, our system adds a third parameter $b \in (0,1)$, which captures the asymmetry of the cost functions of the two resour…
Routing games are amongst the most studied classes of games. Their two most well-known properties are that learning dynamics converge to equilibria and that all equilibria are approximately optimal. In this work, we perform a stress test for these classic results by studying the ubiquitous dynamics, Multiplicative Weights Update, in different classes of congestion games, uncovering intricate non-equilibrium phenomena. As the system demand increases, the learning dynamics go through period-doubling bifurcations, leading to instabilities, chaos and large inefficiencies even in the simplest case …
The paper treats an agent-based model with averaging dynamics to which we refer as the K-averaging model. Broadly speaking, our model can be added to the growing list of dynamics exhibiting self-organization such as the well-known Vicsek-type models [1, 2, 29]. In the $K$-averaging model, each of the $N$ particles updates their position by averaging over $K$ randomly selected particles with additional noise. To make the $K$-averaging dynamics more tractable, we first establish a propagation of chaos type result in the limit of infinite particle number (i.e. $N \to \infty$) using a martingale t…
We consider the one-dimensional stationary first-order mean-field game (MFG) system with the coupling between the Hamilton-Jacobi equation and the transport equation. In both cases that the coupling is strictly increasing and decreasing with respect to the density of the population, we show that when the potential vanishes the regular solution of MFG system converges to the one of the corresponding integrable MFG system. Furthermore, we obtain the convergence rate of such limit.
In this paper, we provide exponential rates of convergence to the interior Nash equilibrium for continuous-time dual-space game dynamics such as mirror descent (MD) and actor-critic (AC). We perform our analysis in $N$-player continuous concave games that satisfy certain monotonicity assumptions while possibly also admitting potential functions. In the first part of this paper, we provide a novel relative characterization of monotone games and show that MD and its discounted version converge with $\mathcal{O}(e^{-βt})$ in relatively strongly and relatively hypo-monotone games, respectively. In…
