Local contractivity of the process of a player rating variation in the Elo model with one adversary
Diskretnaya Matematika, Tome 27 (2015) no. 1, pp. 3-21.

Voir la notice de l'article provenant de la source Math-Net.Ru

We study the process of variation of a player rating in an infinite series of games with the same adversary in the Elo rating model. This process is shown to have a stationary distribution, an upper estimate of the rate of convergence to which is established. In a previous paper by the author, the existence of a limit distribution was proved under more stringent assumptions on the parameters of a rating model.
Keywords: Markov chains, iterated function system, limit distributions, local contractivity, models of rating systems.
@article{DM_2015_27_1_a0,
     author = {V. A. Avdeev},
     title = {Local contractivity of the process of a player rating variation in the {Elo} model with one adversary},
     journal = {Diskretnaya Matematika},
     pages = {3--21},
     publisher = {mathdoc},
     volume = {27},
     number = {1},
     year = {2015},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DM_2015_27_1_a0/}
}
TY  - JOUR
AU  - V. A. Avdeev
TI  - Local contractivity of the process of a player rating variation in the Elo model with one adversary
JO  - Diskretnaya Matematika
PY  - 2015
SP  - 3
EP  - 21
VL  - 27
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/DM_2015_27_1_a0/
LA  - ru
ID  - DM_2015_27_1_a0
ER  - 
%0 Journal Article
%A V. A. Avdeev
%T Local contractivity of the process of a player rating variation in the Elo model with one adversary
%J Diskretnaya Matematika
%D 2015
%P 3-21
%V 27
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/DM_2015_27_1_a0/
%G ru
%F DM_2015_27_1_a0
V. A. Avdeev. Local contractivity of the process of a player rating variation in the Elo model with one adversary. Diskretnaya Matematika, Tome 27 (2015) no. 1, pp. 3-21. http://geodesic.mathdoc.fr/item/DM_2015_27_1_a0/

[1] Avdeev V. A., “Statsionarnoe raspredelenie reitinga igroka v modeli Elo s odnim sopernikom”, Diskret. matem., 26:4 (2014), 3–14 | DOI

[2] Carlsson N., “A contractivity condition for iterated function systems”, J. Theor. Probab., 15:3 (2002), 613–630 | DOI | MR | Zbl

[3] Feller V., Vvedenie v teoriyu veroyatnostei i ee prilozheniya, v. 1, Mir, 1964 | MR

[4] Letac G., “A contraction principle for certain Markov chains and its applications”, Random matrices and their applications, Contemp. Math., 50, Amer. Math. Soc., 1986, 263–273 | DOI | MR

[5] Steinsaltz D., “Locally contractive iterated function systems”, Ann. Prob., 27:4 (1999), 1952–1979 | DOI | MR | Zbl