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Michał Misiurewicz

Publications and source records attributed to Michał Misiurewicz.

16 recordsLinked to original sources

Natural Invariant Measures for Chaotic Game Dynamics: Finding Order in Chaos

We study the long-term behavior of the Multiplicative Weights Update (MWU) algorithm in game settings where learning dynamics frequently fail to converge to Nash equilibria and instead exhibit Li-Yorke chaos. While such chaos precludes the prediction of specific long-term strategy profiles, it does not imply a lack of statistical structure. We demonstrate that natural invariant measures - a fundamental concept from ergodic theory - provide the rigorous framework necessary to find order within this chaos. Focusing on a two-strategy congestion game, we prove that these measures allow for a comprehensive statistical characterization of the dynamics. Crucially, we show that this framework extends beyond simple strategy frequencies to \emph{general observables}, enabling the precise calculation of long-term time averages for broad classes of economic metrics - including payoffs, social cost, and regret - despite chaos. Our results reveal that this simple learning algorithm captures the full spectrum of behaviors found in one-dimensional dynamical systems, from unique or multiple absolutely continuous invariant measures to complex periodic attractors as well as coexisting chaotic and stable (periodic) behaviors. By bridging game theory and dynamical systems, we show that statistical predictability is attainable even in the absence of pointwise convergence.

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Strange bifurcation diagrams

We investigate a family of one dimensional maps for which the bifurcation diagram looks differently than the usual ones. We describe and exemplify various unique and interesting phenomena arising for this family of maps.

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Interval maps mimicking circle rotations

We investigate the dynamics of maps of the real line whose behavior on an invariant interval is close to a rational rotation on the circle. We concentrate on a specific two-parameter family, describing the dynamics arising from models in game theory, mathematical biology and machine learning. If one parameter is a rational number, $k/n$, with $k,n$ coprime, and the second one is large enough, we prove that there is a periodic orbit of period $n$. It behaves like an orbit of the circle rotation by an angle $2πk/n$ and attracts trajectories of Lebesgue almost all starting points. We also discover numerically other interesting phenomena. While we do not give rigorous proofs for them, we provide convincing explanations.

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Coarse entropy of metric spaces

Coarse geometry studies metric spaces on the large scale. The recently introduced notion of coarse entropy is a tool to study dynamics from the coarse point of view. We prove that all isometries of a given metric space have the same coarse entropy and that this value is a coarse invariant. We call this value the coarse entropy of the space and investigate its connections with other properties of the space. We prove that it can only be either zero or infinity, and although for many spaces this dichotomy coincides with the subexponential--exponential growth dichotomy, there is no relation between coarse entropy and volume growth more generally. We completely characterise this dichotomy for spaces with bounded geometry and for quasi-geodesic spaces. As an application, we provide an example where coarse entropy yields an obstruction for a coarse embedding, where such an embedding is not precluded by considerations of volume growth.

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Follow-the-Regularized-Leader Routes to Chaos in Routing Games

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 unstable and eventually chaotic, in the sense of Li-Yorke and positive topological entropy. Furthermore, we show the existence of novel non-standard phenomena such as the coexistence of stable Nash equilibria and chaos in the same game. We also observe the simultaneous creation of a chaotic attractor as another chaotic attractor gets destroyed. Lastly, although FoReL dynamics can be strange and non-equilibrating, we prove that the time average still converges to an exact equilibrium for any choice of learning rate and any scale of costs.

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Coarse entropy

Coarse geometry studies metric spaces on the large scale. Our goal here is to study dynamics from a coarse point of view. To this end we introduce a coarse version of topological entropy, suitable for unbounded metric spaces, consistent with the coarse perspective on such spaces. As is the case with the usual topological entropy, the coarse entropy measures the divergence of orbits. Following Bowen's ideas, we use $(n,\varepsilon)$-separated or $(n,\varepsilon)$-spanning sets. However, we have to let $\varepsilon$ go to infinity rather than to zero.

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A fresh look at the notion of normality

Let $G$ be a countable cancellative amenable semigroup and let $(F_n)$ be a (left) Følner sequence in $G$. We introduce the notion of an $(F_n)$-normal element of $\{0,1\}^G$. When $G$ = $(\mathbb N,+)$ and $F_n = \{1,2,...,n\}$, the $(F_n)$-normality coincides with the classical notion. We prove that: $\bullet$ If $(F_n)$ is a Følner sequence in $G$, such that for every $α\in(0,1)$ we have $\sum_n α^{|F_n|}<\infty$, then almost every $x\in\{0,1\}^G$ is $(F_n)$-normal. $\bullet$ For any Følner sequence $(F_n)$ in $G$, there exists an Cham\-per\-nowne-like $(F_n)$-normal set. $\bullet$ There is a natural class of "nice" Følner sequences in $(\mathbb N,\times)$. There exists a Champernowne-like set which is $(F_n)$-normal for every nice Følner \sq. $\bullet$ Let $A\subset\mathbb N$ be a classical normal set. Then, for any Følner sequence $(K_n)$ in $(\mathbb N,\times)$ there exists a set $E$ of $(K_n)$-density $1$, such that for any finite subset $\{n_1,n_2,\dots,n_k\}\subset E$, the intersection $A/{n_1}\cap A/{n_2}\cap\ldots\cap A/{n_k}$ has positive upper density in $(\mathbb N,+)$. As a consequence, $A$ contains arbitrarily long geometric progressions, and, more generally, arbitrarily long "geo-arithmetic" configurations of the form $\{a(b+ic)^j,0\le i,j\le k\}$. $\bullet$ For any Følner \sq\ $(F_n)$ in $(\mathbb N,+)$ there exist uncountably many $(F_n)$-normal Liouville numbers. $\bullet$ For any nice Følner sequence $(F_n)$ in $(\mathbb N,\times)$ there exist uncountably many $(F_n)$-normal Liouville numbers.

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Flexibility of entropies for piecewise expanding unimodal maps

We investigate the flexibility of the entropy (topological and metric) for the class of piecewise expanding unimodal maps. We show that the only restrictions for the values of the topological and metric entropies in this class are that both are positive, the topological entropy is at most $\log 2$, and by the Variational Principle, the metric entropy is not larger than the topological entropy. In order to have a better control on the metric entropy, we work mainly with topologically mixing piecewise expanding skew tent maps, for which there are only 2 different slopes. For those maps, there is an additional restriction that the topological entropy is larger than $\frac{1}{2}\log2$. We also make the interesting observation that for skew tent maps the sum of reciprocals of derivatives of all iterates of the map at the critical value is zero. It is a generalization and a different interpretation of the Milnor-Thurston formula connecting the topological entropy and the kneading determinant for unimodal maps.

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The route to chaos in routing games: When is Price of Anarchy too optimistic?

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 of non-atomic routing games with two paths of linear cost where the Price of Anarchy is equal to one. Starting with this simple class, we show that every system has a carrying capacity, above which it becomes unstable. If the equilibrium flow is a symmetric $50-50\%$ split, the system exhibits one period-doubling bifurcation. A single periodic attractor of period two replaces the attracting fixed point. Although the Price of Anarchy is equal to one, in the large population limit the time-average social cost for all but a zero measure set of initial conditions converges to its worst possible value. For asymmetric equilibrium flows, increasing the demand eventually forces the system into Li-Yorke chaos with positive topological entropy and periodic orbits of all possible periods. Remarkably, in all non-equilibrating regimes, the time-average flows on the paths converge exactly to the equilibrium flows, a property akin to no-regret learning in zero-sum games. These results are robust. We extend them to routing games with arbitrarily many strategies, polynomial cost functions, non-atomic as well as atomic routing games and heteregenous users. Our results are also applicable to any sequence of shrinking learning rates, e.g., $1/\sqrt{T}$, by allowing for a dynamically increasing population size.

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Renormalization towers and their forcing

A cyclic permutation $π:\{1, \dots, N\}\to \{1, \dots, N\}$ has a \emph{block structure} if there is a partition of $\{1, \dots, N\}$ into $k\notin\{1,N\}$ segments (\emph{blocks}) permuted by $π$; call $k$ the \emph{period} of this block structure. Let $p_1<\dots <p_s$ be periods of all possible block structures on $π$. Call the finite string $(p_1/1,$ $p_2/p_1,$ $\dots,$ $p_s/p_{s-1}, N/p_s)$ the {\it renormalization tower of $π$}. The same terminology can be used for \emph{patterns}, i.e., for families of cycles of interval maps inducing the same (up to a flip) cyclic permutation. A renormalization tower $\mathcal M$ \emph{forces} a renormalization tower $\mathcal N$ if every continuous interval map with a cycle of pattern with renormalization tower $\mathcal M$ must have a cycle of pattern with renormalization tower $\mathcal N$. We completely characterize the forcing relation among renormalization towers. Take the following order among natural numbers: $ 4\gg 6\gg 3\gg \dots \gg 4n\gg 4n+2\gg 2n+1\gg\dots \gg 2\gg 1 $ understood in the strict sense. We show that the forcing relation among renormalization towers is given by the lexicographic extension of this order. Moreover, for any tail $T$ of this order there exists an interval map for which the set of renormalization towers of its cycles equals $T$.

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Forcing among patterns with no block structure

Define the following order among all natural numbers except for 2 and 1: \[ 4\gg 6\gg 3\gg \dots \gg 4n\gg 4n+2\gg 2n+1\gg 4n+4\gg\dots \] Let $f$ be a continuous interval map. We show that if $m\gg s$ and $f$ has a cycle with no division (no block structure) of period $m$ then $f$ has also a cycle with no division (no block structure) of period $s$. We describe possible sets of periods of cycles of $f$ with no division and no block structure.

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Constant Slope Maps on the Extended Real Line

For a transitive countably piecewise monotone Markov interval map we consider the question whether there exists a conjugate map of constant slope. The answer varies depending on whether the map is continuous or only piecewise continuous, whether it is mixing or not, what slope we consider, and whether the conjugate map is defined on a bounded interval, half-line or the whole real line (with the infinities included).

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Semiconjugacy to a map of a constant slope

It is well known that a continuous piecewise monotone interval map with positive topological entropy is semiconjugate to a map of a constant slope and the same entropy, and if it is additionally transitive then this semiconjugacy is actually a conjugacy. We generalize this result to piecewise continuous piecewise monotone interval maps, and as a consequence, get it also for piecewise monotone graph maps. We show that assigning to a continuous transitive piecewise monotone map of positive entropy a map of constant slope conjugate to it defines an operator, and show that this operator is not continuous.

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No Semiconjugacy to a Map of Constant Slope

We study countably piecewise continuous, piecewise monotone interval maps. We establish a necessary and sufficient criterion for the existence of a nondecreasing semiconjugacy to a map of constant slope in terms of the existence of an eigenvector of an operator acting on a space of measures. Then we give sufficient conditions under which this criterion is not satisfied. Finally, we give examples of maps not semiconjugate to a map of constant slope via a nondecreasing map. Our examples are continuous and transitive.

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Skew Product Attractors and concavity

We propose an approach to the attractors of skew products that tries to avoid unnecessary structures on the base space and rejects the assumption on the invariance of an attractor. When nonivertible maps in the base are allowed, one can encounter the mystery of the vanishing attractor. In the second part of the paper, we show that if the fiber maps are concave interval maps then contraction in the fibers does not depend on the map in the base.

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Random interval homeomorphisms

We investigate homeomorphisms of a compact interval, applied randomly. We consider this system as a skew product with the two-sided Bernoulli shift in the base. If on the open interval there is a metric in which almost all maps are contractions, then (with mild additional assumptions) there exists a global pullback attractor, which is a graph of a function from the base to the fiber. It is also a forward attractor. However, the value of this function depends only on the past, so when we take the one-sided shift in the base, it disappears. We illustrate those phenomena on an example, where there are two piecewise linear homeomorphisms, one moving points to the right and the other one to the left.

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