Solutions of the Multivariate Inverse Frobenius–Perron Problem

oleh: Colin Fox, Li-Jen Hsiao, Jeong-Eun (Kate) Lee

Format: Article
Diterbitkan: MDPI AG 2021-06-01

Deskripsi

We address the inverse Frobenius–Perron problem: given a prescribed target distribution <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>ρ</mi></semantics></math></inline-formula>, find a deterministic map <i>M</i> such that iterations of <i>M</i> tend to <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>ρ</mi></semantics></math></inline-formula> in distribution. We show that all solutions may be written in terms of a factorization that combines the forward and inverse Rosenblatt transformations with a uniform map; that is, a map under which the uniform distribution on the <i>d</i>-dimensional hypercube is invariant. Indeed, every solution is equivalent to the choice of a uniform map. We motivate this factorization via one-dimensional examples, and then use the factorization to present solutions in one and two dimensions induced by a range of uniform maps.