Abstract
We propose and study a new model for competitions, specifically sports multi-player leagues where the initial strengths of the teams are independent i.i.d. random variables that evolve during different days of the league according to independent ergodic processes. The result of each match is random: the probability that a team wins against another team is determined by a function of the strengths of the two teams in the day the match is played.
Our model generalizes some previous models studied in the physical and mathematical literature and is defined in terms of different parameters that can be statistically calibrated. We prove a quenched—conditioning on the initial strengths of the teams—law of large numbers and a quenched central limit theorem for the number of victories of a team according to its initial strength.
To obtain our results, we prove a theorem of independent interest. For a stationary process satisfying a mixing condition and an independent sequence of i.i.d. random variables , we prove a quenched—conditioning on —central limit theorem for sums of the form , where g is a bounded measurable function. We highlight that the random variables are not stationary conditioning on .
Acknowledgments
The authors are very grateful to Itai Benjamini, Jean Bertoin, Mathilde Bouvel and Valentin Féray for many interesting suggestions and discussions. We also thank Emilio Corso for a careful reading of a preliminary draft of the paper.
Citation
Jacopo Borga. Benedetta Cavalli. "Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths." Ann. Appl. Probab. 32 (6) 4398 - 4425, December 2022. https://doi.org/10.1214/22-AAP1790
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