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Bounds for the binomial Fisher limiting prior

Determine the limsup and liminf of the equilibrium prior P^*_N(x_A,x_B) for the binomial Fisher games {N,x_A,x_B} as N \to \infty with 0 < x_A < x_B < 1, and prove that P^*_N(x_A,x_B) does not converge but has finite upper and lower bounds given by explicit closed-form expressions.

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Background

In the binomial Fisher limit {N,x_A,x_B}, the sampling distributions are binomial and the symmetric equilibrium yields a prior P*_N(x_A,x_B) that appears not to converge as N grows. Numerical evidence and heuristic derivations indicate oscillatory behavior with apparent envelope bounds.

The conjecture asserts the existence of finite limiting superior and inferior values of P*_N(x_A,x_B) and proposes explicit formulas for these bounds (referenced in the text), but a rigorous proof establishing both the non-convergence and the precise bounding values remains open.

References

Conjecture [Binomial Fisher limiting prior bounds]\n\nThe prior of Binomial Fisher games does not converge as $N \to \infty$, but it has finite upper and lower bounds in the limit:\n\n$\limsup\limits_{N \to \infty} P*_N(x_A,x_B) = \overline{P}*\loopedsquare(x_A,x_B)$\n\n$\liminf\limits{N \to \infty} P*_N(x_A,x_B) = \underline{P}*_\loopedsquare(x_A,x_B)$\n\nThe conjectured explicit expression for the bounds can be found in equation \ref{deriv:liminfPN} and \ref{deriv:limsupPN}.

Statistical Games (2402.15892 - Konczer, 24 Feb 2024) in Subsubsection: Binomial Fisher limiting prior bounds (within Limiting policies for N → ∞)