Sunday, July 28, 2019

calculus - Identification of a curious function

During computation of some Shapley values (details below), I encountered the following function:
f(k02pk)=k01(pk+1)(pkk),
where p0>0 and pk+1>pk for all k. In other words, the input to f is the binary expansion of a real number in the range [0,1], and the pk correspond to the positions of 1s in the binary expansion.



For example, f(2t)=1/(t+1), so f(1/2)=1/2, f(1/4)=1/3 and so on. More complicated examples are f(5/8)=f(21+23)=1/2+1/(43)=7/12 and
f(2/3)=f(k02(2k+1))=k01(2k+2)(2k+1k)=π27.



The function f is a continuous increasing function satisfying f(0)=0, f(1)=1, and f(1t)=1f(t) for t[0,1]. It has vertical asymptotes at dyadic points.




Here is a plot of f:plot of f




Is the function f known?







Here is where f came from. Let n1 be an integer and let t[0,1]. For a permutation π of the numbers {2m:0mn1} satisfying π1(1)=i, we say that π is pivotal if $\sum_{j


For example, take n=4. The permutation 1/8,1/2,1,1/4 is pivotal for t(5/8,1]. For all n2 we have fn(1/2)=1/2, since π is pivotal iff 1 appears before 1/2 in π. The general formula for f is derived in a similar way.



We leave it to the reader to figure out how fn measures some Shapley value. The functions fn are step functions with steps of length 1/2n1. They are left-continuous, and are equal to f at the breakpoints.

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