Probabilistic Analysis of Replicator-Mutator Equations
Analysis of PDEs
2020-03-16 v2 Probability
Abstract
This paper introduces a general class of Replicator-Mutator equations on a multi-dimensional fitness space. We establish a novel probabilistic representation of weak solutions of the equation by using the theory of Fockker-Planck-Kolmogorov (FPK) equations and a martingale extraction approach. The examples with closed-form probabilistic solutions for different fitness functions considered in the existing literature are provided. We also construct a particle system and prove a general convergence result to any solution to the FPK equation associated with the extended Replicator-Mutator equation with respect to a Wasserstein-like distance adapted to our probabilistic framework.
Cite
@article{arxiv.2003.05143,
title = {Probabilistic Analysis of Replicator-Mutator Equations},
author = {Lijun Bo and Huafu Liao},
journal= {arXiv preprint arXiv:2003.05143},
year = {2020}
}
Comments
25 pages, 0 figure