Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics
Probability
2017-08-10 v4
Abstract
We study a model of stochastic evolutionary game dynamics in which the probabilities that agents choose suboptimal actions are dependent on payoff consequences. We prove a sample path large deviation principle, characterizing the rate of decay of the probability that the sample path of the evolutionary process lies in a prespecified set as the population size approaches infinity. We use these results to describe excursion rates and stationary distribution asymptotics in settings where the mean dynamic admits a globally attracting state, and we compute these rates explicitly for the case of logit choice in potential games.
Cite
@article{arxiv.1511.07897,
title = {Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics},
author = {William H. Sandholm and Mathias Staudigl},
journal= {arXiv preprint arXiv:1511.07897},
year = {2017}
}