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The game dynamical equations are derived from Boltzmann-like equations for individual pair interactions by assuming a certain kind of imitation behavior, the so-called proportional imitation rule. They can be extended to a stochastic…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing

In this paper we study well-posedness and asymptotic stability for a class of nonlinear second-order evolution equations with intermittent delay damping. More precisely, a delay feedback and an undelayed one act alternately in time. We show…

Analysis of PDEs · Mathematics 2015-07-29 Genni Fragnelli , Cristina Pignotti

We study the stochastic evolution of four species in cyclic competition in a well mixed environment. In systems composed of a finite number $N$ of particles these simple interaction rules result in a rich variety of extinction scenarios,…

Statistical Mechanics · Physics 2012-07-09 C. H. Durney , S. O. Case , M. Pleimling , R. K. P. Zia

We study the persistence probability of a centered stationary Gaussian process on $\mathbb{Z}$ or $\mathbb{R}$, that is, its probability to remain positive for a long time. We describe the delicate interplay between this probability and the…

Probability · Mathematics 2020-08-05 Naomi Feldheim , Ohad Feldheim , Shahaf Nitzan

We construct a diffusion approximation of a repeated game in which agents make bets on outcomes of i.i.d. random vectors and their strategies are close to an asymptotically optimal strategy. This model can be interpreted as trading in an…

Mathematical Finance · Quantitative Finance 2021-08-30 Mikhail Zhitlukhin

It is known that learning of players who interact in a repeated game can be interpreted as an evolutionary process in a population of ideas. These analogies have so far mostly been established in deterministic models, and memory loss in…

Populations and Evolution · Quantitative Biology 2018-04-09 Robin Nicole , Peter Sollich , Tobias Galla

In this article, we study the long-time asymptotic properties of a non-linear and non-local equation of diffusive type which describes the rock-paper-scissors game in an interconnected population.We fully characterize the self-similar…

Analysis of PDEs · Mathematics 2024-07-18 Marco Antonio Fontelos , Francesco Salvarani , Nastassia Pouradier Duteil

In [AJM26], we gave large-time asymptotic bounds on the annealed survival probability of a moving polymer taking values in ${\mathbb R}^d, d \geq 1$. This polymer is a solution of a stochastic heat equation driven by additive spacetime…

Probability · Mathematics 2026-03-16 Siva Athreya , Mathew Joseph , Carl Mueller

A simple symmetric random walk in the space $\mathbb{Z}^2$ is considered. The asymptotic behavior as the number of jumps tends to infinity of the probability that a fixed edge of the random walk lies in the polygon that forms the boundary…

Probability · Mathematics 2026-05-05 Aleksandr Mysliuk

Stability of evolutionary dynamics of non-repeated Prisoner's Dilemma game with non-uniform interaction rates [1], via benefit and cost dilemma is studied . Moreover, the stability condition (b+c/b-c)2 < r1r3 is derived in case of…

Populations and Evolution · Quantitative Biology 2011-03-29 M. I. Shehata

Existing theoretical models of evolution focus on the relative fitness advantages of different mutants in a population while the dynamic behavior of the population size is mostly left unconsidered. We here present a generic stochastic model…

Populations and Evolution · Quantitative Biology 2010-10-20 Anna Melbinger , Jonas Cremer , Erwin Frey

Game theoretic tools are utilized to analyze a one-locus continuous selection model of sex-specific meiotic drive by considering nonequivalence of the viabilities of reciprocal heterozygotes that might be noticed at an imprinted locus. The…

Populations and Evolution · Quantitative Biology 2015-12-07 Bijan Sarkar

The Letter presents a novel way to connect random walks, stochastic differential equations, and evolutionary game theory. We introduce a new concept of potential function for discrete-space stochastic systems. It is based on a…

Populations and Evolution · Quantitative Biology 2018-01-25 Paweł Nałęcz-Jawecki , Jacek Miękisz

In this paper we consider multi-agent coalitional games with uncertain value functions for which we establish distribution-free guarantees on the probability of allocation stability, i.e., agents do not have incentives to defect from the…

Optimization and Control · Mathematics 2022-06-24 George Pantazis , Filippo Fabiani , Filiberto Fele , Kostas Margellos

This paper presents a model of network formation in repeated games where the players adapt their strategies and network ties simultaneously using a simple reinforcement-learning scheme. It is demonstrated that the coevolutionary dynamics of…

Multiagent Systems · Computer Science 2013-08-06 Ardeshir Kianercy , Aram Galstyan

In evolutionary game theory, it is customary to be partial to the dynamical models possessing fixed points so that they may be understood as the attainment of evolutionary stability, and hence, Nash equilibrium. Any show of periodic or…

Populations and Evolution · Quantitative Biology 2021-02-23 Archan Mukhopadhyay , Sagar Chakraborty

We show that the problem of deciding whether in a multi-player perfect information recursive game (i.e. a stochastic game with terminal rewards) there exists a stationary Nash equilibrium ensuring each player a certain payoff is Existential…

Computer Science and Game Theory · Computer Science 2020-08-19 Kristoffer Arnsfelt Hansen , Steffan Christ Sølvsten

Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obtained under various conditions on the spectral measure of the process. Examples are given to show that the persistence probability can decay…

Probability · Mathematics 2016-02-02 Krishna M. , Manjunath Krishnapur

When a prediction algorithm serves a collection of users, disparities in prediction quality are likely to emerge. If users respond to accurate predictions by increasing engagement, inviting friends, or adopting trends, repeated learning…

Machine Learning · Computer Science 2025-11-27 Eden Saig , Nir Rosenfeld

We derive explicit formulae for the expected volume and the expected number of facets of the convex hull of several multidimensional Gaussian random walks in terms of the Gaussian persistence probabilities. Special cases include the already…

Probability · Mathematics 2020-12-25 Julien Randon-Furling , Dmitry Zaporozhets