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In dynamic settings each economic agent's choices can be revealing of her private information. This elicitation via the rationalization of observable behavior depends each agent's perception of which payoff-relevant contingencies other…
Certain Markov processes, or deterministic evolution equations, have the property that they are dual to a stochastic process that exhibits extinction versus unbounded growth, i.e., the total mass in such a process either becomes zero, or…
In recent years, opinion dynamics has received an increasing attention, and various models have been introduced and evaluated mainly by simulation. In this study, we introduce and study a dynamical model inspired by the so-called `bounded…
We consider a renewal-reward process with multivariate rewards. Such a process is constructed from an i.i.d.\ sequence of time periods, to each of which there is associated a multivariate reward vector. The rewards in each time period may…
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,…
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…
We consider a network of coupled agents playing the Prisoner's Dilemma game, in which players are allowed to pick a strategy in the interval [0,1], with 0 corresponding to defection, 1 to cooperation, and intermediate values representing…
We study a random game in which two players in turn play a fixed number of moves. For each move, there are two possible choices. To each possible outcome of the game we assign a winner in an i.i.d. fashion with a fixed parameter p. In the…
We study the persistence probability for some discrete-time, time-reversible processes. In particular, we deduce the persistence exponent in a number of examples: first, we deal with random walks in random sceneries (RWRS) in any dimension…
In pedestrian dynamics, the internal drive that propels individuals toward their goals is typically captured by a single, fixed parameter, the desired walking speed. This simplification overlooks that motivation fluctuates in response to…
We consider the allocation of $m$ balls (jobs) into $n$ bins (servers). In the Two-Choice process, for each of $m$ sequentially arriving balls, two randomly chosen bins are sampled and the ball is placed in the least loaded bin. It is…
We bring to bear an empirical model of the distribution of twin primes and produce two distinct results. The first is that we can make a quantitative probabilistic prediction of the occurrence of gaps in the sequence of twins within the…
Traditionally, Probability theory was dealing with limit theorems where 'limit" means that time tends to infinity. Questions about finite time dynamics (evolution) were always considered as, although important for practical applications,…
The goal of developing a firmer theoretical understanding of inhomogenous temporal processes -- in particular, the waiting times in some collective dynamical system -- is attracting significant interest among physicists. Quantifying the…
We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…
This work develops asymptotic properties of a class of switching jump diffusion processes. The processes under consideration may be viewed as a number of jump diffusion processes modulated by a random switching mechanism. The underlying…
Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ with increments $(1,0)$, $(-1,0)$, $(0,1)$ and $(0,-1)$; $X$ represents, at arrivals and service completions, the lengths of two queues working in parallel whose service and…
Evolutionary game theory classically investigates which behavioral patterns are evolutionarily successful in a single game. More recently, a number of contributions have studied the evolution of preferences instead: which subjective…
Extortion strategies can dominate any opponent in an iterated prisoner's dilemma game. But if players are able to adopt the strategies performing better, extortion becomes widespread and evolutionary unstable. It may sometimes act as a…
We consider models of evolving networks $\{\mathcal{G}_n:n\geq 0\}$ modulated by two parameters: an attachment function $f:\mathbb{N}_0\to\mathbb{R}_+$ and a (possibly random) attachment sequence $\{m_i:i\geq 1\}$. Starting with a single…