Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics

William H. Sandholm; Mathias Staudigl

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arXiv · 1511.07897

Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics

William H. Sandholm·Mathias Staudigl

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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.

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William H. Sandholm, Mathias Staudigl. 2017-08-09. Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics. https://arxiv.org/abs/1511.07897

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