SearcharxivSearch

arXiv · 2208.12245

Phase Transitions in Biased Opinion Dynamics with 2-choices Rule

Abstract

We consider a model of binary opinion dynamics where one opinion is inherently 'superior' than the other and social agents exhibit a 'bias' towards the superior alternative. Specifically, it is assumed that an agent updates its choice to the superior alternative with probability $\alpha >0$ irrespective of its current opinion and the opinions of the other agents. With probability $1-\alpha$ it adopts the majority opinion among two randomly sampled neighbours and itself. We are interested in the time it takes for the network to converge to a consensus state where all the agents adopt the superior alternative. In a fully connected network of size $n$, we show that irrespective of the initial configuration of the network, the average time to reach consensus scales as $\Theta(n \log n)$ when the bias parameter $\alpha$ is sufficiently high, i.e., $\alpha > \alpha_c$ where $\alpha_c$ is a threshold parameter that is uniquely characterised. When the bias is low, i.e., when $\alpha \in (0,\alpha_c]$, we show that the same rate of convergence can only be achieved if the initial proportion of agents with the superior opinion is above certain threshold $p_c(\alpha)$. If this is not the case, then we show that the network takes $\Omega(\exp(\Theta(n)))$ time on average to reach consensus. Through numerical simulations we observe similar behaviour for other classes of graphs.

Explore related subjects

Keep this discovery

BibTeXRIS

Arpan Mukhopadhyay. 2022-08-25. Phase Transitions in Biased Opinion Dynamics with 2-choices Rule. https://doi.org/10.1017/s0269964823000098

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR