Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics
classification
🧮 math.PR
keywords
evolutionarypathsampledynamicsgamelargeratesstochastic
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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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