Metastability of Asymptotically Well-Behaved Potential Games

One of the main criticisms to game theory concerns the assumption of full rationality. Logit dynamics is a decentralized algorithm in which a level of irrationality (a.k.a. "noise") is introduced in players' behavior. In this context, the solution concept of interest becomes the logit equilibrium, as opposed to Nash equilibria. Logit equilibria are distributions over strategy profiles that possess several nice properties, including existence and uniqueness. However, there are games in which their computation may take time exponential in the number of players. We therefore look at an approximate version of logit equilibria, called metastable distributions, introduced by Auletta et al. [SODA 2012]. These are distributions that remain stable (i.e., players do not go too far from it) for a super-polynomial number of steps (rather than forever, as for logit equilibria). The hope is that these distributions exist and can be reached quickly by logit dynamics. We identify a class of potential games, called asymptotically well-behaved, for which the behavior of the logit dynamics is not chaotic as the number of players increases so to guarantee meaningful asymptotic results. We prove that any such game admits distributions which are metastable no matter the level of noise present in the system, and the starting profile of the dynamics. These distributions can be quickly reached if the rationality level is not too big when compared to the inverse of the maximum difference in potential. Our proofs build on results which may be of independent interest, including some spectral characterizations of the transition matrix defined by logit dynamics for generic games and the relationship of several convergence measures for Markov chains

Entanglement Entropy, decoherence, and quantum phase transition of a dissipative two-level system

The concept of entanglement entropy appears in multiple contexts, from black hole physics to quantum information theory, where it measures the entanglement of quantum states. We investigate the entanglement entropy in a simple model, the spin-boson model, which describes a qubit (two-level system) interacting with a collection of harmonic oscillators that models the environment responsible for decoherence and dissipation. The entanglement entropy allows to make a precise unification between entanglement of the spin with its environment, decoherence, and quantum phase transitions. We derive exact analytical results which are confirmed by Numerical Renormalization Group arguments both for an ohmic and a subohmic bosonic bath. Those demonstrate that the entanglement entropy obeys universal scalings. We make comparisons with entanglement properties in the quantum Ising model and in the Dicke model. We also emphasize the possibility of measuring this entanglement entropy using charge qubits subject to electromagnetic noise; such measurements would provide an empirical proof of the existence of entanglement entropy.Comment: 38 pages, 8 figures, related to cond-mat/0612095 and arXiv:0705.0957; final version to appear in Annals of Physic

Spin density wave dislocation in chromium probed by coherent x-ray diffraction

We report on the study of a magnetic dislocation in pure chromium. Coherent x-ray diffraction profiles obtained on the incommensurate Spin Density Wave (SDW) reflection are consistent with the presence of a dislocation of the magnetic order, embedded at a few micrometers from the surface of the sample. Beyond the specific case of magnetic dislocations in chromium, this work may open up a new method for the study of magnetic defects embedded in the bulk.Comment: 8 pages, 7 figure

A numerical study on the evolution of portfolio rules

In this paper we test computationally the performance of CAPM in an evolutionary setting. In particular we study the stability of distribution of wealth in a financial market where some traders invest as prescribed by CAPM and others behave according to different portfolio rules. Our study is motivated by recent analytical results that show that, whenever a logarithmic utility maximiser enters the market, CAPM traders vanish in the long run. Our analysis provides further insights and extends these results. We simulate a sequence of trades in a financial market and: first, we address the issue of how long is the long run in different parametric settings; second, we study the effect of heterogeneous savings behaviour on asymptotic wealth shares. We find that CAPM is particularly “unfit” for highly risky environments

Optimal interdependence between networks for the evolution of cooperation

Recent research has identified interactions between networks as crucial for the outcome of evolutionary games taking place on them. While the consensus is that interdependence does promote cooperation by means of organizational complexity and enhanced reciprocity that is out of reach on isolated networks, we here address the question just how much interdependence there should be. Intuitively, one might assume the more the better. However, we show that in fact only an intermediate density of sufficiently strong interactions between networks warrants an optimal resolution of social dilemmas. This is due to an intricate interplay between the heterogeneity that causes an asymmetric strategy flow because of the additional links between the networks, and the independent formation of cooperative patterns on each individual network. Presented results are robust to variations of the strategy updating rule, the topology of interdependent networks, and the governing social dilemma, thus suggesting a high degree of universality

Illuminating hydrological processes at the soil-vegetation-atmosphere interface with water stable isotopes

Funded by DFG research project “From Catchments as Organised Systems to Models based on Functional Units” (FOR 1Peer reviewedPublisher PDFPublisher PD

A measure of individual role in collective dynamics

Identifying key players in collective dynamics remains a challenge in several research fields, from the efficient dissemination of ideas to drug target discovery in biomedical problems. The difficulty lies at several levels: how to single out the role of individual elements in such intermingled systems, or which is the best way to quantify their importance. Centrality measures describe a node's importance by its position in a network. The key issue obviated is that the contribution of a node to the collective behavior is not uniquely determined by the structure of the system but it is a result of the interplay between dynamics and network structure. We show that dynamical influence measures explicitly how strongly a node's dynamical state affects collective behavior. For critical spreading, dynamical influence targets nodes according to their spreading capabilities. For diffusive processes it quantifies how efficiently real systems may be controlled by manipulating a single node.Comment: accepted for publication in Scientific Report

Hysteresis, Avalanches, and Disorder Induced Critical Scaling: A Renormalization Group Approach

We study the zero temperature random field Ising model as a model for noise and avalanches in hysteretic systems. Tuning the amount of disorder in the system, we find an ordinary critical point with avalanches on all length scales. Using a mapping to the pure Ising model, we Borel sum the $6-\epsilon$ expansion to $O(\epsilon^5)$ for the correlation length exponent. We sketch a new method for directly calculating avalanche exponents, which we perform to $O(\epsilon)$. Numerical exponents in 3, 4, and 5 dimensions are in good agreement with the analytical predictions.Comment: 134 pages in REVTEX, plus 21 figures. The first two figures can be obtained from the references quoted in their respective figure captions, the remaining 19 figures are supplied separately in uuencoded forma

Charge separation relative to the reaction plane in Pb-Pb collisions at sNN=2.76\sqrt{s_{\rm NN}}= 2.76 TeV

Measurements of charge dependent azimuthal correlations with the ALICE detector at the LHC are reported for Pb-Pb collisions at $\sqrt{s_{\rm NN}} = 2.76$ TeV. Two- and three-particle charge-dependent azimuthal correlations in the pseudo-rapidity range $|\eta| < 0.8$ are presented as a function of the collision centrality, particle separation in pseudo-rapidity, and transverse momentum. A clear signal compatible with a charge-dependent separation relative to the reaction plane is observed, which shows little or no collision energy dependence when compared to measurements at RHIC energies. This provides a new insight for understanding the nature of the charge dependent azimuthal correlations observed at RHIC and LHC energies.Comment: 12 pages, 3 captioned figures, authors from page 2 to 6, published version, figures at http://aliceinfo.cern.ch/ArtSubmission/node/286

A note on comonotonicity and positivity of the control components of decoupled quadratic FBSDE

In this small note we are concerned with the solution of Forward-Backward Stochastic Differential Equations (FBSDE) with drivers that grow quadratically in the control component (quadratic growth FBSDE or qgFBSDE). The main theorem is a comparison result that allows comparing componentwise the signs of the control processes of two different qgFBSDE. As a byproduct one obtains conditions that allow establishing the positivity of the control process.Comment: accepted for publicatio