Stochastic Approximation to Understand Simple Simulation Models

Izquierdo, Segismundo; Izquierdo, Luis
April 2013
Journal of Statistical Physics;Apr2013, Vol. 151 Issue 1/2, p254
Academic Journal
This paper illustrates how a deterministic approximation of a stochastic process can be usefully applied to analyse the dynamics of many simple simulation models. To demonstrate the type of results that can be obtained using this approximation, we present two illustrative examples which are meant to serve as methodological references for researchers exploring this area. Finally, we prove some convergence results for simulations of a family of evolutionary games, namely, intra-population imitation models in n-player games with arbitrary payoffs.


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