TY - JOUR
T1 - The Dyson and Coulomb Games
AU - Carmona, René
AU - Cerenzia, Mark
AU - Palmer, Aaron Zeff
N1 - Funding Information:
The second author would like to thank many people: Ramon Van Handel, for discussing ergodic theory and a toy version of the open loop model; Mykhaylo Shkolnikov, for introducing him to Sect. 3 of [] and for important suggested edits; Daniel Lacker, for helpful comments on early drafts; and Peter Forrester, for useful correspondence. The first author was partially supported by NSF #DMS–1716673, and the first and second authors by ARO #W911NF–17–1–0578. The second and third authors also thank IPAM for hosting them during final edits of the initial version of this paper.
Publisher Copyright:
© 2020, Springer Nature Switzerland AG.
PY - 2020/9/1
Y1 - 2020/9/1
N2 - We introduce and investigate certain N player dynamic games on the line and in the plane that admit Coulomb gas dynamics as a Nash equilibrium. Most significantly, we find that the universal local limit of the equilibrium is sensitive to the chosen model of player information in one dimension but not in two dimensions. We also find that players can achieve game theoretic symmetry through selfish behavior despite non-exchangeability of states, which allows us to establish strong localized convergence of the N-Nash systems to the expected mean field equations when tested against locally optimal player ensembles, i.e., against those exhibiting the same local limit as the Nash-optimal ensemble. In one dimension, this convergence notably features a nonlocal-to-local transition in the population dependence of the N-Nash system.
AB - We introduce and investigate certain N player dynamic games on the line and in the plane that admit Coulomb gas dynamics as a Nash equilibrium. Most significantly, we find that the universal local limit of the equilibrium is sensitive to the chosen model of player information in one dimension but not in two dimensions. We also find that players can achieve game theoretic symmetry through selfish behavior despite non-exchangeability of states, which allows us to establish strong localized convergence of the N-Nash systems to the expected mean field equations when tested against locally optimal player ensembles, i.e., against those exhibiting the same local limit as the Nash-optimal ensemble. In one dimension, this convergence notably features a nonlocal-to-local transition in the population dependence of the N-Nash system.
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U2 - 10.1007/s00023-020-00936-y
DO - 10.1007/s00023-020-00936-y
M3 - Article
AN - SCOPUS:85088927477
SN - 1424-0637
VL - 21
SP - 2897
EP - 2949
JO - Annales Henri Poincare
JF - Annales Henri Poincare
IS - 9
ER -