Darwinian evolution as Brownian motion on the simplex: a geometric perspective on stochastic replicator dynamics

DOI10.1214/22-AAP1817MaRDI QIDQ6103971zbMATH OpenOpenAlexFDO

Authors Tobias Lehmann

Publication date 5 June 2023

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2008.05410

zbMATH Keywords

Aitchison geometryBrownian motionDirichlet distributionFokker-Planck equationinvariant measurerandom fitness landscapereplicator dynamicsrevolutionary stable strategyWasserstein contraction

Mathematics Subject Classification ID

Other finite linear geometries (51E26) Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Evolutionary games (91A22) Population dynamics (general) (92D25)

Abstract: We prove that stochastic replicator dynamics can be interpreted as intrinsic Brownian motion on the simplex equipped the Aitchison geometry. As an immediate consequence we derive three approximation results in the spirit of Wong-Zakai approximation, Donsker's invariance principle and a JKO-scheme. Finally, using the Fokker-Planck equation and Wasserstein-contraction estimates, we study the long time behavior of the stochastic replicator equation, as an example of a non-gradient drift diffusion on the Aitchison simplex.

Review text

In the paper, the author proves that stochastic replicator dynamics can be interpreted as intrinsic Brownian motion on the simplex equipped with the Aitchison geometry. As an immediate consequence, the author derives three approximation results in the spirit of Wong-Zakai approximation, Donsker's invariance principle and a JKO-scheme. Using the Fokker-Planck equation and Wasserstein-contraction estimates, the author also studies the long time behavior of the stochastic replicator equation, as an example of a nongradient drift diffusion on the Aitchison simplex.

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Cited in

(2)

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