Evolutionary games with facilitators: When does selection favor cooperation?

We study the combined influence of selection and random fluctuations on the evolutionary dynamics of two-strategy (“cooperation” and “defection”) games in populations comprising cooperation facilitators. The latter are individuals that support cooperation by enhancing the reproductive potential of cooperators relative to the fitness of defectors. By computing the fixation probability of a single cooperator in finite and well-mixed populations that include a fixed number of facilitators, and by using mean field analysis, we determine when selection promotes cooperation in the important classes of prisoner’s dilemma, snowdrift and stag-hunt games. In particular, we identify the circumstances under which selection favors the replacement and invasion of defection by cooperation. Our findings, corroborated by stochastic simulations, show that the spread of cooperation can be promoted through various scenarios when the density of facilitators exceeds a critical value whose dependence on the population size and selection strength is analyzed. We also determine under which conditions cooperation is more likely to replace defection than vice versa.     

A Fourier formulation of the Frostman criterion for random graphs and its applications to wavelet series

In the paper by F. Roueff “Almost sure Hausdorff dimensions of graphs of random wavelet series” [J. Fourier Anal. Appl., to appear] lower bounds of the Hausdorff dimension of the graphs of random wavelet series (RWS) have been obtained essentially under the hypothesis that the wavelet coefficients have a bounded probability density function (p.d.f.) with respect to the Lebesgue measure. In this article we extend these lower bounds to classes of RWS that do not satisfy this hypothesis.     

Optimal advertising/ordering policy and finance mode selection for a capital-constrained retailer with stochastic demand

In this paper, we discuss how a capital-constrained retailer determines his optimal advertising/ordering policy and selects his financing mode when he faces the following modes: no financing service, bank financing, and supplier/mixed financing. For each mode, we construct an optimization model and present a method for how the retailer determines his corresponding optimal advertising and ordering policies in the terms of his initial capital level. Furthermore, we derive the conditions of retailer selecting the optimal financing mode based on both his initial capital level and the interest rates of the financing services. We show that when the retailer is relatively “poor,” he prefers bank financing mode if the bank interest rate is lower than the supplier, otherwise mixed financing mode; when he is moderately “rich,” he only selects supplier financing mode if the bank interest rate is greater than a threshold value and otherwise bank financing mode; however, when he is relatively “rich,” he always chooses bank financing mode even if the bank interest rate is higher than the supplier. We conduct numerical studies to illustrate the theoretical results and find adopting financing service significantly improves the retailer’s performance especially when he has relatively low initial capital level.     

Correlated intensity,counter party risks,and dependent mortalities

In this paper we use an intensity-based framework to analyze and compute the correlated default probabilities, both in finance and actuarial sciences, following the idea of “change of measure” initiated by Collin-Dufresne et al. (2004). Our method is based on a representation theorem for joint survival probability among an arbitrary number of defaults, which works particularly effectively for certain types of correlated default models, including the counter-party risk models of Jarrow and Yu (2001) and related problems such as the phenomenon of “flight to quality”. The results are also useful in studying the recently observed dependent mortality for married couples involving spousal bereavement. In particular we study in details a problem of pricing Universal Variable Life (UVL) insurance products. The explicit formulae for the joint-life status and last-survivor status (or equivalently, the probability distribution of first-to-default and last-to-default in a multi-firm setting) enable us to derive the explicit solution to the indifference pricing formula without using any advanced results in partial differential equations.     

Phase transitions of the Moran process and algorithmic consequences

The Moran process is a random process that models the spread of genetic mutations through graphs. On connected graphs, the process eventually reaches “fixation,” where all vertices are mutants, or “extinction,” where none are. Our main result is an almost‐tight upper bound on expected absorption time. For all ?>0, we show that the expected absorption time on an n‐vertex graph is o(n^3+?). Specifically, it is at most , and there is a family of graphs where it is Ω(n³). In proving this, we establish a phase transition in the probability of fixation, depending on the mutants' fitness r. We show that no similar phase transition occurs for digraphs, where it is already known that the expected absorption time can be exponential. Finally, we give an improved fully polynomial randomized approximation scheme (FPRAS) for approximating the probability of fixation. On degree‐bounded graphs where some basic properties are given, its running time is independent of the number of vertices.     

The emergence of kinship behavior in structured populations of unrelated individuals

The paper provides an explanation for altruistic behavior based on the matching and learning technology in the population. In a infinite structured population, in which individuals meet and interact with their neighbors, individuals learn by imitating their more successful neighbors. We ask which strategies are robust against invasion of mutants: A strategy is unbeatable if when all play it and a finite group of identical mutants enters then the learning process eliminates the mutants with probability 1. We find that such an unbeatable strategy is necessarily one in which each individual behaves as if he is related to his neighbors and takes into account their welfare as well as his. The degree to which he cares depends on the radii of his neighborhoods. Received June 1996/Revised version October 1998     

Cooperation in changing environments: Irreversibility in the transition to cooperation in complex networks

In the framework of the evolutionary dynamics of the Prisoner’s Dilemma game on complex networks, we investigate the possibility that the average level of cooperation shows hysteresis under quasi-static variations of a model parameter (the “temptation to defect”). Under the “discrete replicator” strategy updating rule, for both Erdös–Rényi and Barabási–Albert graphs we observe cooperation hysteresis cycles provided one reaches tipping point values of the parameter; otherwise, perfect reversibility is obtained. The selective fixation of cooperation at certain nodes and its organization in cooperator clusters, that are surrounded by fluctuating strategists, allows the rationalization of the “lagging behind” behavior observed.     

Evolutionary dynamics of phenotype-structured populations: from individual-level mechanisms to population-level consequences

Epigenetic mechanisms are increasingly recognised as integral to the adaptation of species that face environmental changes. In particular, empirical work has provided important insights into the contribution of epigenetic mechanisms to the persistence of clonal species, from which a number of verbal explanations have emerged that are suited to logical testing by proof-of-concept mathematical models. Here, we present a stochastic agent-based model and a related deterministic integrodifferential equation model for the evolution of a phenotype-structured population composed of asexually-reproducing and competing organisms which are exposed to novel environmental conditions. This setting has relevance to the study of biological systems where colonising asexual populations must survive and rapidly adapt to hostile environments, like pathogenesis, invasion and tumour metastasis. We explore how evolution might proceed when epigenetic variation in gene expression can change the reproductive capacity of individuals within the population in the new environment. Simulations and analyses of our models clarify the conditions under which certain evolutionary paths are possible and illustrate that while epigenetic mechanisms may facilitate adaptation in asexual species faced with environmental change, they can also lead to a type of “epigenetic load” and contribute to extinction. Moreover, our results offer a formal basis for the claim that constant environments favour individuals with low rates of stochastic phenotypic variation. Finally, our model provides a “proof of concept” of the verbal hypothesis that phenotypic stability is a key driver in rescuing the adaptive potential of an asexual lineage and supports the notion that intense selection pressure can, to an extent, offset the deleterious effects of high phenotypic instability and biased epimutations, and steer an asexual population back from the brink of an evolutionary dead end.     

Modèle à indice fonctionnel simple

This paper concerns a generalization of the “Single Index Model” when the explanatory variable is valued in an infinite dimensional space. Such model will be called the “Single Functional Index Model”. The main contribution of this study is to propose a functional framework which includes the classical vectorial case. Pointwise asymptotic properties are stated under less restrictive conditions on the law of the explanatory variable than what it is usually assumed in the vectorial case. To cite this article: F. Ferraty et al., C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

On non-Markovian forward–backward SDEs and backward stochastic PDEs

In this paper, we establish an equivalence relationship between the wellposedness of forward–backward SDEs (FBSDEs) with random coefficients and that of backward stochastic PDEs (BSPDEs). Using the notion of the “decoupling random field”, originally observed in the well-known Four Step Scheme (Ma et al., 1994 [13]) and recently elaborated by Ma et al. (2010) [14], we show that, under certain conditions, the FBSDE is wellposed if and only if this random field is a Sobolev solution to a degenerate quasilinear BSPDE, extending the existing non-linear Feynman–Kac formula to the random coefficient case. Some further properties of the BSPDEs, such as comparison theorem and stability, will also be discussed.     

On security properties of all-or-nothing transforms

All-or-nothing transforms have been defined as bijective mappings on all s-tuples over a specified finite alphabet. These mappings are required to satisfy certain “perfect security” conditions specified using entropies of the probability distribution defined on the input s-tuples. Alternatively, purely combinatorial definitions of AONTs have been given, which involve certain kinds of “unbiased arrays”. However, the combinatorial definition makes no reference to probability definitions. In this paper, we examine the security provided by AONTs that satisfy the combinatorial definition. The security of the AONT can depend on the underlying probability distribution of the s-tuples. We show that perfect security is obtained from an AONT if and only if the input s-tuples are equiprobable. However, in the case where the input s-tuples are not equiprobable, we still achieve a weaker security guarantee. We also consider the use of randomized AONTs to provide perfect security for a smaller number of inputs, even when those inputs are not equiprobable.

     

Sufficiency and fuzziness in random experiments

In previous papers, the consequences of the “presence of fuzziness” in the experimental information on which statistical inferences are based were discussed. Thus, the intuitive assertion «fuzziness entails a loss of information» was formalized, by comparing the information in the “exact case” with that in the “fuzzy case”. This comparison was carried out through different criteria to compare experiments (in particular, that based on the “pattern” one, Blackwell's sufficiency criterion). Our purpose now is slightly different, in the sense that we try to compare two “fuzzy cases”. More precisely, the question we are interested in is the following: how will different “degrees of fuzziness” in the experimental information affect the sufficiency? In this paper, a study of this question is carried out by constructing an alternative criterion (equivalent to sufficiency under comparability conditions), but whose interpretation is more intuitive in the fuzzy case. The study is first developed for Bernoulli experiments, and the coherence with the axiomatic requirements for measures of fuzziness is also analyzed in such a situation. Then it is generalized to other random experiments and a simple example is examined.     

The Lovász Local Lemma and Its Applications to some Combinatorial Arrays

The Lovász Local Lemma is a useful tool in the “probabilistic method” that has found many applications in combinatorics. In this paper, we discuss applications of the Lovász Local Lemma to some combinatorial set systems and arrays, including perfect hash families, separating hash families, ?-free systems, splitting systems, and generalized cover-free families. We obtain improved bounds for some of these set sytems. Also, we compare some of the bounds obtained from the local lemma to those using the basic probabilistic method as well as the well-known “expurgation” method. Finally, we briefly consider a “high probability” variation of the method, wherein a desired object is obtained with high probability in a suitable space.     

竞争型“以旧换再”闭环供应链策略选择及生产决策研究

针对两阶段闭环供应链系统,研究了古诺竞争型闭环供应链中的“以旧换再”策略选择问题。研究发现:(1)企业如何及何时实施“以旧换再”策略取决于自身及竞争企业的再制造水平。再制造水平不仅影响了企业的“以旧换再”数量,同时还会影响产品市场份额及利润。(2)“以旧换再”策略可以提高企业竞争力,增加企业产品市场份额和提高收益;(3)提高 “以旧换再”补贴及再制造产品接受度, 降低“二手市场”价格,均可以降低企业实施“以旧换再”策略和提高企业的“以旧换再”数量。     

Tree-valued resampling dynamics Martingale problems and applications

The measure-valued Fleming–Viot process is a diffusion which models the evolution of allele frequencies in a multi-type population. In the neutral setting the Kingman coalescent is known to generate the genealogies of the “individuals” in the population at a fixed time. The goal of the present paper is to replace this static point of view on the genealogies by an analysis of the evolution of genealogies. We encode the genealogy of the population as an (isometry class of an) ultra-metric space which is equipped with a probability measure. The space of ultra-metric measure spaces together with the Gromov-weak topology serves as state space for tree-valued processes. We use well-posed martingale problems to construct the tree-valued resampling dynamics of the evolving genealogies for both the finite population Moran model and the infinite population Fleming–Viot diffusion. We show that sufficient information about any ultra-metric measure space is contained in the distribution of the vector of subtree lengths obtained by sequentially sampled “individuals”. We give explicit formulas for the evolution of the Laplace transform of the distribution of finite subtrees under the tree-valued Fleming–Viot dynamics.     

Martingales,scale functions and stochastic life annuities: a note

In this note we derive the most general conditions under which the probability distribution of a generalized stochastic life annuity can be obtained by using the scale function methodology. Our main result is that the cumulative distribution function (CDF) of the generalized stochastic life annuity will obey the partial differential equation (PDE) satisfied by the scale function whenever the underlying process can be “Markovianized”. The scale function is the mapping which converts a Markov diffusion process into a martingale. In many cases, the resulting PDE can be easily solved to yield a closed form expression for the CDF.     

Stochastic Epidemic SEIRS Models with a Constant Latency Period

In this paper, we consider the stability of a class of deterministic and stochastic SEIRS epidemic models with delay. Indeed, we assume that the transmission rate could be stochastic and the presence of a latency period of r consecutive days, where r is a fixed positive integer, in the “exposed” individuals class E. Studying the eigenvalues of the linearized system, we obtain conditions for the stability of the free disease equilibrium, in both the cases of the deterministic model with and without delay. In this latter case, we also get conditions for the stability of the coexistence equilibrium. In the stochastic case, we are able to derive a concentration result for the random fluctuations and then, using the Lyapunov method, to check that under suitable assumptions the free disease equilibrium is still stable.     

Modeling Capital Gains Taxes for Trading Strategies of Infinite Variation

In this article, we show that the payment flow of a linear tax on trading gains from a security with a semimartingale price process can be constructed for all càglàd and adapted trading strategies. It is characterized as the unique continuous extension of the tax payments for elementary strategies w.r.t. the convergence “uniformly in probability.” In this framework, we prove that under quite mild assumptions dividend payoffs have almost surely a negative effect on investor’s after-tax wealth if the riskless interest rate is always positive. In addition, we give an example for tax-efficient strategies for which the tax payment flow can be computed explicitly.