Towards a Logic of Stylized Facts in Computational Social Science

[preliminary version; please do not cite]

Gabriel Istrate

Abstract Can virtual interactions and computerized simulations provide a testing ground for theories that try to account for the evolution of norms in real-life settings? This question forms the basis of the important (and so far unsolved) problem of verication and validation in the area of Social Simulation. In this paper I will attempt to situate this problem within the mechanism-based approach to Analytical Sociology [Hedstrm and Bearman, 2009]. I will advocate o the development of an agile logical framework (or combination of logical frameworks) necessary to precisely specify concepts in social simulations that enable verication and validation. As a pedagogical example I will discuss the dynamics of stylized facts in a version of Peyton-Youngs stochastic stability approach to selection of risk-dominant equilibria. The model is built in a bottom-up fashion, also highlighting adversarial scheduling approach I am currently developing ([Istrate et al., 2008, Istrate, 2008, Istrate et al., 2011]), a robustness analysis that should be part of any solution to the verication and validation problem.

1 Introduction
Can there be a logic of society ? Or, stated less ambitiously, what is the role (if any) of logical methods in describing social dynamics ? This is a question that seems to have been asked so many times, with so many dierent interpretations in mind that a complete survey of this literature would not be particularly enlightening. Elster argued [Elster, 1978] that logical theory can be applied not only in the formalization of knowledge already obtained by other means, but that logic can enter in the creative and constructive phase of scientic work (op.cit. pp. 1). He explored the role of quantied modal logic in describing social reality, with a particular focus towards developing his method as an alternative to Hegelian dialectics. Ragin [Ragin, 1989, Ragin, 2000]

Center for the Study of Complexity, Babe-Bolyai University, Fntnele 30, cam. A-14, RO-400294, s a a Cluj Napoca and e-Austria Research Institute, Bd. C. Coposu 4, cam. 045B, Timioara, RO-300223, s Romania. email: gabrielistrate@acm.org

formalized the logic of case-based comparison in comparative sociology using Boolean algebra (the algebraic counterpart of propositional logic). Closer to present Hannan et al. [Hannan et al., 2007] (see also [Pli et al., 1994, Peli et al., 2000]) proposed a ratioe nal reconstruction of social theory (organization science in particular) using techniques based on predicate logic. Such methods are, of course, well-established in economics, with its insistence on methodological individualism and rational behavior. To give just one example, the so-called interactive epistemology program [Aumann, 2000] is by now a classical part of theoretical economics, and a key ingredient of a recent intriguing proposal for a common foundational grounding of all social sciences [Gintis, 2009]. The working scientist, particularly the one coming from applied areas in Computer Science, would most likely be unimpressed by a foundational question such as the one I stated above. To such a scientist the adequacy of a method is measured by the breadth and scope of its applications. He would (rightfully) point out to the considerable impact of formal logic in areas such as Articial Intelligence, Semantics of Natural Language or Analytic Philosophy. Temporal logic is a particularly signicant success story in the eld of formal methods - techniques such as model checking [Clarke et al., 1999] and runtime verication [Barringer et al., 2004] lie behind eliminating errors in designing computer circuits, in writing software for technological artifacts (from remote controls and mobile devices to airplanes) or the Mars Rover [Brat et al., 2004]. The advent of computers is increasingly impacting the Social Sciences as well: Schelling [Schelling, 1971] could conceive his celebrated segregation model using pen and paper only. Nowadays, a popular way to study social dynamics is via (massive) agent-based simulations [TRANSIMS, 2011, Eubank et al., 2004, Bishop et al., 2011]. Specialized programming environments such as Swarm, Netlogo, Repast, CORMAS, or GAMA, and specication languages such as MAML, SDML and FABLES have been developed; a scientic community has emerged, with a shared culture, scientic venues and curriculum (e.g. [Gilbert and Troitzsch, 2005]). The social impact of advances in social simulation is increasing - often simulations serve as a consultant to (and implicitly aect) public policy [Martinez, 2006, National Institute of Health, 2010]. Given that all simulation models cannot be more than incomplete abstractions of reality, given the nature of social dynamics, often displaying complex behavior [Sawyer, 2005] including multiple types of emergence [Gilbert, 2002], it is important to certify the soundness of the tools we employ; we would also further like to verify the robustness of our conclusions with respect to variations in model specication, and the general alignment of results produced by such methods with general sociological knowledge. This issues form, of course, signicant aspects of the crucial problem of verifying and validating social simulations [Axelrod, 1997]. With respect to this question, our (hypothetical) working scientist could convincingly argue that logic is in a good position to tackle this issue, and that decisive progress should be relatively easy to achieve, given current state of the art. He could invoke the signicant success of logic-based methods in the area of multiagent systems [Wooldridge, 2000, Wooldridge, 2002, Shoham and Leyton-Brown, 2009]. He could also point out to the increasingly usefulness of model checking techniques in the verication of software agents [Wooldridge et al., 2002, Lomuscio and Raimondi, 2006, Lomuscio et al., 2009], thus ver-

ication techniques for social simulations should be available in a not-too-distant future. Yet the situation is not quite as good as optimistically described above. The above advances in software agents do not necessarily translate into corresponding advances on simulating social agents. The techniques developed in this latter literature (and, more generally, the use of logic in social simulation) rely too little on existing sociological knowledge and address to an insucient degree the concerns of social scientists. Unsurprisingly, they have been criticized ([Edmonds, 2004], see also [Fasli, 2004, Dignum et al., 2004, Gaudou et al., 2011]) as not useful given the state of MAS and not [...] useful in either understanding or building MAS. Less formal approaches do not fare much better, though: There is no agreement what verication and validation mean in the context of social simulations (see e.g. [Kppers and Lenhard, 2005, Boero and Squazzoni, 2005, u Windrum et al., 2007, Moss, 2008]). Methodological recommendations exist (see e.g. [Axelrod, 1997]); theoretical concepts having been developed in response to this situation, such as the generative approach to social simulations [Epstein, 1999, Epstein, 2007], docking [Axtell et al., 1996] and replication [Wilensky and Rand, 2007]. They are, of course, important components of a solution. But (as witnessed by the discussion in the literature) they are not the whole story, and it is likely that no simple technique (or combinations of techniques) is going to account for all aspects of verifying and validating multiagent models. The goals of this paper are quite modest: I would like to advocate a particular approach I am developing, the adversarial scheduling approach, a small component of a solution to the problem of verication and validation of multiagent models. My rst goal is to situate this approach in the context of a popular recent approach in sociology, one relying on mechanism-based explanations. Second, I will use the adversarial scheduling approach as part of an illustrative example, built in a bottom-up manner, to investigate some of the requirements on a specication formalism for social mechanisms and social simulations. Note that Theorem 1 is technically new (though a small extension of a result stated in a more restricted form than needed in [Istrate et al., 2008]). The main focus of this paper is, however, methodological rather than mathematical.

2 Mechanism-based explanations in Analytical Sociology

A popular approach in Analytical Sociology [Hedstrm and Bearman, 2009] concentrates o on explaining social phenomena by recourse to social mechanisms [Hedstrm, 2005, o Hedstrm and Swedberg, 2006, Demeulenaere, 2011]. There is little consensus what o a social mechanism is: Hedstrm ([Hedstrm, 2005] pp. 25) compiles a list of seven o o very dierent denitions (due to Bunge, Craver, Elster, Hedstrm and Swedberg, Lito tle and Stinchcombe). Of these seven denitions the most useful for my purposes is due to [Machamer et al., 2000] (also [Craver, 2001, Craver, 2006]). As paraphrased in [Hedstrm, 2005] o

mechanisms can be said to consist of entities (with their properties) and the activities that these entities engage in, either by themselves or in concert with other entities. These activities bring about change [...]. A social mechanism, as here dened, describes a constellation of entities and activities that are organized such that they regularly bring about a certain type of outcome. We explain a social phenomenon by referring to the social mechanism by which such phenomena are regularly brought about Social mechanisms are not the only alternatives in describing evolution of social structure: Hedstrm compares and contrasts them to covering-law explanations [Hempel, 1965] o and statistical explanations. These alternatives are not mutually exclusive: social mechanisms can, for instance, be sometimes inferred from statistical considerations; or they can have themselves involve stochastic and statistical ingredients. Social mechanisms also can be contrasted with theories, laws, correlations and black boxes [Schelling, 1998]. In any case, whatever social mechanisms are, they often have a complex structure; they can appear in families [Schelling, 1998], they can concatenate [Gambetta, 1998] and be hierarchically nested [Craver, 2001]. It seems to us, therefore, that the following statements are indisputable: Verifying and validating social models (including simulation models) needs to address issues pertaining to explanation and causality in social dynamics. In this respect statistical testing guidelines pertaining to replication such as those discussed in [Axelrod, 1997], or generative explanations such as those proposed in [Epstein, 1999, Epstein, 2007] are necessary but not sucient. On the other hand social mechanisms, being in one acception interpretations in term of individual behavior of a model that abstractly reproduces the phenomenon that needs explaining [Schelling, 1998] naturally complete and complement these methods. The role of social mechanisms in validating social models could be informally described as follows: simulation models should reproduce known social mechanisms that are part of the expert knowledge in the area of concern and, of course, suggest new ones. Conversely, validating social simulations involves several forms of robustness analysis: we want to make sure that the conclusions we arrive to and the causal mechanisms we identify are not crucially aected by particular features of the model specication. In other words we want to eliminate competing mechanism-based explanations that would involve features not explicitly encoded into our frameworks. In accordance with [Squazzoni, 2008] formalizing models is a prerequisite to illuminate social mechanisms. As a consequence of these statements I believe that the development of formal means to specify social simulations, in particularly social mechanisms, is worthwhile. I do not have in mind the development of yet another formalism of the sort that [Edmonds, 2004] labeled as belonging to the philosophical approach to logic. Indeed, I do not search

for the one true logic of society (nor do I believe in the existence of a single such formalism). Instead, I take a pragmatic stance. To me logic is primarily a tool for precise specication of simulation settings and results (rather than an inference tool; the very development of computational simulations obviates to a certain extent the need for inference). Precisely specifying system properties was the great enabler for the successful application of model checking techniques in formal verication. I think social simulation can share this philosophy and (ultimately) this success.

3 A note on mathematical modeling versus agent-based simulations

The main competitor (and alternative) to agent-based simulations is, of course, mathematical modeling, mainly in the form of game theory. There is some tension between the two areas: in some cases [Binmore, 1998] game theorists argue that the area of social simulation seems to pay too little attention to all the insights and techniques developed in game theory, pointing out to subtle errors in some famous simulation models that could have been avoided by appeal to standard game-theoretic results. To be fair, mathematical theories of rational behavior have problems (other than their intrinsic diculty) that preclude a better adoption of game-theoretic techniques. Decision and game theory have developed as primarily mathematical theories; accordingly, their main models were dened with mathematical tractability as primary focus. It is not surprising that they are often inadequate into a computational setting: it is, for instance, hard to represent common knowledge of rationality (needed to justify the choice of Nash equilibria) on the computer in a form that would enable a reasoning agent to eciently deal with it. A more serious objection is that classical game-theoretic frameworks are often incapable to accurately capture important aspects of real-life scenarios. To appeal to a powerful analogy, though Turing machines are universal, in the sense that they can represent any computational process (if we believe the Church-Turing thesis), in practice we do not use Turing machines for programming but special programming languages that are more expressive/better suited for this task. In a similar way, though in principle one can specify a decision theoretic situation using the standard framework, the combinatorial explosion associated with the translation process will render strategic decision making impracticable. I view the choice of one technique or the other as subject to tradeos that ultimately determine the proper one to choose in a given context or other. Agent-based simulations are naturally more expressive. On the other hand mathematical models produce more reliable and transparent results, and are naturally better suited for a bottom-up approach to social dynamics such as the one I develop in the next sections. The reason is that they generally have fewer tunable parameters than an agent-based model. Mechanismbased explanations (the sort of causal connections envisioned by [Hedstrm, 2005]) can o often be easier deduced by reverse-engineering a mathematical proof, rather than from analyzing a simulation model. This is why the model I develop is mathematical. Naturally, I hope that some of the observations and techniques I develop would ultimately

be useful in a computational setting as well.

4 Adversarial scheduling in a nutshell

According to [Istrate et al., 2011], the adversarial approach to validation of models of social dynamics, be them mathematical or computational, is specied by the following principles: 1. Start with a base case result P , under a particular scheduling model, often random scheduling. 2. Identify several structural properties of the scheduling model that impact the validity of P . Ideally, these properties should be selected by a careful examination of the proof of P , which should reveal their importance. 3. Of these properties identify those that (alone or in combinations) are necessary (sucient) for the validity of P . Correspondingly, those that can be abstracted out without aecting the validity of P . 4. The process outlined so far can be continued by recursively applying steps (i)-(iii). In the process we may need to reformulate the original statement in a way that makes it hold under larger classes of schedulers, thus making it more robust. The precise reformulation(s) normally arise from inspecting the cases when the proof of P fails in an adversarial setting. One should not expect that a program such as the one described above can always be realized. Instead, as previously explained, I argue for the development of a multitude of approaches and technical tools that enable the analysis of social systems. This fact only parallels the situation in sociology: the area gradually adopted a middle-range approach to theorizing, preferring it to a grand-theory vision. It is only natural that tools built to simulate social dynamics should reect this situation. Further, middle-range theorizing is compatible [Hedstrm and Udhn, 2009] with a mechanism-based approach. o e Nor is adversarial scheduling analysis to be expected to be implemented exactly as described. Instead, it can be just one ingredient of incrementally constructing more and more expressive models. Indeed, this is the situation with the (pedagogical) example discussed below.

5 Adversarial Scheduling: A Bottom-Up Example

In this section I will discuss a simple example of adversarial scheduling. It is a bottom-up model: similar to Sugarscape [Axtell and Epstein, 1996] I start with a very basic framework and then gradually add more realistic features. My concern is how the properties of the model change as new features are added, how this ties in with the mechanism-based approach and related issues, and what the requirements of a language for expressing

stylized facts in this setting should be. Note that such an exercise is not completely new: [Edmonds, 2003] discusses the requirements for an ideal simulation language in the context of a SDML implementation of Schellings segregation model (see also [Gaudou et al., 2011]). In contrast to this work I start from an even less specic vantage point: the primary goal of this paper is to observe what kind of logical tools seem to be necessary to formally specify and analyze the developed model.

5.1 The baseline scenario

The baseline scenario is very simple: n agents are in one of two states, A and B. Each agent derives an utility u() from being in one of states A and B. Agents are scheduled at random: when scheduled each agent changes its state according to the best-response dynamics. That is, it will change its state to the one that gives him the highest utility. It is not hard to see what the stylized fact should be for this dynamics: S0 : Eventually every agent will play strategy A. This intuitive fact is so simple that apparently not much can be inferred from it. Notice rst, though that a natural formalization of this stylized fact uses quantiers (eventually) N (next) and A (globally) from temporal logic. In fact we need to use a probabilistic version of this quantier, a.s. , eventually with probability 1 o(1) (almost surely). Indeed, since the scheduler is probabilistic there is a small chance that it will go forever without scheduling a certain node x, thus precluding stabilization. Almost certainly though this is not the case. Conclusion 1: The logical formalism for stylized facts should be able to represent concepts of probabilistic temporal logic. How would we represent the above stylized fact in a pre-formal notation ? Assume that S refers to the scheduler of the process, that somehow we are able to specify the Random Scheduler and that the theory has equality. The suggested preformal notation for this stylized fact is displayed in Figure 1. It is (perhaps not surprisingly) reminiscent of the Extended Kamp Notation formalism [Barwise and Cooper, 1993] in Situation Theory [Devlin, 1991, Barwise, 1989, Barwise and Moss, 1996]. A box represents contexts (situations), with the internal box corresponding to a situation and the outer box specifying the fact that the inner situation supports the infon in the outer box. Specically, in our case that the simulation process, codied as the situation s in which infons Equal(S, RandomScheduler) and x|Agent(x) : [Schedules(S, x) N Equal(State(x), A)] hold, supports infon = a.s. A[x|Agent(x) : Equal(State(x), A)]. Why is it that we are suggesting a situation-theoretic approach, and not simply write a logical implication ? An answer is that in general the semantics of the implication above is not that of logical implication: the support of an infon may be derived from

Equal(S, RandomScheduler) x|Agent(x) : [Schedules(S, x) N Equal(State(x), A)] ... |= [a.s. A(x|Agent(x) : Equal(State(x), A))] Figure 1: Pre-formal notation for the baseline stylized fact a situation that species the simulation by running it, not by logically inferring the necessary truth of the conclusion. There is another good reason for considering a theory, such as situations theory, that takes contexts as rst-class objects: suppose that instead of the simple stylized fact displayed above we would intend to represent a statement such as X causes Y to happen. Causality is, obviously, a subtle concept, dicult to capture exactly. One simple idea pertaining to formalizing it [Pearl, 2000] is that of interventions: a situation supports a given infon, and changing something in the situation makes the result no longer hold. A natural representation of such interventions would lead to a multiple nesting of boxes, such as the one employed in the EKN formalism. Note as well an important dierence with respect to situation theory: classically situations are sets of infons. This representation is naturally well-suited for representing snapshots of a social process. In contrast, we want to model entire processes. Therefore we will need a formalism that allows the represented infons to evolve dynamically. Conclusion 2: The specication language for stylized facts is likely to require a dynamical version of situation theory. Let me point out here that there exist executable formalisms that allow the representation of changing elements. Gurevichs abstract state machines [Brger, 2010] (originally o developed under the name of evolving algebras)) have developed into a rich semantic specication method. Abstract state machines have already been applied to specifying social phenomena (e.g. [Brantingham et al., 2005b, Brantingham et al., 2005a, Brantingham et al., 2009]). It is easy to represent predicate logic into ASM: their mathematical specication is based on sets of (evolving) partial functions. A state variable (e.g. the state of an agent x, State(x) in the previous stylized fact) can naturally be represented as an evolving partial functions. Similarly, predicates are naturally partial functions, whose codomains encode truth values. The one dierence with the semantics of ASM lies in the fact that we would like to represent situations as rst-class objects. This is the reason that the formalization of situation theory is based on the theory of non well-founded sets [Aczel, 1988], sets that satisfy the so-called anti-foundation axiom and are able to contain themselves as elements. In contrast, the ground sets of ASM are (usual) nite sets. We would thus have to modify the denition of ASM to employ nite non well-founded sets.

5.2 Making the scheduler adversarial

Assume that instead of the random scheduler we employ a general scheduler. This means that we would consider instead a family of situations obtained by removing from s any reference to the random scheduler. Lets assume that we try to logically derive the conclusion of the stylized fact from the premises, perhaps employing some automated reasoning program. This attempt immediately exposes the fact that the specication of the stylized fact in Figure 1 is incomplete: there is no way to derive from the conclusions of the infons in the specication of the situation (which employs the temporal quantier next) the supported conclusion (employing the quantiers eventually (a.s.) and all). The easy explanation is that we have not included into the specication of our model all state-change axioms: to infer that eventually some property is going to be true from the fact that it will be (sometimes) true at the next state we need to make sure that once an agent gets to state A it will never change its state again. The reader might have recognized the well-known problem of axiomatizing change in Articial Intelligence better known as the Frame Problem [Shanahan, 2004]. Conclusion 2: The logical formalism for stylized facts is subject to dealing with the Frame Problem. [Edmonds, 2010] argues that the frame problem can often be eliminated by a proper incorporation of the context heuristic. We do not share this view. Contexts as employed in social simulations are often incomplete specications of reality. Instead, together with [Nakashima et al., 1997], we believe that it is causality as a heuristic that can often achieve this task. Ultimately though the frame problem needs to be addressed through action languages such as the situation calculus [Reiter, 2001] (confusingly dierent from Barwises situation theory). What variants of the situation calculus tend not to have (and this needs to be added to any practical specication formalism) is situation theorys view of contexts as rst-class objects. The envisioned logical formalism would probably need to consist of a certain mixing of the two frameworks. Returning to our example one can ask: Is the baseline stylized fact true when replacing the random scheduler by an adversarial one ? Of course not: to give an agent x the chance to update its state the scheduler has to schedule it. An agent is fair if it satises this condition. Fairness could be expressed formally as F air(S) x|Agent(x) : [a.s. Schedules(S, x)] Note that to be able to assert that F air(RandomScheduler) holds we need to employ the probabilistic quantier a.s. and not its deterministic counterpart. Fairness is a necessary condition that a scheduler leads to stabilization. Is it sucient ? It is easily informally seen that it is indeed so. Proving it formally provides another hint: even if we use the state change axiom in Figure 1 we are only to infer that x|Agent(x) : [a.s. AEqual(State(x), A)]. To be able to commute quantiers and a.s. we need to critically employ the niteness of the agent society.

Conclusion 3: The logical framework needs to take into account the fact that some characteristics of the system (e.g. the number of agents) are nite. Finally note that the mechanism that allowed us to identify fairness as a necessary condition for eventual stabilization is the familiar backward chaining. For further connections between backwards chaining and situation theory see [Nakashima and Tutiya, 1991].

5.3 Convergence time

The stylized fact in Figure 1 is omitting one important aspect: quantifying the number of steps needed to reach the steady state. Under random scheduling this time is, of course, a random variable. One could study experimentally the expected time of convergence assuming the most unfavorable situation, that when all agents start in state B. In this particular case a mathematical result is simple explanation for the nature of the convergence time: THEOREM [COUPON COLLECTOR PROBLEM:] Let c R be a constant, let n 1 and let m = n ln n + cn. Denote by X the random variable dened as the minimum number of balls that has to be thrown uniformly at random into n bins so that each bin contains at least one ball. Then
n

lim Pr[X > m] = 1 ee .

The result applies directly, and shows that for any monotone unbounded function f (n), with probability 1 o(1) the convergence time is at most n log n + f (n). Can this be generalized if the scheduler is less fair than a random scheduler The answer is of course armative and relies on dening a g(n)-fair scheduler (for a certain monotone function g()) as one that is guaranteed with probability 1o(1) to schedule at least once every single agent in a consecutive sequence of g(n) steps. Clearly a g(n)-fair scheduler leads to stabilization in at most g(n) steps. Conclusion 3: For deterministic individual choice the (amount of) fairness determines convergence (time).

5.4 Adding randomness to individual choice

Modify now the baseline scenario by making each agent x only choose the better strategy A with probability 1 x for some x c > 0, c being a prespecied constant. Formally this is accomplished by replacing the update axiom x|Agent(x) : [Schedules(S, x) N Equal(State(x), A)] by its probabilistic counterpart: x|Agent(x) : [Schedules(S, x) N P rEqual(State(x), A, 1
x )]

10

(where P rEqual is the probabilistic extension of the equality predicate with obvious semantics) In this case the previous stylized fact breaks down: one can no longer guarantee that everyone eventually plays A simultaneously. Instead what we can guarantee is a weaker, probabilistic fact: S : Eventually it will hold that for every agent x, its state will be A with probability 1 x and B with probability x . The above stylized fact still species a xed point property, though a weaker one than the one in the deterministic case: the distribution of the system state is (eventually) a product distribution, with each agent being A independently with probability A. This has testable implications: for instance, the proportion of agents playing strategy B is close (with high probability) to Avgx [ x ]. But in any case, the weaker xed point property includes the old one as a special case: it is obtained when all x 0. However, in spite of this fact, by extending the nature of the dynamics we are introducing a qualitatively new fact: moving from a deterministic to a probabilistic update rule makes possible the existence of an adversarial scheduler that is able to forever preclude probabilistic self-stabilization. Indeed, consider the following scheduling strategy: 1. Consider agents according to a xed permutation. 2. Given agent x schedule it as many times as needed until it plays strategy B. Then go to the next agent in the list. This scheduler may even have fairness properties that are no worse than those of the random scheduler: Indeed, the expected number of times in the rst n ln(n) steps that the scheduled agent is turned to B is at least cn log n. Now invoking simple concentration results, more precisely a version of the Cherno bound can establish the above claim. Conclusion 4: For stochastic individual choice scheduler fairness does not (on its own) determine convergence. The previous example is, however, instructive: the adaptive scheduler constructed as counterexample crucially depends on the system state. Suppose instead that the scheduler is specied as a random walk on a given inuence network G on the n agents. Then it is easy to see that at the (stopping time) Tcover (G) when the random walk has covered all the nodes the following is true: every node x is A with probability 1 x and B with probability x independently of the other nodes. In other words the system is in the required product distribution. Conclusion 5: For stochastic individual choice scheduler non-adaptiveness determines convergence (time).

11

strategies A B

A a,a d,c

B c,d b,b

Figure 2: Coordination games: payo matrix

5.5 Adding network interaction

Lets now move beyond the simple scenario when agents act independently and introduce strategic interaction. For the moment in a very limited form. Specically, we assume that agents are grouped in pairs, and play a two-person game whose strategies are A and B (their states). When scheduled, an agent updates its state (strategy) to be the best-response against the choice of its neighbor. From the standpoint of mathematical specication, all we have done is extended the class of dynamics under consideration by modifying the update axiom x|Agent(x) : [Schedules(S, x) N P rEqual(State(x), A, 1
x )].

The class of dynamics under consideration properly includes those that were considered before, obtained under the case where decision in the two-player game is actually independent of the partners actions. It is readily seen that this extension is too large: for some games the stabilization of the system to the all A conguration. But it is easy to prove that the dynamics will eventually stabilize, assuming the game is symmetric and the best-response strategy is not indierent between A and B. On the other hand the stable state might not be unique: this is the case, for instance, of coordination games, in which A (B) are the best response against a similar strategy. Moving from a single neighbor to multiple neighbors (i.e. to a general network) is simple: a scheduled agent simply plays an independent game against each of its neighbors and sums up all his prots in such games. As discussed before, it makes sense to consider symmetric coordination games only. Such games can be specied by the table in Figure 2. To be a coordination game we have to require that a > d and b > c. Peyton-Young [Young, 2001, Young, 1993] further considered the case of so-called riskdominant equilibria. This further requires that a d > b c > 0. Intuitively this condition expresses the fact that A is preferred to B when playing against the mixed strategy 0.5A + 0.5B. In this setup employing a best-response dynamics can still lead to multiple equilibria in a path-dependent manner: both all A and all B are xed points for the best-response dynamics. Peyton-Youngs fundamental insight was that considering a noisy version of the best-response dynamics (called logit dynamics and formally specied below) and an alternate notion of convergence (called stochastic stability) can solve the equilibrium selection problem. Formally Denition 1 The logit update rule is specied as follows: if agent i is the one to update, x is the joint prole of agents strategies, and z A, B is the candidate new state, then p (xi z|x) ei (z,xi ) ,

12

where i (z, xi ) is the total payo obtained by player i by playing strategy z against its neighbors that play strategy prole xi and > 0 is a parameter (called inverse temperature). Dene now the fundamental concept of a stochastically stable state for dynamics described by a Markov chain: Denition 2 Consider a Markov process P 0 dened on a nite state space . For each > 0, dene a Markov process P on . P is a regular perturbed Markov process if all of the following conditions hold. P is irreducible for every For every x, y ,
0 lim Pxy = Pxy . >0

> 0.

If Pxy > 0 then there exists r(m) > 0, the resistance of transition m = (x y), such that as 0, Pxy = ( r(m) ). Let be the (unique) stationary distribution of P . A state S is a stochastically stable strategy if lim 0 (S) > 0. Peyton Youngs framework for the diusion of norms can be recast into the framework of Denition 2. Indeed, let = exp(). Then as , 0. His result has the following statement: Proposition: The unique stochastically stable state for the logit dynamics under random scheduling in risk-dominant games is the state A in which every player plays the risk-dominant equilibrium A. Indeed, the stationary distribution of the perturbed chain corresponding to the logit rule is the Gibbs distribution eH() P r () = Z with H the potential function of the game on state and Z is the partition function. For the distribution will only put positive weight on states maximizing potential energy H, in this case state A It is, perhaps, tting to explain the particular choice of the logit rule (and the associated stationary Gibbs distribution) using the case of uncoupled agents, developed above. As we saw, for probabilistic choice under random scheduling the distribution of the agents state is a product distribution. This fact partially precludes overly complex behavior, by disentangling the individual payos into contribution of each individual twoplayer game. Not entirely: the normalizing factor in the Gibbs distribution, the partition function is hard to compute (technically: #P complete [Moore and Mertens, 2011]) in many cases. Indeed, many versions of the Ising model display phase transitions. But in a sense the appeal to the logit rule ensures the best generalization of the stylized fact that the stationary distribution is a product distribution we can hope for (perhaps), in the case of coupled agents.

13

6 Selection of risk-dominant equilibria under adversarial scheduling

It is easy to extend the argument in the previous sections to the case of the logit dynamics to produce a maximally fair adversarial scheduler that forever precludes the system from getting too close to state A: scheduler S simply schedules nodes into a xed periodic order, repeating each node until it plays strategy B (which happens at each step with constant probability; see full details in [Istrate et al., 2008]). Conclusion 6: Scheduler fairness does not play a role in risk-dominant equilibrium selection. Extend the previous example of a nonadaptive scheduler to the case where the next scheduled node may depend on the scheduling history but not on the system state. The random scheduler certainly belongs to this class. To make the system Markovian, the next scheduled node should naturally depend on the last scheduled node but not the outcome. This motivates the following denition: Denition 3 A weakly nonadaptive scheduler is specied as a Markov chain M on {A, B}N {1, 2, . . . , N }. Informally, the rst component species system state, while the second component indicates the last nodes to have been scheduled. I assume that the following two conditions hold: 1. If some transition with second components x y has positive probability in M then for any state s {A, B}N the transition (s, x) (s , y) (where s is obtained from s by making a best-response move at y) has positive probability (we say that x y is feasible). 2. If x y is feasible in M , then y x is feasible as well. The following theorem is a slight extension of a result proved in [Istrate et al., 2008]: Theorem 1 The set S = {(w, x)|w = V A } is the set of stochastically stable states for risk-dominant equilibrium selection under a weakly nonadaptive scheduler. Informally, the scheduled nodes can be described by a random walk on a graph on [n]. Crucially though (and this was not true for the model stated in [Istrate et al., 2008]) the actual transition probabilities may depend on state x. This makes the stationary distribution of the resulting chain not necessarily factor out as a product distribution1 . Conclusion 7: Scheduler adaptiveness plays a role in precluding risk-dominant equilibrium selection.
1

In [Istrate et al., 2008] it was claimed that the weaker model in that paper is general enough to accomplish this requirement. The claim was, however, incorrect: The stationary distribution in that paper factors out, the rst component is simply the Gibbs distribution, the second one depends on the inuence network only, and the main result in that paper, while correct, has a simpler proof.

14

What about convergence time ? A recent breakthrough [Montanari and Saberi, 2009, Montanari and Saberi, 2010] has completely elucidated the convergence time of the logit dynamics in the case of random scheduling, showing that its magnitude is dependent on a structural parameter of the network of strategic interactions called tilted cutwidth. In the case of nonadaptive adversarial scheduling we have two networks in play: a network G which governs strategic interaction, and another one H that species scheduling. As observed in [Istrate et al., 2008] when considering nonadaptive scheduling network H really matters: the result cannot be only dependent on structural properties of G only (as it was the case in [Montanari and Saberi, 2009]). Can we bound the convergence in this case as well ? We do not give full details here (as they are technically complicated and not central to our argument), but one can show that certain structural parameters of the pair of networks (G, H) determine convergence time in this case as well. This will be formally proved in subsequent work.

7 Further discussions
7.1 Adversarial scheduling, covering laws, compositionality
In a certain sense the adversarial scheduling approach, even though it leads to an identication of (some) of the factors that underscore the validity of a model provide excellent examples of covering laws. Thus: 1. I extended the context of the baseline result from the random scheduler to an arbitrarily fair one. Fairness in scheduling provides an explanation for stabilization that acts as a covering law, both in the deterministic and probabilistic settings. 2. Going from a deterministic to a probabilistic choice introduces a larger class of models that modies the nature of the stylized fact, making it a limit case of a more complex one. It allows corresponding extension of the notion of fairness but introduces qualitatively new behavior in the system, visible by the existence of an adaptive scheduler precluding stabilization. In this sense going to the baseline model is some sort of discontinuous limit of the general case. 3. The logic of stylized facts of this sort is reminiscent of the theory of phase transitions (though we werent able to locate formal examples of phase transitions in formal logic that would be directly relevant). 4. Adding strategic interaction (in a form of a network) does not seem to signicantly alter the logic of stylized facts, at least with respect to scheduling. The new behavior seems to arise from the eect of the network on the convergence properties of the dynamics. 5. However, the xed point evolves from the single state A to a product distribution, to the Gibbs distribution, to a distribution that has two coupled components.

15

7.2 Could (part of) this analysis be done for simulations as well ?
An objection to the bottom-up model described above is that it relies on mathematical results. Its not a priori clear that such results can be derived (semi)automatically if we replace mathematical modeling with a (formally specied) simulation model. Note though that this is not really an issue: our choice of mathematical techniques was for illustrative purposes, and many steps in the process could be (partly) automated. For instance: 1. A model checker could suggest the fact that in the stylized fact in Figure 1 using quantier is not correct (in fact a probabilistic version of the quantier was needed). 2. The backward chaining argument identifying fairness as a necessary constraint on the scheduler could of course be derived automatically. A word of caution, though: the presence of compositionality in all stages of our construction, and ultimately in the product expression of the Gibbs distribution can possibly be responsible for the success of the above example. Real multiagent systems might, of course, display more complicated behavior that may render such an decomposing into components impossible. In other words when complex system behavior cannot be formally described with methods from Statistical Mechanics the feasibility of a program such as the one we accomplished is less clear. We feel that this is not a signicant limitation, though: there exists a whole class of models of multiagent systems that can be expressed in terms of spin systems (e.g. [Blume, 2001, Blume, 1995]). Techniques such as those surveyed in [Helbing, 2010, Schweitzer, 2007] show that many interesting social phenomena can be approached with Statistical Mechanics methods. It would be interesting to further explore discrete models in statistical mechanics from both a logical and an adversarial scheduling perspective. It would, nally, be interesting to extend our stochastic stability analysis under adversarial scheduling to other game-theoretic problems, e.g. a discrete version of equilibrium selection in bargaining problems [Binmore et al., 2003].

8 Acknowledgments
This paper was occasioned by a presentation at the International Conference Evolution and Norms: Concepts, Models, Challenges, taking place in Bucharest Romania in November 2011. The work in this paper has been supported by a project on Postdoctoral programs for sustainable development in a knowledge-based society, contract POSDRU/89/1.5/S/60189, conanced by the European Social Fund via the Sectorial Operational Program for Human Resource Development 2007-2013.

16

References
[Aczel, 1988] Aczel, P. (1988). Non well-founded sets. Center for the Study of Language and Information. [Aumann, 2000] Aumann, R. (2000). Collected papers-vol. 1. M.I.T. Press. [Axelrod, 1997] Axelrod, R. (1997). Advancing the art of simulation in the social sciences. Complexity, 3(2):1622. [Axtell et al., 1996] Axtell, R., Axelrod, R., Epstein, J., and Cohen, M. (1996). Aligning simulation models: a case study and results. Computational and Mathematical Organization Theory, 1:123141. [Axtell and Epstein, 1996] Axtell, R. and Epstein, J. (1996). Growing Articial Societies: Social Science from the Bottom Up. The MIT Press. [Barringer et al., 2004] Barringer, H., Goldberg, A., Havelund, K., and Sen, K. (2004). Rule-based runtime verication. In Verication, Model Checking, and Abstract Interpretation, pages 277306. Springer. [Barwise, 1989] Barwise, J. (1989). The situation in logic. Center for the Study of Language and Information. [Barwise and Cooper, 1993] Barwise, J. and Cooper, R. (1993). Extended Kamp notation: a graphical notation for situation theory. Situation Theory and its Applications, 3:2953. [Barwise and Moss, 1996] Barwise, J. and Moss, L. (1996). Vicious Circles. Center for the Study of Language and Information. [Binmore, 1998] Binmore, K. (1998). Review: The complexity of cooperation. Journal of Articial Societies and Social Simulation, 1(1). [Binmore et al., 2003] Binmore, K., Samuelson, L., and Young, P. (2003). Equilibrium selection in bargaining models. Games and economic behavior, 45(2):296328. [Bishop et al., 2011] Bishop, S., Helbing, D., Lukowicz, P., and Conte, R. (2011). FuturICT: FET agship pilot project. [Blume, 1995] Blume, L. (1995). The statistical mechanics of best-response strategy revision. Games and Economic Behavior, 11(2):111145. [Blume, 2001] Blume, L. (2001). Population games. In Durlauf, S. and Young, H. P., editors, Social Dynamics: Economic Learning and Social Evolution. MIT Press. [Boero and Squazzoni, 2005] Boero, R. and Squazzoni, F. (2005). Does empirical embeddedness matter? methodological issues on agent-based models for analytical social science. Journal of Articial Societies and Social Simulation, 8(4):6.

17

[Brger, 2010] Brger, E. (2010). The abstract state machines method for high-level o o system design and analysis. Formal Methods: State of the Art and New Directions, pages 79116. [Brantingham et al., 2009] Brantingham, P., Glsser, U., Jackson, P., and Vajihollahi, a M. (2009). Modeling criminal activity in urban landscapes. Mathematical Methods in Counterterrorism, pages 931. [Brantingham et al., 2005a] Brantingham, P. L., Glsser, U., Kinney, B., Singh, K., and a Vajihollahi, M. (2005a). A computational model for simulating spatial aspects of crime in urban environments. In Proc. of IEEE Intl. Conference on Systems, Man, and Cybernetics (SMC05). [Brantingham et al., 2005b] Brantingham, P. L., Glsser, U., Kinney, B., Singh, K., and a Vajihollahi, M. (2005b). Modeling urban crime patterns: Viewing multi-agent systems as abstract state machines. In Beauquier, D., Brger, E., and Slissenko, A., editors, o Proc. 12th Intl. Workshop on Abstract State Machines, pages 101117. [Brat et al., 2004] Brat, G., Drusinsky, D., Giannakopoulou, D., Goldberg, A., Havelund, K., Lowry, M., Pasareanu, C., Venet, A., Visser, W., and Washington, R. (2004). Experimental evaluation of verication and validation tools on martian rover software. Formal Methods in System Design, 25(2):167198. [Clarke et al., 1999] Clarke, G., Grumberg, O., and Peled, U. (1999). Model checking. MIT Press. [Craver, 2001] Craver, C. (2001). Role functions, mechanisms, and hierarchy. Philosophy of Science, pages 5374. [Craver, 2006] Craver, C. (2006). 153(3):355376. When mechanistic models explain. Synthese,

[Demeulenaere, 2011] Demeulenaere, P. (2011). Analytical sociology and social mechanisms. Cambridge University Press. [Devlin, 1991] Devlin, K. (1991). Logic and information. Cambridge University Press. [Dignum et al., 2004] Dignum, F., Edmonds, B., and Sonenberg, L. (2004). The use of logic in agent-based social simulation. Journal of Articial Societies and Social Simulation, 7(4). [Edmonds, 2003] Edmonds, B. (2003). Towards an ideal social simulation language. Multi-Agent-Based Simulation II, pages 5053. [Edmonds, 2004] Edmonds, B. (2004). How formal logic can fail to be useful for modelling or designing MAS. Regulated Agent-Based Social Systems, pages 115. [Edmonds, 2010] Edmonds, B. (2010). Context and social simulation. IV Edition of Epistemological Perspectives on Simulation (EPOS).

18

[Elster, 1978] Elster, J. (1978). Logic and society: Contradictions and possible worlds. Wiley New York. [Epstein, 1999] Epstein, J. (1999). Agent-based computational models and generative social science. Complexity, 4(5):4160. [Epstein, 2007] Epstein, J. (2007). Generative Social Science: Studies in Agent-based Computational Modeling. Princeton University Press. [Eubank et al., 2004] Eubank, S., Guclu, H., Kumar, V. A., Marathe, M., Srinivasan, A., Toroczkai, Z., and Wang, N. (2004). Monitoring and mitigating smallpox epidemics: Strategies drawn from a census data instantiated virtual city. Nature, 429(6988):180 184. [Fasli, 2004] Fasli, M. (2004). Formal systems and agent-based social simulation equals null? Journal of Articial Societies and Social Simulation, 7(4). [Gambetta, 1998] Gambetta, D. (1998). Concatenations of mechanisms. in Social mechanisms: An analytical approach to social theory, page 102. [Gaudou et al., 2011] Gaudou, B., Herzig, A., Lorini, E., and Sibertin-Blanc, C. (2011). How to do social simulation in logic: modelling the segregation game in a dynamic logic of assignments. Proceedings of MABS, pages 2435. [Gilbert and Troitzsch, 2005] Gilbert, G. and Troitzsch, K. (2005). Simulation for the social scientist. Open University Press. [Gilbert, 2002] Gilbert, N. (2002). Varieties of emergence. In Proceedings of the Agent02 Conference: Social agents: ecology, exchange, and evolution, Chicago, IL. [Gintis, 2009] Gintis, H. (2009). The bounds of reason: game theory and the unication of the behavioral sciences. Princeton University Press. [Hannan et al., 2007] Hannan, M., Plos, L., and Carroll, G. (2007). Logics of organio zation theory: Audiences, codes, and ecologies. Princeton University Press. [Hedstrm, 2005] Hedstrm, P. (2005). Dissecting the social: on the principles of anao o lytical sociology. Cambridge University Press. [Hedstrm and Bearman, 2009] Hedstrm, P. and Bearman, P. (2009). o o handbook of analytical sociology. Oxford University Press, USA. The Oxford

[Hedstrm and Swedberg, 2006] Hedstrm, P. and Swedberg, R., editors (2006). Social o o Mechanisms: An Analytical Approach to Social Theory. Cambridge University Press. [Hedstrm and Udhn, 2009] Hedstrm, P. and Udhn, L. (2009). Analytical sociology o e o e and theories of the middle range. The Oxford handbook of analytical sociology, pages 2547.

19

[Helbing, 2010] Helbing, D. (2010). Quantitative sociodynamics. Springer, pages 1333. [Hempel, 1965] Hempel, C. (1965). Aspects of scientic explanation. Free Press. [Istrate, 2008] Istrate, G. (2008). Dissecting the articial: The adversarial scheduling approach to validating game-theoretic models and social simulations. In Proceedings of the Fifth Conference of the European Social Simulation Association (ESSA08). [Istrate et al., 2008] Istrate, G., Marathe, M., and Ravi, S. (2008). Adversarial scheduling analysis of game-theoretic models of norm diusion. Logic and Theory of Algorithms, pages 273282. [Istrate et al., 2011] Istrate, G., Marathe, M., and Ravi, S. (2011). Adversarial scheduling analysis of discrete models of social dynamics. Mathematical Structures in Computer Science (to appear). [Kppers and Lenhard, 2005] Kppers, G. and Lenhard, J. (2005). Validation of simuu u lation: Patterns in the social and natural sciences. Journal of Articial Societies and Social Simulation, 8(4):3. [Lomuscio et al., 2009] Lomuscio, A., Qu, H., and Raimondi, F. (2009). Mcmas: A model checker for the verication of multi-agent systems. In Computer Aided Verication, pages 682688. Springer. [Lomuscio and Raimondi, 2006] Lomuscio, A. and Raimondi, F. (2006). Model checking knowledge, strategies, and games in multi-agent systems. In Proceedings of the fth international joint conference on Autonomous agents and multiagent systems, pages 161168. ACM. [Machamer et al., 2000] Machamer, P., Darden, L., and Craver, C. (2000). Thinking about mechanisms. Philosophy of Science, 67(1):125. [Martinez, 2006] Martinez, W. (2006). Modeling and simulation for defense and national security. Statistical methods in counterterrorism: game theory, modeling, syndromic surveillance, and biometric authentication. [Montanari and Saberi, 2009] Montanari, A. and Saberi, A. (2009). Convergence to equilibrium in local interaction games and Ising models. In Proceedings of the 50th IEEE Symposium on Foundations of Computer Science, pages 303312. [Montanari and Saberi, 2010] Montanari, A. and Saberi, A. (2010). On the spread of innovations in social networks. Proceedings of the National Academy of Sciences, 107(47):20196. [Moore and Mertens, 2011] Moore, C. and Mertens, S. (2011). The nature of computation. Oxford University Press. [Moss, 2008] Moss, S. (2008). Alternative approaches to the empirical validation of agent-based models. Journal of Articial Societies and Social Simulation, 11(1):5.

20

[Nakashima et al., 1997] Nakashima, H., Matsubara, H., and Osawa, I. (1997). Causality as a key to the frame problem. Articial Intelligence, 91(1):3350. [Nakashima and Tutiya, 1991] Nakashima, H. and Tutiya, S. (1991). Inferring in a situation about situations. Situation theory and its applications, 2:215. [National Institute of Health, 2010] National Institute (2010). NIH study models H1N1 u spread. http://www.nigms.nih.gov/News/Results/h1n1 092110.htm. of Press Health release

[Pearl, 2000] Pearl, J. (2000). Causality: models, reasoning and inference. Cambridge University Press. [Pli et al., 1994] Pli, G., Bruggeman, J., Masuch, M., and Nuallin, B. (1994). A e e a logical approach to formalizing organizational ecology. American Sociological Review, pages 571593. [Peli et al., 2000] Peli, G., Plos, L., and Hannan, M. (2000). Back to inertia: Theoo retical implications of alternative styles of logical formalization. Sociological Theory, 18(2):195215. [Ragin, 1989] Ragin, C. (1989). The comparative method: Moving beyond qualitative and quantitative strategies. University of California Press. [Ragin, 2000] Ragin, C. (2000). Fuzzy-set social science. University of Chicago Press. [Reiter, 2001] Reiter, R. (2001). Knowledge in action: logical foundations for specifying and implementing dynamical systems, volume 16. Cambridge University Press. [Sawyer, 2005] Sawyer, K. (2005). Social Emergence. Cambridge University Press. [Schelling, 1971] Schelling, T. (1971). Dynamic models of segregation. Journal of Mathematical Sociology, 1:143186. Reprinted in [Schelling, 2007]. [Schelling, 1998] Schelling, T. (1998). Social mechanisms and social dynamics. in Social mechanisms: An analytical approach to social theory, pages 3244. [Schelling, 2007] Schelling, T. (2007). Strategies of Commitment and Other Essays. Harvard University Press. [Schweitzer, 2007] Schweitzer, F. (2007). Brownian agents and active particles: collective dynamics in the natural and social sciences. Springer Verlag. [Shanahan, 2004] Shanahan, M. (2004). Frame problem, the. Encyclopedia of Cognitive Science. [Shoham and Leyton-Brown, 2009] Shoham, Y. and Leyton-Brown, K. (2009). Multiagent systems: Algorithmic, game-theoretic, and logical foundations. Cambridge University Press.

21

[Squazzoni, 2008] Squazzoni, F. (2008). The micro-macro link in social simulation. Sociologica, 1(2). [TRANSIMS, 2011] TRANSIMS (2011). http://code.google.com/p/transims/. TRANSIMS web page.

[Wilensky and Rand, 2007] Wilensky, U. and Rand, W. (2007). Making models match: Replicating an agent-based model. Journal of Articial Societies and Social Simulation, 10(4):2. [Windrum et al., 2007] Windrum, P., Fagiolo, G., and Moneta, A. (2007). Empirical validation of agent-based models: Alternatives and prospects. Journal of Articial Societies and Social Simulation, 10(2):8. [Wooldridge, 2000] Wooldridge, M. (2000). Reasoning about rational agents. MIT Press. [Wooldridge, 2002] Wooldridge, M. (2002). An introduction to multiagent syst. Wiley. [Wooldridge et al., 2002] Wooldridge, M., Fisher, M., Huget, M., and Parsons, S. (2002). Model checking multi-agent systems with MABLE. In Proceedings of the rst international joint conference on Autonomous agents and multiagent systems: part 2, pages 952959. ACM. [Young, 1993] Young, H. (1993). The evolution of conventions. Econometrica, pages 5784. [Young, 2001] Young, H. (2001). Individual strategy and social structure: An evolutionary theory of institutions. Princeton University Press.

Appendix
In this appendix I prove the main result (Theorem 1) outlined in the paper. Denition 4 A tree rooted at node j is a set T of edges such that for any state w = j there exists a unique (directed) path from w to j. The resistance of a rooted tree T is the sum of resistances of all edges in T . I will use the following characterization of stochastic stability: Proposition 1 Let P be a regular perturbed Markov process, and for each > 0 let be the unique stationary distribution of P . Then lim 0 = 0 exists, and 0 is a stationary distribution of P 0 . The stochastically stable states are precisely those states z such that there exists a tree rooted at z of minimal resistance (among all rooted trees). The states in S are obviously reachable from one another by zero-resistance moves, so it is enough to consider one state y S and prove that it is stochastically stable. To do so all we need to do is show that y is the root of a tree of minimal resistance.

22

0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 1111111111 0000000000 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000 1111111111 0000000000

Figure 3: Decomposition of edges of tree T

Indeed, consider another state x S and let T be a minimum potential tree rooted at x. We will transform T into a tree T rooted at y having potential less or equal to the potential of the tree rooted at x, and strictly smaller in case x is not a state having all its rst-component labels equal to A. Let y,x = (x0 , i0 ) (x1 , i1 ) . . . (xk , ik ) (xk+1 , ik+1 ) . . . (xr , ir ) be the path from y to x in T (that is (x0 , i0 ) = y, (xr , ir ) = x). To dene the transformation from T to T we will view the set of edges of T as partitioned into subsets of edges corresponding to paths as follows (see Figure 3). 1. The set of edges of path y,x . 2. The set of edges of the subtree rooted at y. 3. Edges of tree components (perhaps consisting of a single node) rooted at a node of y,x , other than y (but possibly being x). The transformation goes as follows: 1. Instead of path y,x we add path x,y from x to y dened as follows: x,y = (xr , ir ) (xr1 , ir ) (xr2 , ir1 ) . . . (x0 , i1 ) (x0 , i0 ). 2. Rooted trees of type (2) are preserved. 3. The transformation is more complicated for the third type of edges, and we explain it in detail here. Suppose that (xk , ik ) is the connection point of the path.

23

Case 1: xk+1 = xk . Then the point (xk , ik ) = (xk+1 , ik ) belongs to path x,y as well, so one can just map the rooted tree into itself. Case 2: xk+1 = xk and the move (xk , ik ) (xk+1 , ik+1 ) has positive resistance. In this case, since in conguration xk and scheduled node ik+1 we have a choice of either moving to xk+1 or staying in xk , it follows that the move (xk , ik ) (xk , ik+1 ) has zero resistance. Therefore we can replace the subtree P with P = P {(xk , ik ) (xk , ik+1 )}. Case 3: xk+1 = xk and the move (xk , ik ) (xk+1 , ik+1 ) has zero resistance. Let j be the smallest integer such that either xk+j+1 = xk+j or xk+j+1 = xk+j and the move (xk+j , ik+j ) (xk+j+1 , ik+j+1 ) has positive resistance. In this case, one can replace P by P {(xk , ik ) (xk+1 , ik+1 ), (xk+1 , ik+1 ) . . . (xk+j , ik+j )} without increasing its total resistance. The new tree now falls into one of the cases 1 or 2, and we can map it in the way outlined there. It is easy to see that no two sets associated with paths in P intersect on an edge having positive resistance. The union of the paths of all the sets is a directed associated graph W rooted at y, that contains a rooted tree T of potential no larger than the potential of W . Since the resistances of tree components of type (2) and (3) are equal to their associated paths, to compare the potentials of T and W it is enough to compare the resistances of paths y,x and x,y . I come now to a fundamental property of the game G: it is a potential game, and the resistance r(m) of a move m = (a1 , j1 ) (a2 , j2 ) only depends on the values of the potential function at three points: a1 , a2 and a3 , where a3 is the state obtained by assigning node j2 the value not assigned by move to a2 . Specically, r(m) > 0 if either 1. (a2 ) < (a1 ), in which case r(m) = (a1 ) (a2 ), or 2. a2 = a1 and (a3 ) > (a1 ), in which case r(m) = (a3 ) (a1 ). In other words, the resistance of a move is positive in the following two cases. 1. The move leads to a decrease of the value of the potential function. In this case the resistance is equal to the dierence of potentials. 2. The move corresponds to keeping the current state (thus not modifying the value of the potential function), but the alternative move would have increased the potential. In this case the resistance is equal to the value of this latter increase.

24

potential

4 2 3

X 1

Figure 4: Resistance of edges on a path between two nodes X and Y .

Let us now compare the resistances of paths y,x and x,y . First, the two paths contain no edges of innite resistance, since they correspond to possible moves under Markov chain dynamics P . If we discount second components, the two paths correspond to a single sequence of states Z connecting x0 to xr , more precisely to traversing Z in opposite directions. (The last move in x,y has zero resistance and can thus be discounted.) Resistant moves of type (2) are taken into account by both traversals, and contribute the same resistance value to both paths. So, to compare the resistances of the two paths it is enough to compare resistance of moves of type (1). But moves of type (1) of positive resistance are those that lead to a decrease in the potential function. But decreasing potential in one direction corresponds to increasing it in the other (therefore such moves have zero resistance in the opposite direction). An illustration of the two types of moves is given in Figure 4 where the path between X and Y goes through four other nodes, labeled 1 to 4. The relative height of each node corresponds to the value of the potential function at that node. Nodes 2 and 3 have equal potential, so the transition between 2 and 3 contributes an equal amount to the resistance of paths in both directions. The other dashed lines correspond to transitions of positive resistance, while solid lines correspond to transitions of zero resistance. The conclusion of this argument is that r(y,x ) r(x,y ) = (x) (y) 0, and r(y,x ) r(x,y ) > 0 unless x is state A, which is what we had to show.

25