The Lipschitz Constant of Perturbed Anonymous Games
arXiv (Cornell University)(2020)
摘要
The worst-case Lipschitz constant of an $n$-player $k$-action $\delta$-perturbed game, $\lambda(n,k,\delta)$, is given an explicit probabilistic description. In the case of $k\geq 3$, $\lambda(n,k,\delta)$ is identified with the passage probability of a certain symmetric random walk on $\mathbb Z$. In the case of $k=2$ and $n$ even, $\lambda(n,2,\delta)$ is identified with the probability that two two i.i.d. Binomial random variables are equal. The remaining case, $k=2$ and $n$ odd, is bounded through the adjacent (even) values of $n$. Our characterisation implies a sharp closed form asymptotic estimate of $\lambda(n,k,\delta)$ as $\delta n /k\to\infty$.
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关键词
lipschitz constant
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