2410.22010
Evolutionary dynamics with random payoff matrices
Manh Hong Duong, The Anh Han
wrongmedium confidence
- Category
- math.DS
- Journal tier
- Strong Field
- Processed
- Sep 28, 2025, 12:56 AM
- arXiv Links
- Abstract ↗PDF ↗
Audit review
What the paper explicitly states is: in symmetric d‑player two‑strategy games with iid Gaussian payoff entries, E(N)=√(d−1)/2·(1+o(1)), while for asymmetric games the polynomial is Kostlan–Shub–Smale and E(N)=½√(d−1) exactly for all d; furthermore a universality statement with E(N)=√(d−1)/2+O((d−1)^{1/2−c}) is asserted under finite (2+ε)-moment assumptions (and flagged as conjectural only for the symmetric universality), see the summary passages in the survey . Under the standard symmetric modeling actually described (one iid payoff per composition k per strategy), the Bernstein-to-monomial reduction yields coefficients with variance proportional to binom(d−1,k)^2, not binom(d−1,k); applying Edelman–Kostlan’s kernel method then gives a leading positive-zero intensity of √(2(d−1))/(π(1+t^2)) and hence E(N)=½√(2(d−1))·(1+o(1))—a factor √2 larger than the paper’s claim. By contrast, in the asymmetric case the averaging over roles/orderings produces Kostlan weights binom(d−1,k), recovering the exact ½√(d−1) that the paper reports; the stated universality bound likewise matches the Kostlan ensemble. Thus the survey’s symmetric claim is off by √2 unless an unstated variance scaling (Var per k ∝ 1/binom(d−1,k)) is imposed; the model’s solution correctly identifies this and aligns with the paper on the asymmetric and universality parts.
Referee report (LaTeX)
\textbf{Recommendation:} major revisions \textbf{Journal Tier:} strong field \textbf{Justification:} The asymmetric/Kostlan and universality results are sound and well contextualized, but the symmetric iid Gaussian case is summarized with a leading constant that is incompatible with the standard modeling actually described. This is a central quantitative claim; the paper should either correct the constant or explicitly state an additional per-k variance scaling that recovers the Kostlan weights.