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Average abundancy of cooperation in multi-player games with random payoffs

Dhaker Kroumi1111Author for correspondence, and e-mail: [email protected] and Sabin Lessard2
1Department of Mathematics and Statistics
King Fahd University of Petroleum and Minerals
Dhahran 31261, Saudi Arabia
2Department of Mathematics and Statistics
University of Montreal
Montreal H3C 3J7, Canada

Abstract

We consider interactions between players in groups of size d2d\geq 2 with payoffs that not only depend on the strategies used in the group but also fluctuate at random over time. An individual can adopt either cooperation or defection as strategy and the population is updated from one-time step to the next by a birth-death event according to a Moran model. Assuming recurrent symmetric mutation and payoffs with expected values, variances, and covariances of the same small order, we derive a first-order approximation of the average abundance of cooperation in the selection-mutation equilibrium. We show that increasing the variance of any payoff for defection or decreasing the variance of any payoff for cooperation increases the average abundance of cooperation. As for the effect of the covariance between any payoff for cooperation and any payoff for defection, we show that it depends on the number of cooperators in the group associated with these payoffs. We study in particular the public goods game, the stag hunt game, and the snowdrift game, all social dilemmas based on random benefit bb and cost cc for cooperation. We show that a decrease in the scaled variance of bb or cc, or an increase in their scaled covariance, makes it easier for weak selection to favor the abundance of cooperation in the stag hunt game and the snowdrift game. The same conclusion holds for the public goods game except that the covariance of bb has no effect on the average abundance of CC. On the other hand, increasing the scaled mutation rate or the group size can enhance or lessen the condition for weak selection to favor the abundance of CC.

Keywords and phrases: Moran model; Mutation-selection equilibrium; Evolution of cooperation; Dirichlet distribution; Public goods game; Stag hunt game; Snowdrift game

Mathematics Subject Classification (2010): Primary 92D25; Secondary 60J70

1 Introduction

Evolutionary game theory assumes that the reproductive success of a strategy is not constant but depends on the frequencies of the different strategies (Maynard Smith and Price [40], Maynard Smith [39], Hofbauer and Sigmund [19]). This reproductive success is a function of a mean payoff that depends on interactions between individuals, which in turn depend on the population state.

In continuous time, the mean payoff of a strategy has been defined as its growth rate. Then, in an infinitely large well-mixed population, the deterministic dynamics is described by the replicator equation (Taylor and Jonker [57], Zeeman [61]). Evolutionary concepts such as evolutionarily stability (Maynard Smith and Price [40]), continuous stability (Eshel [5]) or convergence stability (Christiansen [3]) were first studied in this framework (see, e.g., Taylor [58], Hofbauer and Sigmund [19]).

For evolutionary game dynamics in a finite population, we have to resort to stochastic processes and probability concepts. Consider, for instance, a well-mixed population of fixed size N2N\geq 2 in discrete time, where each individual can use as strategy either CC for cooperation or DD for defection in a Prisoner’s dilemma. With any update rule from one time step to the next and in the absence of mutation, the population state over time is described by a Markov chain that has two absorbing states corresponding to an all cooperating population and an all defecting population. Let ρC\rho_{C} (respectively, ρD\rho_{D}) be the probability that a single individual of type CC (respectively, type DD) among N1N-1 individuals of type DD (respectively, type CC) generates a lineage forward in time that will take over the whole population. Then, selection is said to favor the evolution of CC more than the evolution of DD if ρC>ρD\rho_{C}>\rho_{D} (Nowak et al. [43], Imhof and Nowak [21]). In the presence of symmetric mutation, the Markov chain is irreducible and, as a result, it possesses a stationary state called the mutation-selection equilibrium. If the average frequency of CC in this equilibrium is greater that the average frequency of DD, then selection is said to favor the abundance of CC (Antal et al. [1], see also Kroumi and Lessard [29, 30]).

The above game dynamics were considered first under the assumption of random pairwise interactions. Multi-player games were considered later on to take into account interactions within groups of any fixed size d2d\geq 2. Kurokawa and Ihara [33], for instance, studied the probability of ultimate fixation of a strategy given its initial frequency in this framework in the absence of the mutation, and Gokhale and Traulsen [15] its average abundance in the presence of recurrent mutation. In particular, an exact condition for weak selection to favor the abundance of a given strategy in a large population were deduced in the case d=3d=3.

In all the above mentioned studies, the payoffs were supposed deterministic. This assumes a constant environment which is not generally the case in biological populations. Unknown risk of predation and variability in available resources, competition capabilities as well as birth and death rates (May [38], Kaplan et al. [24], Lande et al. [34]) are among multiple factors that motivate taking into account random fluctuations in evolutionary models. Indeed, such fluctuations have an effect on evolutionary outcomes. Early studies on the effect of varying the selection coefficients between generations and varying the offspring numbers within generations in haploid as well as diploid population genetic models in the absence of mutation include Gillespie [13, 14], Karlin and Levikson [25], Karlin and Liberman [26] and Frank and Slatkin [11]). Extensions can be found in Starrfelt and Kokko [55], Schreiber [52] or Rychtar and Taylor [49]. Moreover, the fixation probability for a given type in a population whose size fluctuates dynamically was addressed in Lambert [35], Parsons and Quince [46, 47] and Otto and Whitlock [44], among others, while Uecker and Hermisson [59] studied a population with temporal variation not only in its size but also in selection pressure. Competing populations distributed over habitat patches where environmental conditions fluctuate in time and space were considered too (Evans et al. [6], Schreiber [51]).

In evolutionary games, the payoffs may change at random over time. A stochastic version of the continuous-time replicator equation with a random noise added to the growth rate of every strategy was considered in Fudenberg and Harris [12]. More recently, the effect of stochastic changes in payoffs in two-player linear games in discrete time were studied with particular attention to stochastic local stability of fixation states and polymorphic equilibria in an infinite population (Zheng et al. [63, 64]) and fixation probabilities of strategies in a finite population (Li and Lessard [36], Kroumi et al. [32]).

In a previous paper (Kroumi and Lessard [31]), we have studied the effects of randomness in payoffs on the average abundance of strategies under recurrent mutation in two-player games. Assuming a finite population in discrete time updated according to a Moran model. The payoffs for cooperation and defection in Prisoner’s dilemmas, repeated or not, fluctuate over time such that their means, variances and covariances are of the same small order while higher moments are insignificant. In the mutation-selection equilibrium, we have shown that an increase in the variance of any payoff received by defection against cooperation or defection, or in their covariance, or a decrease in the variance of any payoff received by cooperation against cooperation or defection, or in their covariance, increases the average abundance of cooperation. Then, it is easier for weak selection to favor the abundance of cooperation. Moreover, increasing the scaled mutation rate can lessen or enhance the effect.

In this paper, we extend our analysis of average abundance with random payoffs to many-player games. Interactions occur within groups of any fixed size d2d\geq 2 and the payoffs received by cooperators and defectors are random variables that depend on the group composition. We study the average abundance of CC in the stationary state of the mutation-selection equilibrium to derive conditions for weak selection to favor the abundance of CC. These conditions are examined in detail to understand the effect of the scaled mutation rate and the group size in different games and scenarios.

The remainder of this paper is organized as follows. In Section 22, we formulate the model. In Section 3, we derive the average abundance of CC in the stationary state under symmetric mutation and weak selection. In Section 44, we examine in detail the particular case of payoffs with additive mean scaled cost and benefit for cooperation. In the next sections, we focus on three special social dilemmas, the public goods game in Section 55, the stag hunt game in Section 66, and the snowdrift game in Section 77. We summarize the conclusions and interpretations of our results in Section 88.

2 Model

Consider a population of a fixed size NN. Each individual can be of only one of two types depending on the strategy used: CC for cooperation or DD for defection. Interactions between individuals occur within random groups of dd players. A cooperator (respectively, defector) receives a payoff aka_{k} (respectively, bkb_{k}) when it interacts with kk cooperators and dk1d-k-1 defectors. The payoffs at a given time step are described in the following payoff array:

0 11 \cdots d1d-1
CC a0a_{0} a1a_{1} \cdots ad1a_{d-1}
DD b0b_{0} b1b_{1} \cdots bd1b_{d-1}

Here, we suppose that the payoffs are random variables whose first and second moments are given by

E[ai]=μC,iδ+o(δ),\displaystyle E\left[a_{i}\right]=\mu_{C,i}\delta+o(\delta), (1a)
E[aiaj]=σCC,ijδ+o(δ),\displaystyle E\left[a_{i}a_{j}\right]=\sigma_{CC,ij}\delta+o(\delta), (1b)
E[bi]=μD,iδ+o(δ),\displaystyle E\left[b_{i}\right]=\mu_{D,i}\delta+o(\delta), (1c)
E[bibj]=σDD,ijδ+o(δ),\displaystyle E\left[b_{i}b_{j}\right]=\sigma_{DD,ij}\delta+o(\delta), (1d)
E[aibj]=σCD,ijδ+o(δ),\displaystyle E\left[a_{i}b_{j}\right]=\sigma_{CD,ij}\delta+o(\delta), (1e)

for i,j=0,1,,d1i,j=0,1,\ldots,d-1. The parameter δ0\delta\geq 0, which corresponds to an intensity of selection, measures the order of the first and second moments of the payoffs. The parameters μS1,i\mu_{S_{1},i} and σS1S2,ij\sigma_{S_{1}S_{2},ij} for i,j=0,1,,d1i,j=0,1,\ldots,d-1 and S1,S2=CS_{1},S_{2}=C or DD correspond to scaled means and covariances, respectively. In addition, all higher-order moments of the payoffs are assumed to be negligible compared to δ\delta, that is,

E[i=0d1aikibili]=o(δ)E\left[\prod_{i=0}^{d-1}a_{i}^{k_{i}}b_{i}^{l_{i}}\right]=o(\delta) (2)

as soon as i=0d1(ki+li)3\sum_{i=0}^{d-1}(k_{i}+l_{i})\geq 3 for integers ki,li0k_{i},l_{i}\geq 0 for i=1,,d1i=1,\ldots,d-1. Moreover, the payoffs at any given time step are assumed to be independent of the payoffs at all other time steps.

Following interactions within groups, each individual accumulates a payoff PP that is translated into a reproductive fitness that takes the form f=1+Pf=1+P. Let fC(x)f_{C}(x) and fD(x)f_{D}(x) be the reproductive fitnesses of a cooperator and a defector, respectively, at a given time step when the frequency of CC in the population is x=i/Nx=i/N. Since groups of size dd are formed at random, we have

fC(x)\displaystyle f_{C}(x) =1+k=0d1(i1k)(Nidk1)(N1dk1)ak=1+PC(x),\displaystyle=1+\sum_{k=0}^{d-1}\frac{\binom{i-1}{k}\binom{N-i}{d-k-1}}{\binom{N-1}{d-k-1}}a_{k}=1+P_{C}(x), (3a)
fD(x)\displaystyle f_{D}(x) =1+k=0d1(ik)(Ni1dk1)(N1dk1)bk=1+PD(x),\displaystyle=1+\sum_{k=0}^{d-1}\frac{\binom{i}{k}\binom{N-i-1}{d-k-1}}{\binom{N-1}{d-k-1}}b_{k}=1+P_{D}(x), (3b)

where PC(x)P_{C}(x) and PD(x)P_{D}(x) are the average payoffs to CC and DD, respectively.

The update of the population from one time step to the next is done through a single birth-death event according to a Moran model allowing for mutation (Moran [41], Ewens [9]). With probability proportional to its reproductive fitness, an individual is chosen to produce an offspring. With probability 1u<11-u<1, the offspring is an exact copy of its parent and, therefore, uses the same strategy. With the complementary probability u>0u>0, the offspring is a mutant, in which case its strategy is chosen at random. More precisely, a mutant offspring adopts strategy CC with probability 1/21/2 or strategy DD with probability 1/21/2. In all cases, the offspring produced replaces an individual that is chosen at random in the population to die, possibly the parent of the offspring but not the offspring itself. This leads to the population state at the next time step.

The state space for the frequency of CC in the population at a given time step, represented by XX, is S={0,1/N,,(N1)/N,1}S=\{0,1/N,\ldots,(N-1)/N,1\}. The frequency of CC over all time steps is an aperiodic irreducible Markov chain on a finite state space. Owing to the ergodic theorem (see, e.g., Karlin and Taylor [27]), the chain tends to an equilibrium state, called the selection-mutation equilibrium, given by a unique stationary probability distribution, represented by {Πδ(x)}xS\{\Pi^{\delta}(x)\}_{x\in S} where Πδ(x)=δ(X=x)>0\Pi^{\delta}(x)=\mathbb{P}^{\delta}(X=x)>0 and xSΠδ(x)=1\sum\limits_{x\in S}\Pi^{\delta}(x)=1.

Let 𝔼δ\mathbb{E}^{\delta} denote the expectation with respect to the stationary probability distribution if the intensity of selection is δ0\delta\geq 0. The average abundance of CC is defined as

𝔼δ[X]=x𝐒xΠδ(x).\mathbb{E}^{\delta}[X]=\sum_{x\in\mathbf{S}}x\Pi^{\delta}(x). (4)

We say that weak selection favors the abundance of CC if its average abundance under weak enough selection exceeds what it would be under neutrality, that is,

𝔼δ[X]>𝔼0[X]=12\mathbb{E}^{\delta}[X]>\mathbb{E}^{0}[X]=\frac{1}{2} (5)

for δ>0\delta>0 small enough. Here, 𝔼0[X]\mathbb{E}^{0}[X] represents the average abundance of CC under neutrality when δ=0\delta=0.

3 Average abundance under symmetric mutation and weak selection

From one time step to the next, the frequency of CC can increase by 1/N1/N, decrease by 1/N1/N, or remain the same. Let us denote this change by ΔX=XX\Delta X=X^{\prime}-X. We have ΔX=1/N\Delta X=-1/N when a DD offspring replaces a CC individual. Let T(x)T^{-}(x) be the conditional probability that ΔX=1/N\Delta X=-1/N given that X=xX=x. Then, we have

T(x)\displaystyle T^{-}(x) =δ[ΔX=1N|X=x]\displaystyle=\mathbb{P}^{\delta}\left[\Delta X=-\frac{1}{N}\,\Big{|}\,X=x\right]
=[(1u)E[(1x)fD(x)xfC(x)+(1x)fD(x)]+u2]x,\displaystyle=\Bigg{[}(1-u)E\left[\frac{(1-x)f_{D}(x)}{xf_{C}(x)+(1-x)f_{D}(x)}\right]+\frac{u}{2}\Bigg{]}x, (6)

where EE denotes an expectation with respect to the probability distribution of the payoffs. Similarly, ΔX=1/N\Delta X=1/N when a CC offspring replaces a DD individual, and the conditional probability of this event given that X=xX=x is

T+(x)\displaystyle T^{+}(x) =δ[ΔX=1N|X=x]\displaystyle=\mathbb{P}^{\delta}\left[\Delta X=\frac{1}{N}\,\Big{|}\,X=x\right]
=[(1u)E[xfC(x)xfC(x)+(1x)fD(x)]+u2](1x).\displaystyle=\Bigg{[}(1-u)E\left[\frac{xf_{C}(x)}{xf_{C}(x)+(1-x)f_{D}(x)}\right]+\frac{u}{2}\Bigg{]}(1-x). (7)

Accordingly, the conditional expected change in the frequency of CC is

𝔼xδ[ΔX]\displaystyle\mathbb{E}_{x}^{\delta}\left[\Delta X\right] =𝔼δ[ΔX|X=x]\displaystyle=\mathbb{E}^{\delta}\left[\Delta X\,|\,X=x\right]
=1N(T+(x)T(x))\displaystyle=\frac{1}{N}\left(T^{+}(x)-T^{-}(x)\right)
=u(12x)2N+δN(1u)x(1x)m(x)+o(δ),\displaystyle=\frac{u(1-2x)}{2N}+\frac{\delta}{N}(1-u)x(1-x)m(x)+o(\delta), (8)

where

m(x)=E[fC(x)fD(x)xfC(x)+(1x)fD(x)].m(x)=E\left[\frac{f_{C}(x)-f_{D}(x)}{xf_{C}(x)+(1-x)f_{D}(x)}\right]. (9)

Multiplying both sides in (3) by Πδ(x)\Pi^{\delta}(x) and summing up over all states xx in SS lead to

𝔼δ[ΔX]=u2N[12𝔼δ[X]]+δN(1u)𝔼δ[X(1X)m(X)]+o(δ).\mathbb{E}^{\delta}\left[\Delta X\right]=\frac{u}{2N}\left[1-2\mathbb{E}^{\delta}[X]\right]+\frac{\delta}{N}(1-u)\mathbb{E}^{\delta}\left[X(1-X)m(X)\right]+o(\delta). (10)

In the stationary state, the frequency of CC in the population keeps a constant expected value, that is,

𝔼δ[ΔX]=0.\mathbb{E}^{\delta}\left[\Delta X\right]=0. (11)

Therefore, (10) yields

𝔼δ[X]=12+δ(1u)u𝔼δ[X(1X)m(X)]+o(δ).\mathbb{E}^{\delta}[X]=\frac{1}{2}+\frac{\delta(1-u)}{u}\mathbb{E}^{\delta}\left[X(1-X)m(X)\right]+o(\delta). (12)

Then, using

𝔼δ[X(1X)m(X)]=𝔼0[X(1X)m(X)]+O(δ),\mathbb{E}^{\delta}\left[X(1-X)m(X)\right]=\mathbb{E}^{0}\left[X(1-X)m(X)\right]+O(\delta), (13)

we obtain the first-order approximation

𝔼δ[X]12+δ(1u)u𝔼0[X(1X)m(X)]\mathbb{E}^{\delta}[X]\approx\frac{1}{2}+\frac{\delta(1-u)}{u}\mathbb{E}^{0}\left[X(1-X)m(X)\right] (14)

for the expected frequency of CC in the selection-mutation equilibrium. Returning to (5), we have that weak selection favors the abundance of CC if

𝔼0[X(1X)m(X)]>0.\mathbb{E}^{0}\left[X(1-X)m(X)\right]>0. (15)

In the remainder of this paper, we consider a large population size, in which case we have

m(x)\displaystyle m(x) =k=0d1(d1k)xk(1x)dk1(μC,kμD,k)\displaystyle=\sum_{k=0}^{d-1}\binom{d-1}{k}x^{k}(1-x)^{d-k-1}\left(\mu_{C,k}-\mu_{D,k}\right)
+k,l=0d1(d1k)(d1l)xk+l(1x)2dkl2\displaystyle\quad+\sum_{k,l=0}^{d-1}\binom{d-1}{k}\binom{d-1}{l}x^{k+l}(1-x)^{2d-k-l-2}
×[x(σCD,klσCC,kl)+(1x)(σDD,klσCD,kl)].\displaystyle\quad\quad\times\Big{[}x(\sigma_{CD,kl}-\sigma_{CC,kl})+(1-x)(\sigma_{DD,kl}-\sigma_{CD,kl})\Big{]}. (16)

See Appendix AA.

Now, let us define

ψnk=𝔼0[Xk(1X)nk]\psi_{n}^{k}=\mathbb{E}^{0}\left[X^{k}(1-X)^{n-k}\right] (17)

for k=0,1,,nk=0,1,\ldots,n. This is the probability that among nn individuals drawn at random with replacement in a neutral population at equilibrium, kk of them in particular are of type CC, while the other nkn-k individuals are of type DD. Note that ψnk=ψnnk\psi^{k}_{n}=\psi^{n-k}_{n} since mutation is symmetric.

In a neutral population in the limit of a large population size NN with N2/2N^{2}/2 birth-death events as unit of time, each pair of lineages coalesces backward in time at rate 11 independently of all others according to Kingman’s coalescent (Kingman[28]). Besides, each lineage mutates at the scaled rate θ=limNNu/2\theta=\lim_{N\rightarrow\infty}Nu/2 independently of all others and independently of the coalescent process (see, e.g., Ewens[9], p. 340). This implies that the expected value in (17) in the limit of a large population size corresponds to a moment of a Dirichlet distribution (Ewens[9], p. 195). This leads to the following key lemma (see Appendix B for a proof).

Lemma 1.

In a large population, we have the approximation

ψnk\displaystyle\psi_{n}^{k} i=1k(θ+i1)j=1nk(θ+j1)l=1n(2θ+l1)\displaystyle\approx\frac{\prod_{i=1}^{k}(\theta+i-1)\prod_{j=1}^{n-k}(\theta+j-1)}{\prod_{l=1}^{n}(2\theta+l-1)} (18)

for k=0,1,,nk=0,1,\ldots,n, where θ=limNNu/2\theta=\lim_{N\rightarrow\infty}Nu/2 is a scaled mutation rate.

Note that we have the approximation

ψnk={θ(k1)!(nk1)!2(n1)!if k=1,2,,n1,12θ2Hn1if k=0,n,\displaystyle\psi_{n}^{k}=\left\{\begin{array}[]{ll}\frac{\theta(k-1)!(n-k-1)!}{2(n-1)!}&\mbox{if }k=1,2,\ldots,n-1,\\ \frac{1}{2}-\frac{\theta}{2}H_{n-1}&\mbox{if }k=0,n,\end{array}\right. (21)

when θ\theta is small and terms of order o(θ)o(\theta) are neglected, and the approximation

ψnk12n\psi_{n}^{k}\approx\frac{1}{2^{n}} (22)

for k=0,1,,nk=0,1,\ldots,n when θ\theta is large and terms of order O(θ1)O(\theta^{-1}) are neglected. Here, Hk=i=1k1/iH_{k}=\sum_{i=1}^{k}1/i denotes the kk-th harmonic number (Conway and Guy [4]).

Using (3) and (17), the expected value on the left-hand side of (15) can be expressed as

𝔼0[X(1X)m(X)]\displaystyle\mathbb{E}^{0}\left[X(1-X)m(X)\right] =k=0d1(d1k)ψd+1k+1(μC,kμD,k)+k,l=0d1(d1k)(d1l)\displaystyle=\sum_{k=0}^{d-1}\binom{d-1}{k}\psi_{d+1}^{k+1}\left(\mu_{C,k}-\mu_{D,k}\right)+\sum_{k,l=0}^{d-1}\binom{d-1}{k}\binom{d-1}{l}
×[ψ2d+1k+l+2(σCC,klσCD,kl)+ψ2d+1k+l+1(σDD,klσCD,kl)].\displaystyle\quad\times\left[-\psi_{2d+1}^{k+l+2}\left(\sigma_{CC,kl}-\sigma_{CD,kl}\right)+\psi_{2d+1}^{k+l+1}\left(\sigma_{DD,kl}-\sigma_{CD,kl}\right)\right]. (23)

In this expression, the coefficient of σCC,kl\sigma_{CC,kl} is always negative, while the coefficient of σDD,kl\sigma_{DD,kl} is always positive, for k,l=0,1,,d1k,l=0,1,\ldots,d-1. As for the effect of a change in any covariance between a payoff to CC and a payoff to DD, σCD,kl\sigma_{CD,kl}, on average abundance, it depends on the sign of ψ2d+1k+l+2ψ2d+1k+l+1\psi_{2d+1}^{k+l+2}-\psi_{2d+1}^{k+l+1}, for k,l=0,1,,d1k,l=0,1,\ldots,d-1. Owing to the above lemma, we have the approximation

ψ2d+1k+l+2ψ2d+1k+l+1(k+l+1d)i=1k+l+2(θ+i1)j=12dkl1(θ+j1)l=12d+1(2θ+l1)\psi_{2d+1}^{k+l+2}-\psi_{2d+1}^{k+l+1}\approx\frac{(k+l+1-d)\prod_{i=1}^{k+l+2}(\theta+i-1)\prod_{j=1}^{2d-k-l-1}(\theta+j-1)}{\prod_{l=1}^{2d+1}(2\theta+l-1)} (24)

if the population size is large enough. This approximation is positive if k+l>d1k+l>d-1, negative if k+l<d1k+l<d-1, and null if k+l=d1k+l=d-1.

Therefore, the following conclusion ensues.

Result 1

Under weak selection, decreasing any covariance σCC,kl\sigma_{CC,kl} between two payoffs to CC, or increasing any covariance σDD,kl\sigma_{DD,kl} between two payoffs to DD, increases the average abundance of CC. In other words, less uncertainty in the payoffs to CC or more uncertainty in the payoffs to DD makes it easier for weak selection to favor the abundance of CC. Moreover, increasing any covariance σCD,kl\sigma_{CD,kl} between a payoff to CC and a payoff to DD for k+l>d1k+l>d-1, or decreasing it for k+l<d1k+l<d-1, increases the average abundance of CC, while increasing it or decreasing it for k+l=d1k+l=d-1 has no effect on the average abundance of CC.

Note that, if the population size is large enough and all the payoffs are constant, so that all the covariances vanish, then condition (15) for weak selection to favor the abundance of CC reduces to

k=0d1(d1k)Γ(θ+k+1)Γ(θ+dk)(μC,kμD,k)>0,\sum_{k=0}^{d-1}\binom{d-1}{k}\Gamma(\theta+k+1)\Gamma(\theta+d-k)\left(\mu_{C,k}-\mu_{D,k}\right)>0, (25)

where Γ(β+1)=βΓ(β)\Gamma(\beta+1)=\beta\Gamma(\beta) for β>0\beta>0. This generalizes a result of Gokhale and Traulsen [15] for d=3d=3.

4 Additive scaled mean cost and benefit

In this section, we focus on a particular case where the scaled mean payoffs to CC and DD are given by

μC,k\displaystyle\mu_{C,k} =kd1μbμc,\displaystyle=\frac{k}{d-1}\mu_{b}-\mu_{c}, (26a)
μD,k\displaystyle\mu_{D,k} =kd1μb,\displaystyle=\frac{k}{d-1}\mu_{b}, (26b)

respectively, for k=0,1,,d1k=0,1,\ldots,d-1. This corresponds to a public goods game where a cooperator pays a mean scaled cost μc\mu_{c}, while the scaled mean benefit of cooperation μb\mu_{b} is distributed equally among the other d1d-1 members of the group.

Under constant payoffs, that is, σS1S2,kl=0\sigma_{S_{1}S_{2},kl}=0 for all S1,S2=C,DS_{1},S_{2}=C,D and k=0,1,,d1k=0,1,\ldots,d-1, weak selection never favors the abundance of CC since then the espression (3) reduces to the first summation given by

k=0d1(d1k)ψd+1k+1(μC,kμD,k)=μck=0d1(d1k)ψd+1k+1=μcψ21,\sum_{k=0}^{d-1}\binom{d-1}{k}\psi_{d+1}^{k+1}\left(\mu_{C,k}-\mu_{D,k}\right)=-\mu_{c}\sum_{k=0}^{d-1}\binom{d-1}{k}\psi_{d+1}^{k+1}=-\mu_{c}\psi_{2}^{1}, (27)

which cannot be positive. Here, we have used the identity

k=0n(nk)ψn+ik+j\displaystyle\sum_{k=0}^{n}\binom{n}{k}\psi_{n+i}^{k+j} =k=0n(nk)𝔼0[Xk+j(1X)n+ikj]\displaystyle=\sum_{k=0}^{n}\binom{n}{k}\mathbb{E}^{0}\left[X^{k+j}(1-X)^{n+i-k-j}\right]
=𝔼0[Xj(1X)ijk=0n(nk)Xk(1X)nk]\displaystyle=\mathbb{E}^{0}\left[X^{j}\left(1-X\right)^{i-j}\sum_{k=0}^{n}\binom{n}{k}X^{k}\left(1-X\right)^{n-k}\right]
=𝔼0[Xj(1X)ij]=ψij,\displaystyle=\mathbb{E}^{0}\left[X^{j}\left(1-X\right)^{i-j}\right]=\psi^{j}_{i}, (28)

for 0ji0\leq j\leq i.

In the remainder of this section, we will show that introducing uncertainty in the payoffs to DD can make it possible for weak selection to favor the abundance of CC.

4.1 Case 1

In this subsection, we suppose that all the covariances between any two payoffs to CC and all the covariances between any payoff to CC and any payoff to DD are insignificant, that is, σCC,kl=0\sigma_{CC,kl}=0 and σCD,kl=0\sigma_{CD,kl}=0 for k,l=0,1,,d1k,l=0,1,\ldots,d-1. Moreover, we suppose that all the covariances between any two payoffs to DD are insignificant except for a certain integer k0k_{0} between 0 and d1d-1. More precisely, we have σDD,kl=0\sigma_{DD,kl}=0 for (k,l)(k0,k0)(k,l)\not=(k_{0},k_{0}) and σDD,k0k0=σ2>0\sigma_{DD,k_{0}k_{0}}=\sigma^{2}>0.

In this case, the second summation in (3) reduces to σ2(d1k0)2ψ2d+12k0+1\sigma^{2}\binom{d-1}{k_{0}}^{2}\psi_{2d+1}^{2k_{0}+1}. Then, using the expression of the first summation given in (27), condition (15) for weak selection to favor the abundance of CC takes the form

σ2μc>(σ2μc)=ψ21(d1k0)2ψ2d+12k0+1.\frac{\sigma^{2}}{\mu_{c}}>\left(\frac{\sigma^{2}}{\mu_{c}}\right)^{*}=\frac{\psi_{2}^{1}}{\binom{d-1}{k_{0}}^{2}\psi_{2d+1}^{2k_{0}+1}}. (29)

See Figure 2 for graphics of this threshold value in a large population with respect to the scaled mutation rate θ\theta for d=2,3,4,5d=2,3,4,5 and k0=0,1,,d1k_{0}=0,1,\ldots,d-1 using the approximation that is given in Lemma 1.

Using the approximation in (21) when θ\theta is small, we get in this case

(σ2μc)(2k0+1)(2d2k0+1)(d1k0)2.\left(\frac{\sigma^{2}}{\mu_{c}}\right)^{*}\approx\frac{(2k_{0}+1)\binom{2d}{2k_{0}+1}}{\binom{d-1}{k_{0}}^{2}}. (30)

For any d2d\geq 2, the value of this threshold is an increasing function of k0k_{0} since we have

(2(k0+1)+1)(2d2(k0+1)+1)(d1k0+1)2(2k0+1)(2d2k0+1)(d1k0)2=(k0+1)(2d2k01)(2k0+1)(dk01)=2k0d2k023k0+2d12k0d2k023k0+d1>1.\frac{\frac{\left(2\left(k_{0}+1\right)+1\right)\binom{2d}{2(k_{0}+1)+1}}{\binom{d-1}{k_{0}+1}^{2}}}{\frac{(2k_{0}+1)\binom{2d}{2k_{0}+1}}{\binom{d-1}{k_{0}}^{2}}}=\frac{(k_{0}+1)(2d-2k_{0}-1)}{(2k_{0}+1)(d-k_{0}-1)}=\frac{2k_{0}d-2k_{0}^{2}-3k_{0}+2d-1}{2k_{0}d-2k_{0}^{2}-3k_{0}+d-1}>1. (31)

We conclude that the best scenario for the abundance of CC to be favored by weak selection is when k0=0k_{0}=0, in which case the threshold value is minimum at 2d2d, while the worst scenario is when k0=d1k_{0}=d-1, with the threshold value reaching its maximum 2d(2d1)2d(2d-1). Note that the threshold value tends to \infty as dd\rightarrow\infty. Therefore, if the group size dd is large enough and the scaled mutation rate θ\theta low enough, weak selection cannot favor the abundance of CC.

Refer to caption
Figure 1: Curves of the threshold value (σ2/μc)(\sigma^{2}/\mu_{c})^{*} that σ2/μc\sigma^{2}/\mu_{c} must exceed for weak selection to favor the abundance of CC for d=2,3,4,5d=2,3,4,5 and k0=0,1,,d1k_{0}=0,1,\ldots,d-1 with respect to the scaled mutation rate θ\theta in a large population. Under a low scaled mutation rate, the best scenario for the abundance of CC is when k0=0k_{0}=0, while the worst scenario is when k0=d1k_{0}=d-1. Under a high scaled mutation rate, the worst scenario is when k0=0k_{0}=0 or d1d-1, and the best scenario when k0=(d1)/2k_{0}=(d-1)/2 if dd is odd, or k0=d/21k_{0}=d/2-1 or k0=d/2k_{0}=d/2 if dd is even. Note that the scaled mutation rate can increase or decrease the threshold depending on k0k_{0}. Increasing the group size dd increases the threshold value (σ2/μc)(\sigma^{2}/\mu_{c})^{*}, which makes it more difficult for weak selection to favor the abundance of CC.

On the other hand, using the approximation in (22) in the case where θ\theta is large, we have

(σ2μc)22d1(d1k0)2,\left(\frac{\sigma^{2}}{\mu_{c}}\right)^{*}\approx\frac{2^{2d-1}}{\binom{d-1}{k_{0}}^{2}}\,, (32)

which reaches its maximum when k0=0k_{0}=0 or d1d-1, and its minimum when k0=(d1)/2k_{0}=(d-1)/2 if dd is odd, or when k0=d/21k_{0}=d/2-1 or k0=d/2k_{0}=d/2 if dd is even. Note that, as dd\rightarrow\infty, the threshold value tends to \infty, in which case weak selection cannot favor the abundance of CC.

4.2 Case 2

We suppose now that all the covariances between any two payoffs to CC and all the covariances between any payoff to CC and any payoff to DD are insignificant, that is, σCC,kl=σCD,kl=0\sigma_{CC,kl}=\sigma_{CD,kl}=0 for k,l=0,1,,d1k,l=0,1,\ldots,d-1. Moreover, we suppose that all the covariances between any two payoffs to DD are of the same positive order, that is, σDD,kl=σ2>0\sigma_{DD,kl}=\sigma^{2}>0 for k,l=0,1,,d1k,l=0,1,\ldots,d-1. This is the case, for instance, when all payoffs to DD are perfectly positively correlated.

In this case, the second summation in (3) takes the form

σ2k,l=0d1(d1k)(d1l)ψ2d+1k+l+1=σ2ψ31.\sigma^{2}\sum_{k,l=0}^{d-1}\binom{d-1}{k}\binom{d-1}{l}\psi_{2d+1}^{k+l+1}=\sigma^{2}\psi^{1}_{3}. (33)

Here, we have used the identity

k,l=0d1(d1k)(d1l)ψ2d+ik+l+j\displaystyle\sum_{k,l=0}^{d-1}\binom{d-1}{k}\binom{d-1}{l}\psi_{2d+i}^{k+l+j}
=k,l=0d1(d1k)(d1l)𝔼0[Xk+l+j(1X)2d+iklj]\displaystyle=\sum_{k,l=0}^{d-1}\binom{d-1}{k}\binom{d-1}{l}\mathbb{E}^{0}\left[X^{k+l+j}\left(1-X\right)^{2d+i-k-l-j}\right]
=𝔼0[Xj(1X)i+2j(k=0d1(d1k)Xk(1X)d1k)2]\displaystyle=\mathbb{E}^{0}\left[X^{j}\left(1-X\right)^{i+2-j}\Bigg{(}\sum_{k=0}^{d-1}\binom{d-1}{k}X^{k}\left(1-X\right)^{d-1-k}\Bigg{)}^{2}\right]
=𝔼0[Xj(1X)i+2j]=ψi+2j,\displaystyle=\mathbb{E}^{0}\left[X^{j}\left(1-X\right)^{i+2-j}\right]=\psi_{i+2}^{j}, (34)

for 0ji+20\leq j\leq i+2. Inserting the expressions (27) and (33) in (14) and using Lemma 11, the first-order approximation of the average abundance of CC becomes

𝔼δ[X]12+δN8(2θ+1)(σ22μc).\mathbb{E}^{\delta}[X]\approx\frac{1}{2}+\frac{\delta N}{8(2\theta+1)}\left(\sigma^{2}-2\mu_{c}\right). (35)

Accordingly, condition (15) for weak selection to favor the abundance of CC can be written as

σ2μc>2.\frac{\sigma^{2}}{\mu_{c}}>2\,. (36)

This condition does not depend on θ\theta nor on dd. If it is satisfied, then weak selection favors the abundance of CC for any scaled mutation rate θ>0\theta>0 and any group size d2d\geq 2.

It is clear from (35) that increasing the scaled mutation rate will decrease the average abundance of CC if σ2>2μc\sigma^{2}>2\mu_{c}, and increase it if σ2<2μc\sigma^{2}<2\mu_{c}. On the other hand, the group size dd has no effect on the average abundance of CC.

5 Public goods game

In this section and the next two ones, we are interested in classical social dilemmas where cooperation incurs a random cost c>0c>0 but provides a random benefit b>cb>c in groups of size dd. Moreover, we assume that

E[b]\displaystyle E[b] =μbδ+o(δ),\displaystyle=\mu_{b}\delta+o(\delta), (37a)
E[c]\displaystyle E[c] =μcδ+o(δ),\displaystyle=\mu_{c}\delta+o(\delta), (37b)
E[b2]\displaystyle E[b^{2}] =σb2δ+o(δ),\displaystyle=\sigma^{2}_{b}\delta+o(\delta), (37c)
E[c2]\displaystyle E[c^{2}] =σc2δ+o(δ),\displaystyle=\sigma^{2}_{c}\delta+o(\delta), (37d)
E[bc]\displaystyle E[bc] =σbcδ+o(δ)\displaystyle=\sigma_{bc}\delta+o(\delta) (37e)

and

E[bicj]=o(δ),E\left[b^{i}c^{j}\right]=o(\delta), (38)

for any non-negative integers ii and jj such that i+j3i+j\geq 3.

We consider first a linear public goods game in which the benefit of cooperation bb by an individual at a cost cc is distributed equally among the d1d-1 other individuals in the same group and all effects of cooperation are additive (Hamburger [18], Fox and Guyer [10], Nowak and Sigmund [42], Wild and Traulsen [60]). In this case, the payoffs to CC and DD for an individual in interaction with kk cooperators and dk1d-k-1 defectors are

ak\displaystyle a_{k} =kd1bc,\displaystyle=\frac{k}{d-1}b-c, (39a)
bk\displaystyle b_{k} =kd1b,\displaystyle=\frac{k}{d-1}b, (39b)

whose scaled means are given by

μC,k\displaystyle\mu_{C,k} =kd1μbμc,\displaystyle=\frac{k}{d-1}\mu_{b}-\mu_{c}, (40a)
μD,k\displaystyle\mu_{D,k} =kd1μb,\displaystyle=\frac{k}{d-1}\mu_{b}, (40b)

and scaled variances and covariances by

σCC,kl\displaystyle\sigma_{CC,kl} =kl(d1)2σb2+σc2k+ld1σbc,\displaystyle=\frac{kl}{(d-1)^{2}}\sigma^{2}_{b}+\sigma^{2}_{c}-\frac{k+l}{d-1}\sigma_{bc}, (41a)
σCD,kl\displaystyle\sigma_{CD,kl} =kl(d1)2σb2kd1σbc,\displaystyle=\frac{kl}{(d-1)^{2}}\sigma^{2}_{b}-\frac{k}{d-1}\sigma_{bc}, (41b)
σDD,kl\displaystyle\sigma_{DD,kl} =kl(d1)2σb2,\displaystyle=\frac{kl}{(d-1)^{2}}\sigma^{2}_{b}, (41c)

for k,l=0,1,,d1k,l=0,1,\ldots,d-1. Then, the first summation in (3) is the same as in (27). On the other hand, using the identity ld1(d1l)=(d2l1)\frac{l}{d-1}\binom{d-1}{l}=\binom{d-2}{l-1}, we obtain

k,l=0d1(d1k)(d1l)ld1ψ2d+1k+l+i\displaystyle\sum_{k,l=0}^{d-1}\binom{d-1}{k}\binom{d-1}{l}\frac{l}{d-1}\psi_{2d+1}^{k+l+i}
=k=0d1l=1d1(d1k)(d2l1)𝔼0[Xk+l+i(1X)2d+1kli]\displaystyle=\sum_{k=0}^{d-1}\sum_{l=1}^{d-1}\binom{d-1}{k}\binom{d-2}{l-1}\mathbb{E}^{0}\left[X^{k+l+i}\left(1-X\right)^{2d+1-k-l-i}\right]
=𝔼0[Xi+1(1X)3ik=0d1(d1k)Xk(1X)d1kl=0d2(d2l)Xl(1X)d2l]\displaystyle=\mathbb{E}^{0}\left[X^{i+1}(1-X)^{3-i}\sum_{k=0}^{d-1}\binom{d-1}{k}X^{k}\left(1-X\right)^{d-1-k}\sum_{l=0}^{d-2}\binom{d-2}{l}X^{l}\left(1-X\right)^{d-2-l}\right]
=𝔼0[Xi+1(1X)3i]=ψ4i+1,\displaystyle=\mathbb{E}^{0}\left[X^{i+1}(1-X)^{3-i}\right]=\psi_{4}^{i+1}, (42)

for i=0,1,2,3i=0,1,2,3. Then, the second summation in (3) can be written as

k,l=0d1(d1k)(d1l)[(ld1ψ2d+1k+l+2+kd1ψ2d+1k+l+1)σbcψ2d+1k+l+2σc2]=(ψ42+ψ43)σbcψ32σc2=ψ32(σbcσc2).\begin{split}&\sum_{k,l=0}^{d-1}\binom{d-1}{k}\binom{d-1}{l}\left[\left(\frac{l}{d-1}\psi_{2d+1}^{k+l+2}+\frac{k}{d-1}\psi_{2d+1}^{k+l+1}\right)\sigma_{bc}-\psi_{2d+1}^{k+l+2}\sigma^{2}_{c}\right]\\ &=\left(\psi^{2}_{4}+\psi^{3}_{4}\right)\sigma_{bc}-\psi^{2}_{3}\sigma^{2}_{c}\\ &=\psi^{2}_{3}\left(\sigma_{bc}-\sigma^{2}_{c}\right).\end{split} (43)

In the last passage, we have used the identity

ψni+ψni+1=ψn1i.\psi^{i}_{n}+\psi^{i+1}_{n}=\psi^{i}_{n-1}. (44)

Inserting (27) and (43) in (14) and using Lemma 11, the first-order approximation of the average abundance of CC is given by

𝔼δ[X]12+δN8(2θ+1)(σbcσc22μc).\mathbb{E}^{\delta}[X]\approx\frac{1}{2}+\frac{\delta N}{8(2\theta+1)}\left(\sigma_{bc}-\sigma^{2}_{c}-2\mu_{c}\right). (45)

Result 2

For the public goods game, decreasing the variance of the cooperation cost cc, σc2\sigma^{2}_{c}, or increasing the covariance between the cost cc and the benefit bb, σbc\sigma_{bc}, increases the average abundance of CC. Neither the scaled mutation rate θ\theta nor the group size dd has any effect on the condition for weak selection to favor the abundance of CC given by

σbcσc2>2μc.\sigma_{bc}-\sigma^{2}_{c}>2\mu_{c}. (46)

Note that increasing the scaled mutation rate will decrease the average abundance of CC if σbcσc2>2μc\sigma_{bc}-\sigma^{2}_{c}>2\mu_{c}, and increase it if σbcσc2<2μc\sigma_{bc}-\sigma^{2}_{c}<2\mu_{c}. Therefore, increasing the scaled mutation rate will increase or decrease the average abundance of CC without changing the strategy whose abundance is favored by weak selection. If bb and cc are uncorrelated, that is, σbc=0\sigma_{bc}=0, then weak selection cannot favor the abundance of CC.

6 Stag hunt game

In a stag hunt game, an individual in a group of size dd receives a benefit bb only if all the individuals in the group cooperate, each one at a cost cc (Skyrms [53], Pacheco et al. [45]). Then, the payoffs to CC are given by ak=ca_{k}=-c if k=0,1,,d2k=0,1,\cdots,d-2 and ad1=bca_{d-1}=b-c, while the payoffs to DD are bl=0b_{l}=0 for l=0,1,,d1l=0,1,\ldots,d-1. In this case, the scaled means of the payoffs to CC or DD according to the numbers of cooperating partners in the same group are given by

μC,k={μcif k<d1,μbμcif k=d1,\mu_{C,k}=\left\{\begin{array}[]{ll}-\mu_{c}&\mbox{if }k<d-1,\\ \mu_{b}-\mu_{c}&\mbox{if }k=d-1,\end{array}\right. (47)

and μD,l=0\mu_{D,l}=0, and the scaled variances and covariances by

σCC,kl={σc2if k<d1 and l<d1,σc2σbcif k=d1 and l<d1 or k<d1 and l=d1,σc22σbc+σb2if k=l=d1,\sigma_{CC,kl}=\left\{\begin{array}[]{ll}\sigma^{2}_{c}&\mbox{if }k<d-1\mbox{ and }l<d-1,\\ \sigma^{2}_{c}-\sigma_{bc}&\mbox{if }k=d-1\mbox{ and }l<d-1\mbox{ or }k<d-1\mbox{ and }l=d-1,\\ \sigma^{2}_{c}-2\sigma_{bc}+\sigma^{2}_{b}&\mbox{if }k=l=d-1,\end{array}\right. (48)

and σCD,kl=σDD,kl=0\sigma_{CD,kl}=\sigma_{DD,kl}=0, for k,l=0,1,,d1k,l=0,1,\ldots,d-1.

In this case, by using the identity (4) and the fact that ψnk=ψnnk\psi_{n}^{k}=\psi_{n}^{n-k}, the first summation in (3) becomes

ψd+1dμbk=0d1(d1k)ψd+1k+1μc=ψd+11μbψ21μc.\psi_{d+1}^{d}\mu_{b}-\sum_{k=0}^{d-1}\binom{d-1}{k}\psi_{d+1}^{k+1}\mu_{c}=\psi_{d+1}^{1}\mu_{b}-\psi_{2}^{1}\mu_{c}. (49)

Similarly, using the identities (4) and (4.2), the second summation in (3) takes the form

ψ2d+12dσb2k,l=0d1(d1k)(d1l)ψ2d+1k+l+2σc2+2k=0d1(d1k)ψ2d+1d+k+1σbc\displaystyle-\psi_{2d+1}^{2d}\sigma^{2}_{b}-\sum_{k,l=0}^{d-1}\binom{d-1}{k}\binom{d-1}{l}\psi_{2d+1}^{k+l+2}\sigma^{2}_{c}+2\sum_{k=0}^{d-1}\binom{d-1}{k}\psi_{2d+1}^{d+k+1}\sigma_{bc}
=ψ2d+12dσb2ψ32σc2+2ψd+2d+1σbc=ψ2d+11σb2ψ31σc2+2ψd+21σbc.\displaystyle=-\psi_{2d+1}^{2d}\sigma^{2}_{b}-\psi_{3}^{2}\sigma^{2}_{c}+2\psi_{d+2}^{d+1}\sigma_{bc}=-\psi_{2d+1}^{1}\sigma^{2}_{b}-\psi_{3}^{1}\sigma^{2}_{c}+2\psi_{d+2}^{1}\sigma_{bc}. (50)

Inserting (49) and (6) in (14), the average abundance of CC up to the first-order with respect to δ\delta can be approximated as

𝔼δ[X]12+δN2θ(ψd+11μbψ21μcψ2d+11σb2ψ31σc2+2ψd+21σbc).\mathbb{E}^{\delta}[X]\approx\frac{1}{2}+\frac{\delta N}{2\theta}\left(\psi_{d+1}^{1}\mu_{b}-\psi_{2}^{1}\mu_{c}-\psi_{2d+1}^{1}\sigma^{2}_{b}-\psi_{3}^{1}\sigma^{2}_{c}+2\psi_{d+2}^{1}\sigma_{bc}\right). (51)

As a result, condition (15) for weak selection to favor the abundance of CC can be reduced to

ψd+11μbψ21μcψ2d+11σb2ψ31σc2+2ψd+21σbc>0.\psi_{d+1}^{1}\mu_{b}-\psi_{2}^{1}\mu_{c}-\psi_{2d+1}^{1}\sigma^{2}_{b}-\psi_{3}^{1}\sigma^{2}_{c}+2\psi_{d+2}^{1}\sigma_{bc}>0. (52)

This allows us to state our next result.

Result 3

For the stag hunt game, decreasing the variance of the cost cc, σc2\sigma^{2}_{c}, or the variance of the benefit bb, σb2\sigma^{2}_{b}, or increasing their covariance, σbc\sigma_{bc}, increases the average abundance of CC for any scaled mutation rate θ>0\theta>0 and any group size d2d\geq 2.

The next point of interest is the effect of the group size dd on the condition for weak selection to favor the abundance of CC. Note that ψn1\psi_{n}^{1} is decreasing as a function of nn. Then, increasing the group size dd decreases the weights of μb\mu_{b}, σbc\sigma_{bc}, and σb2\sigma^{2}_{b} on the average abundance of CC, while the weights of μc\mu_{c} and σc2\sigma^{2}_{c} remain the same. Using ln(1x)x\ln(1-x)\leq-x for 0x<10\leq x<1, we obtain

j=1n(θ+j12θ+j1)=exp{j=1nln(1θ2θ+j1)}exp{j=1nθ2θ+j1},\begin{split}\prod_{j=1}^{n}\left(\frac{\theta+j-1}{2\theta+j-1}\right)=\exp\left\{\sum_{j=1}^{n}\ln\left(1-\frac{\theta}{2\theta+j-1}\right)\right\}\leq\exp\left\{-\sum_{j=1}^{n}\frac{\theta}{2\theta+j-1}\right\},\end{split} (53)

from which

limni=1n(θ+i2θ+i)=0,\lim_{n\rightarrow\infty}\prod_{i=1}^{n}\left(\frac{\theta+i}{2\theta+i}\right)=0, (54)

for any scaled mutation rate θ>0\theta>0. On the other hand, using lemma 11, we have

0ψnki=1k(θ+i1)j=1nk(θ+j1)l=1n(2θ+l1)(θ+k1)k(2θ+nk)kj=1nk(θ+j12θ+j1)\displaystyle 0\leq\psi_{n}^{k}\approx\frac{\prod_{i=1}^{k}(\theta+i-1)\prod_{j=1}^{n-k}(\theta+j-1)}{\prod_{l=1}^{n}(2\theta+l-1)}\leq\frac{(\theta+k-1)^{k}}{(2\theta+n-k)^{k}}\prod_{j=1}^{n-k}\left(\frac{\theta+j-1}{2\theta+j-1}\right) (55)

for k=0,1,,nk=0,1,\ldots,n. In particular, for a group size dd large enough, we have ψd+11,ψ2d+11,ψd+210\psi_{d+1}^{1},\psi_{2d+1}^{1},\psi_{d+2}^{1}\approx 0, and the approximation for the average abundance of CC given by (51) becomes

𝔼δ[X]12δN8(2θ+1)(2μc+σc2).\mathbb{E}^{\delta}[X]\approx\frac{1}{2}-\frac{\delta N}{8(2\theta+1)}\left(2\mu_{c}+\sigma^{2}_{c}\right). (56)

This is always less than 1/21/2 for any scaled mutation rate θ>0\theta>0. This means that weak selection cannot favor the abundance of CC in this case. Note that increasing the scaled mutation rate will increase the abundance of CC without changing the strategy whose abundance is favored, which can only be strategy DD.

Result 4

Increasing the group size dd in a large population makes it more difficult for weak selection to favor the abundance of CC. If the group size is large enough, weak selection can only favor the abundance of DD. This is true for any scaled mutation rate θ>0\theta>0.

As for the effect of the scaled mutation on condition (52) in a large population, it is easy to see from lemma 1 that the coefficients of μb\mu_{b}, σb2\sigma^{2}_{b} and σbc\sigma_{bc} are decreasing with respect to θ\theta for any d2d\geq 2. In the limit of a low scaled mutation rate, this condition takes the form

1dμbμc12dσb212σc2+2d+1σbc>0,\frac{1}{d}\mu_{b}-\mu_{c}-\frac{1}{2d}\sigma^{2}_{b}-\frac{1}{2}\sigma^{2}_{c}+\frac{2}{d+1}\sigma_{bc}>0, (57)

while it reduces to

12d1μb2μc122d1σb2σc2+12dσbc>0\frac{1}{2^{d-1}}\mu_{b}-2\mu_{c}-\frac{1}{2^{2d-1}}\sigma^{2}_{b}-\sigma^{2}_{c}+\frac{1}{2^{d}}\sigma_{bc}>0 (58)

in the limit of a high scaled mutation rate. Note that with interactions in large groups, that is, as dd\rightarrow\infty, conditions (57) and (58) are never satisfied, which means that weak selection cannot favor the abundance of CC.

7 Snowdrift game

In a snowdrift game, the cost of a collective effort c>0c>0 is distributed equally among the cooperators in the same group, while everyone in the group receives a benefit bb if there is at least one cooperator in the group (Zheng et al. [62], Souza et al. [54], Santos and Pacheco [50]). In this case, the payoffs to CC are ak=bc/(k+1)a_{k}=b-c/(k+1) for k=0,1,,d1k=0,1,\ldots,d-1, while the payoffs to DD are bl=bb_{l}=b for l=1,2,,d1l=1,2,\ldots,d-1, and b0=0b_{0}=0. Note that the cost for each cooperator is a non-linear decreasing function with respect to the number of cooperators in the group.

In this case, the scaled means, variances and covariances of the payoffs to an individual of type CC and DD according to the numbers of cooperating partners in the same group are given by

μC,k\displaystyle\mu_{C,k} =μbμck+1,\displaystyle=\mu_{b}-\frac{\mu_{c}}{k+1}, (59a)
μD,k\displaystyle\mu_{D,k} =μb𝟏{k0},\displaystyle=\mu_{b}\mathbf{1}_{\{k\not=0\}}, (59b)
σCC,kl\displaystyle\sigma_{CC,kl} =σb2(1k+1+1l+1)σbc+σc2(k+1)(l+1),\displaystyle=\sigma^{2}_{b}-\left(\frac{1}{k+1}+\frac{1}{l+1}\right)\sigma_{bc}+\frac{\sigma^{2}_{c}}{(k+1)(l+1)}, (59c)
σDD,kl\displaystyle\sigma_{DD,kl} =σb2𝟏{k0,l0},\displaystyle=\sigma^{2}_{b}\mathbf{1}_{\{k\not=0,l\not=0\}}, (59d)
σCD,kl\displaystyle\sigma_{CD,kl} =(σb2σbck+1)𝟏{l0},\displaystyle=\left(\sigma^{2}_{b}-\frac{\sigma_{bc}}{k+1}\right)\mathbf{1}_{\{l\not=0\}}, (59e)

for k,l=0,1,,d1k,l=0,1,\ldots,d-1. Here, 𝟏A\mathbf{1}_{A} is the indicator of an event AA defined by

𝟏A={1if the event A is true,0if the event A is false.\mathbf{1}_{A}=\left\{\begin{array}[]{ll}1&\mbox{if the event $A$ is true},\\ 0&\mbox{if the event $A$ is false}.\end{array}\right. (60)

Then, we have

μC,kμD,k\displaystyle\mu_{C,k}-\mu_{D,k} =μb𝟏{k=0}μck+1,\displaystyle=\mu_{b}\mathbf{1}_{\{k=0\}}-\frac{\mu_{c}}{k+1}, (61a)
σCC,klσCD,kl\displaystyle\sigma_{CC,kl}-\sigma_{CD,kl} =(σb2σbck+1)𝟏{l=0}+σc2(k+1)(l+1)σbcl+1,\displaystyle=\left(\sigma^{2}_{b}-\frac{\sigma_{bc}}{k+1}\right)\mathbf{1}_{\{l=0\}}+\frac{\sigma^{2}_{c}}{(k+1)(l+1)}-\frac{\sigma_{bc}}{l+1}, (61b)
σDD,klσCD,kl\displaystyle\sigma_{DD,kl}-\sigma_{CD,kl} =σb2𝟏{k=0,l0}+σbck+1𝟏{l0}.\displaystyle=-\sigma^{2}_{b}\mathbf{1}_{\{k=0,l\not=0\}}+\frac{\sigma_{bc}}{k+1}\mathbf{1}_{\{l\not=0\}}. (61c)

Inserting these values in the expression (3) and substitying it in (14), the average abundance of CC can be approximated as

𝔼δ[X]12+δNeθ(Mbμb+McμC+Mbbσb2+Mbcσbc+Mccσc2),\mathbb{E}^{\delta}[X]\approx\frac{1}{2}+\frac{\delta N}{e\theta}\left(M_{b}\mu_{b}+M_{c}\mu_{C}+M_{bb}\sigma^{2}_{b}+M_{bc}\sigma_{bc}+M_{cc}\sigma^{2}_{c}\right), (62)

where

Mb\displaystyle M_{b} =ψd+11,\displaystyle=\psi_{d+1}^{1}, (63a)
Mc\displaystyle M_{c} =k=0d1(d1k)k+1ψd+1k+1=1dk=0d1(dk+1)ψd+1k+1\displaystyle=-\sum_{k=0}^{d-1}\frac{\binom{d-1}{k}}{k+1}\psi_{d+1}^{k+1}=-\frac{1}{d}\sum_{k=0}^{d-1}\binom{d}{k+1}\psi_{d+1}^{k+1}
=1d(k=0d(dk)ψd+1kψd+10)=1d(ψ10ψd+10),\displaystyle=-\frac{1}{d}\left(\sum_{k^{\prime}=0}^{d}\binom{d}{k^{\prime}}\psi_{d+1}^{k^{\prime}}-\psi_{d+1}^{0}\right)=-\frac{1}{d}\left(\psi_{1}^{0}-\psi_{d+1}^{0}\right), (63b)
Mbb\displaystyle M_{bb} =l=1d1(d1l)ψ2d+1l+1k=0d1(d1k)ψ2d+1k+2\displaystyle=-\sum_{l=1}^{d-1}\binom{d-1}{l}\psi_{2d+1}^{l+1}-\sum_{k=0}^{d-1}\binom{d-1}{k}\psi_{2d+1}^{k+2}
=ψ2d+11ψd+21ψd+22=ψ2d+11ψd+11,\displaystyle=\psi_{2d+1}^{1}-\psi_{d+2}^{1}-\psi_{d+2}^{2}=\psi_{2d+1}^{1}-\psi_{d+1}^{1}, (63c)
Mcc\displaystyle M_{cc} =k=0d1l=1d1(d1l)l+1(d1k)k+1ψ2d+1k+l+2=1d2k=0d1l=1d1(dl+1)(dk+1)ψ2d+1k+l+2\displaystyle=-\sum_{k=0}^{d-1}\sum_{l=1}^{d-1}\frac{\binom{d-1}{l}}{l+1}\frac{\binom{d-1}{k}}{k+1}\psi_{2d+1}^{k+l+2}=-\frac{1}{d^{2}}\sum_{k=0}^{d-1}\sum_{l=1}^{d-1}\binom{d}{l+1}\binom{d}{k+1}\psi_{2d+1}^{k+l+2}
=1d2(k=0dl=0d(dk)(dl)ψ2d+1k+l2k=0d(dk)ψ2d+1k+ψ2d+10)\displaystyle=-\frac{1}{d^{2}}\left(\sum_{k^{\prime}=0}^{d}\sum_{l^{\prime}=0}^{d}\binom{d}{k^{\prime}}\binom{d}{l^{\prime}}\psi_{2d+1}^{k^{\prime}+l^{\prime}}-2\sum_{k^{\prime}=0}^{d}\binom{d}{k^{\prime}}\psi_{2d+1}^{k^{\prime}}+\psi_{2d+1}^{0}\right)
=1d2(ψ102ψd+10+ψ2d+10),\displaystyle=-\frac{1}{d^{2}}\left(\psi_{1}^{0}-2\psi_{d+1}^{0}+\psi_{2d+1}^{0}\right), (63d)
Mbc\displaystyle M_{bc} =k=0d1(d1k)k+1ψ2d+1k+2+k,l=0d1(d1l)(d1k)l+1ψ2d+1k+l+2+k=0d1l=1d1(d1l)(d1k)k+1ψ2d+1k+l+1\displaystyle=\sum_{k=0}^{d-1}\frac{\binom{d-1}{k}}{k+1}\psi_{2d+1}^{k+2}+\sum_{k,l=0}^{d-1}\frac{\binom{d-1}{l}\binom{d-1}{k}}{l+1}\psi_{2d+1}^{k+l+2}+\sum_{k=0}^{d-1}\sum_{l=1}^{d-1}\frac{\binom{d-1}{l}\binom{d-1}{k}}{k+1}\psi_{2d+1}^{k+l+1}
=1d[k=0d1(dk+1)ψ2d+1k+2+k,l=0d1(dl+1)(d1k)ψ2d+1k+l+2+k=0d1l=1d1(d1l)(dk+1)ψ2d+1k+l+1]\displaystyle=\frac{1}{d}\left[\sum_{k=0}^{d-1}\binom{d}{k+1}\psi_{2d+1}^{k+2}+\sum_{k,l=0}^{d-1}\binom{d}{l+1}\binom{d-1}{k}\psi_{2d+1}^{k+l+2}+\sum_{k=0}^{d-1}\sum_{l=1}^{d-1}\binom{d-1}{l}\binom{d}{k+1}\psi_{2d+1}^{k+l+1}\right]
=1d[k=1d(dk)ψ2d+1k+1+l=1d(dl)ψd+2l+1+k=1d(dk)(ψd+2kψ2d+1k)]\displaystyle=\frac{1}{d}\left[\sum_{k^{\prime}=1}^{d}\binom{d}{k^{\prime}}\psi_{2d+1}^{k^{\prime}+1}+\sum_{l^{\prime}=1}^{d}\binom{d}{l^{\prime}}\psi_{d+2}^{l^{\prime}+1}+\sum_{k^{\prime}=1}^{d}\binom{d}{k^{\prime}}\left(\psi_{d+2}^{k^{\prime}}-\psi_{2d+1}^{k^{\prime}}\right)\right]
=1d[ψd+11ψ2d+11+ψ21ψd+21+ψ20ψd+10(ψd+20ψ2d+10)]\displaystyle=\frac{1}{d}\left[\psi_{d+1}^{1}-\psi_{2d+1}^{1}+\psi_{2}^{1}-\psi_{d+2}^{1}+\psi_{2}^{0}-\psi_{d+1}^{0}-(\psi_{d+2}^{0}-\psi_{2d+1}^{0})\right]
=1d(ψ102ψd+10+ψd+11+ψ2d+10ψ2d+11).\displaystyle=\frac{1}{d}\left(\psi_{1}^{0}-2\psi_{d+1}^{0}+\psi_{d+1}^{1}+\psi_{2d+1}^{0}-\psi_{2d+1}^{1}\right). (63e)

In the calculation of these different coefficients, we have used (d1k)/(k+1)=(dk+1)/d\binom{d-1}{k}/(k+1)=\binom{d}{k+1}/d and the identities (4) and (4.2). Note that Mbb<0M_{bb}<0, Mcc<0M_{cc}<0 and Mbc>0M_{bc}>0, from which we can state the following result.

Result 5

For the stag hunt game, decreasing the variance of the cost cc, σc2\sigma^{2}_{c}, or the variance of the benefit bb, σb2\sigma^{2}_{b}, or increasing their covariance, σbc\sigma_{bc}, increases the average abundance of CC for any scaled mutation rate θ>0\theta>0 and any group size d2d\geq 2.

Note that the condition for weak selection to favor the abundance of CC can be written as

ψd+11μb+1d(ψ102ψd+10+ψd+11+ψ2d+10ψ2d+11)σbc\displaystyle\psi_{d+1}^{1}\mu_{b}+\frac{1}{d}\left(\psi_{1}^{0}-2\psi_{d+1}^{0}+\psi_{d+1}^{1}+\psi_{2d+1}^{0}-\psi_{2d+1}^{1}\right)\sigma_{bc}
1d(ψ10ψd+10)μC(ψd+11ψ2d+11)σb21d2(ψ102ψd+10+ψ2d+10)σc2>0.\displaystyle-\frac{1}{d}\left(\psi_{1}^{0}-\psi_{d+1}^{0}\right)\mu_{C}-\left(\psi_{d+1}^{1}-\psi_{2d+1}^{1}\right)\sigma^{2}_{b}-\frac{1}{d^{2}}\left(\psi_{1}^{0}-2\psi_{d+1}^{0}+\psi_{2d+1}^{0}\right)\sigma^{2}_{c}>0. (64)

7.1 Large group size

Another interesting point in the snowdrift game is the effect of the group size on the average abundance of CC. Assuming a large population and using (54) and (55), we deduce that Mb,Mbb,Mcco(d1)M_{b},M_{bb},M_{cc}\approx o\left(d^{-1}\right), while

Mc\displaystyle M_{c} 12d+o(d1),\displaystyle\approx-\frac{1}{2d}+o\left(d^{-1}\right), (65a)
Mbc\displaystyle M_{bc} 12d+o(d1).\displaystyle\approx\frac{1}{2d}+o\left(d^{-1}\right). (65b)

Inserting these expressions in (62), the average abundance of CC can be approximated as

𝔼δ[X]12+δN4dθ(σbcμc).\mathbb{E}^{\delta}[X]\approx\frac{1}{2}+\frac{\delta N}{4d\theta}\left(\sigma_{bc}-\mu_{c}\right). (66)

We conclude that weak selection favors the abundance of CC as long as σbc>μc\sigma_{bc}>\mu_{c}. Note that, in this case, increasing the scaled mutation rate decreases the average abundance of CC. We summarize these findings.

Result 6

In the case of interactions in large groups in a large population, weak selection favors the abundance of CC as long as σbc>μc\sigma_{bc}>\mu_{c}. This is true for any scaled mutation rate θ>0\theta>0.

7.2 Low scaled mutation rate

In this section and the next one, we study the effect of the scaled mutation rate in a large population on the average abundance of CC for any group size d2d\geq 2. Suppose first a low scaled mutation rate θ\theta. Using (21), the different coefficients in (63) can be approximated as

Mb\displaystyle M_{b} θ2d+o(θ),\displaystyle\approx\frac{\theta}{2d}+o(\theta), (67a)
Mc\displaystyle M_{c} θ2dHd+o(θ),\displaystyle\approx-\frac{\theta}{2d}H_{d}+o(\theta), (67b)
Mbb\displaystyle M_{bb} θ4d+o(θ),\displaystyle\approx-\frac{\theta}{4d}+o(\theta), (67c)
Mcc\displaystyle M_{cc} θ2d2[2HdH2d]+o(θ),\displaystyle\approx-\frac{\theta}{2d^{2}}\left[2H_{d}-H_{2d}\right]+o(\theta), (67d)
Mbc\displaystyle M_{bc} θ2d[2HdH2d+12d]+o(θ).\displaystyle\approx\frac{\theta}{2d}\left[2H_{d}-H_{2d}+\frac{1}{2d}\right]+o(\theta). (67e)

Inserting these approximations in (62), the average abundance of CC can be expressed as

𝔼δ[X]12+δN4d[μbHdμcσc222HdH2ddσb2+(2HdH2d+12d)σbc].\mathbb{E}^{\delta}[X]\approx\frac{1}{2}+\frac{\delta N}{4d}\left[\mu_{b}-H_{d}\mu_{c}-\frac{\sigma^{2}_{c}}{2}-\frac{2H_{d}-H_{2d}}{d}\sigma^{2}_{b}+\left(2H_{d}-H_{2d}+\frac{1}{2d}\right)\sigma_{bc}\right]. (68)

This means that weak selection favors the abundance of CC as long as

μbHdμcσc222HdH2ddσb2+(2HdH2d+12d)σbc>0.\mu_{b}-H_{d}\mu_{c}-\frac{\sigma^{2}_{c}}{2}-\frac{2H_{d}-H_{2d}}{d}\sigma^{2}_{b}+\left(2H_{d}-H_{2d}+\frac{1}{2d}\right)\sigma_{bc}>0. (69)

In the case of a large group size dd, the above condition reduces

σbc>μc\sigma_{bc}>\mu_{c} (70)

owing to the approximation HdlndH_{d}\approx\ln d.

7.3 High scaled mutation rate

In the case of a high scaled mutation rate θ\theta so that we have the approximation (22), the different coefficients in (62) can be expressed as

Mb\displaystyle M_{b} 12d+1,\displaystyle\approx\frac{1}{2^{d+1}}, (71a)
Mc\displaystyle M_{c} 1d(1212d+1),\displaystyle\approx-\frac{1}{d}\left(\frac{1}{2}-\frac{1}{2^{d+1}}\right), (71b)
Mbb\displaystyle M_{bb} 122d+112d+1,\displaystyle\approx\frac{1}{2^{2d+1}}-\frac{1}{2^{d+1}}, (71c)
Mcc\displaystyle M_{cc} 1d2[1212d+122d+1],\displaystyle\approx-\frac{1}{d^{2}}\left[\frac{1}{2}-\frac{1}{2^{d}}+\frac{1}{2^{2d+1}}\right], (71d)
Mbc\displaystyle M_{bc} 1d(1212d+1).\displaystyle\approx\frac{1}{d}\left(\frac{1}{2}-\frac{1}{2^{d+1}}\right). (71e)

Then, the condition for weak selection to favor the abundance of CC becomes

12d+1μb1d(1212d+1)μc(12d+1122d+1)σb2\displaystyle\frac{1}{2^{d+1}}\mu_{b}-\frac{1}{d}\left(\frac{1}{2}-\frac{1}{2^{d+1}}\right)\mu_{c}-\left(\frac{1}{2^{d+1}}-\frac{1}{2^{2d+1}}\right)\sigma^{2}_{b}
1d2[1212d+122d+1]σc2+1d(1212d+1)σbc>0,\displaystyle-\frac{1}{d^{2}}\left[\frac{1}{2}-\frac{1}{2^{d}}+\frac{1}{2^{2d+1}}\right]\sigma^{2}_{c}+\frac{1}{d}\left(\frac{1}{2}-\frac{1}{2^{d+1}}\right)\sigma_{bc}>0, (72)

which reduces again to

σbc>μc\sigma_{bc}>\mu_{c} (73)

in the case of a large group size dd.

8 Discussion

In this paper, we have studied the average abundance of CC in the mutation-selection equilibrium of a finite well-mixed population, where interactions between cooperators represented by CC and defectors represented by DD occur in groups of size d2d\geq 2. We have supposed random payoffs from one time step to the next in a discrete-time Moran model to reflect stochastic fluctuations in the environment. In the presence of recurrent mutation, we have shown that the average abundance of CC depends not only on the means of the payoffs but also on their second moments. This generalizes a previous study (Kroumi and Lessard [31]) in the case of pairwise interactions.

In addition to the expected scaled means, variances and covariances of the payoffs, the condition for weak selection to favor the abundance of CC is obtained in terms of identity measures. These are probabilities for a random sample of nn individuals in a neutral population at equilibrium to contain exactly kk cooperators, ψnk\psi^{k}_{n}, for 0kn0\leq k\leq n. In a large population, they correspond to moments of the Dirichlet distribution with scaled mutation rate θNu/2\theta\approx Nu/2 where NN is the population size and uu the probability of mutation from one time step to the next. Their expressions have been deduced in appendix BB using a coalescent approach developed in Griffiths and Lessard [17].

When the payoffs are constant, we have shown that weak selection favors the abundance of CC if

k=0d1(d1k)ψd+1k+1μC,k>k=0d1(d1k)ψd+1k+1μD,k.\sum_{k=0}^{d-1}\binom{d-1}{k}\psi_{d+1}^{k+1}\mu_{C,k}>\sum_{k=0}^{d-1}\binom{d-1}{k}\psi_{d+1}^{k+1}\mu_{D,k}. (74)

Here, μC,k\mu_{C,k} and μD,k\mu_{D,k} are the scaled means of the payoffs to CC and DD in interaction with kk cooperators and dk1d-k-1 defectors, respectively. This analytical result generalizes the condition obtained by Gokhale and Traulsen [15] for d=3d=3. Our result is valid for any group size d2d\geq 2 and any scaled mutation rate θ>0\theta>0 in the limit of a large population size. Note that the scaled mutation rate does not come into play in this condition for d=2d=2. For d3d\geq 3, the scaled mutation rate can enhance or lessen the condition for a strategy to be more abundant on average than another. In the limit of a low scaled mutation rate, weak selection favors the abundance of CC if

k=0d1μC,k>k=0d1μD,k.\sum_{k=0}^{d-1}\mu_{C,k}>\sum_{k=0}^{d-1}\mu_{D,k}. (75)

This is exactly the condition obtained by Kurokawa and Ihara [33] for weak selection to favor the evolution of CC more than the evolution of DD in the absence of mutation in a large population.

In the case of random fluctuations in the payoffs, we have shown that the average abundance of CC exceeds the average abundance of DD if

k=0d1(d1k)ψd+1k+1μC,kk,l=0d1(d1k)(d1l)ψ2d+1k+l+2(σCC,klσCD,kl)>\displaystyle\sum_{k=0}^{d-1}\binom{d-1}{k}\psi_{d+1}^{k+1}\mu_{C,k}-\sum_{k,l=0}^{d-1}\binom{d-1}{k}\binom{d-1}{l}\psi_{2d+1}^{k+l+2}\left(\sigma_{CC,kl}-\sigma_{CD,kl}\right)>
k=0d1(d1k)ψd+1k+1μD,kk,l=0d1(d1k)(d1l)ψ2d+1k+l+1(σDD,klσCD,kl),\displaystyle\sum_{k=0}^{d-1}\binom{d-1}{k}\psi_{d+1}^{k+1}\mu_{D,k}-\sum_{k,l=0}^{d-1}\binom{d-1}{k}\binom{d-1}{l}\psi_{2d+1}^{k+l+1}\left(\sigma_{DD,kl}-\sigma_{CD,kl}\right), (76)

where σXY,kl\sigma_{XY,kl} is the scaled covariance of the payoff to XX in interaction with kk cooperators and dk1d-k-1 defectors and the payoff to YY in interaction with ll cooperators and dl1d-l-1 defectors, for X,Y=C,DX,Y=C,D. Moreover, we have shown that a decrease in the scaled covariance between any two payoffs to CC, or an increase in the scaled covariance between any two payoffs to DD, will increase the average abundance of CC. Note that, at least in a large population, an increase in σCD,kl\sigma_{CD,kl} will increase the average abundance of CC if k+l>d1k+l>d-1, and decrease the average abundance of CC if k+l<d1k+l<d-1. Moreover, if k+l=d1k+l=d-1, then σCD,kl\sigma_{CD,kl} does not have any effect on the average abundance of CC.

These results are in agreement with previous studies on the effect of variability on the evolution of a trait based on fixation probability (Gillespie [14], Rychtar and Taylor [49]), Li and Lessard [36]), stochastic evolutionary stability (SES) and stochastic convergence stability (SCS) (Zheng et al. [63, 64]), as well as stability concepts in a stochastic replicator equation (Imhof [22]).

We have applied our results to different scenarios in the case of additive scaled mean cost and benefit for cooperation. With constant payoffs, weak selection favors the abundance of DD for any scaled mutation rate and any group size d2d\geq 2. We have shown that introducing uncertainty in the payoffs to DD will increase the average abundance of CC and make it possible for weak selection to favor the abundance of CC. This may be the case even if uncertainty is introduced in only one of the payoffs to DD, e.g., the payoff bk0b_{k_{0}} when DD is in interaction with k0k_{0} cooperators and dk01d-k_{0}-1 defectors (Case 11 in Section 44). In this case, we have shown that the abundance of CC is favored by weak selection if σ2/μc>(σ2/μc)\sigma^{2}/\mu_{c}>(\sigma^{2}/\mu_{c})^{*}, where σ2\sigma^{2} is the scaled variance of bk0b_{k_{0}} while all the other variances and covariances are insignificant. Nevertheless, the threshold (σ2/μc)(\sigma^{2}/\mu_{c})^{*} is increasing to infinity as dd increases to infinity for a scaled mutation rate that is low enough or high enough , so that it is not possible for weak selection to favor the abundance of CC if interactions occur in large enough groups. In the second scenario, where we suppose that the covariances of any two payoffs to DD are of the same magnitude given by σ2\sigma^{2} (Case 22 in Section 44), we have shown that weak selection favors the abundance of CC in a large population if σ2/μc>2\sigma^{2}/\mu_{c}>2. This condition does not depend neither on the scaled mutation rate nor on the group size. This means that it is possible for weak selection to favor the abundance of CC even if interactions occur in large groups which makes a difference from Case 11.

Next point of interest is the abundance of CC in classical social dilemmas with random cost cc and benefit b>cb>c for cooperation in multi-player games. In the case of the public goods game, we have shown that the abundance of CC is favored by weak selection if

σbcσc2>2μc.\sigma_{bc}-\sigma^{2}_{c}>2\mu_{c}. (77)

Here, μc\mu_{c} is the scaled expected cost, σc2\sigma^{2}_{c} the scaled variance of the cost, and σbc\sigma_{bc} the scaled covariance between the benefit bb and the cost cc. In addition, we have shown that a decrease in σc2\sigma^{2}_{c}, or an increase in σbc\sigma_{bc}, will increase the average abundance of CC. The above condition does not depend neither on the scaled mutation rate nor on the group size. Note, however, that an increase in the scaled mutation rate can increase or decrease the average abundance of CC.

The stag hunt game is when cooperation implies a cost cc to receive a benefit bb if all individuals cooperate. In such a case, We have shown that a decrease in the scaled variance of the cost cc or the benefit bb, or an increase in their scaled covariance, will increase the average abundance of CC. Increasing the group size dd will reduce the weight of σbc\sigma_{bc}, which makes it more difficult for weak selection to favor the abundance of CC. With interactions in large groups, weak selection will never favor the abundance of CC, which is true for any mutation probability. This is a consequence of the fact that a cooperator will receive the benefit if all its partners cooperate, which will occur rarely if dd is large.

The snowdrift game is when the cost is distributed equally between all cooperators in the group. In such a scenario, all the conclusions obtained in the stag hunt game are still valid except the effect of increasing the group size. In the snowdrift game and in the case of interactions in large groups, weak selection favors the abundance of CC as long as σbc>μc\sigma_{bc}>\mu_{c} for any mutation probability. This condition does not depend on σc2\sigma^{2}_{c}, contrary to the case in the public goods game.

Funding

D. Kroumi is funded by Deanship of Scientific Research (DSR) at King Fahd University of Petroleum and Minerals (GRANT SR181014). S. Lessard is supported by NSERC of Canada, grant no. 8833.

Acknowledgments

D. Kroumi would like to acknowledge the support provided by the Deanship of Scientific Research (DSR) at King Fahd University of Petroleum and Minerals (KFUPM) for funding this work. S. Lessard is supported by NSERC of Canada, grant no. 8833.

9 Appendix A: Conditional expected frequency change

For i/N=xi/N=x, we have

(i1k)(Nink)(N1n)=(nk)(i1)(ik)×(Ni)(Nin+k+1)(N1)(Nn)=(nk)(x1N)(xkN)×(1x)(1x1N)(1xnk1N)(11N)(1nN)=(nk)xk(1x)nk+O(N1).\begin{split}\frac{\binom{i-1}{k}\binom{N-i}{n-k}}{\binom{N-1}{n}}&=\binom{n}{k}\frac{(i-1)\cdots(i-k)\times(N-i)\cdots(N-i-n+k+1)}{(N-1)\cdots(N-n)}\\ &=\binom{n}{k}\frac{(x-\frac{1}{N})\cdots(x-\frac{k}{N})\times(1-x)(1-x-\frac{1}{N})\cdots(1-x-\frac{n-k-1}{N})}{(1-\frac{1}{N})\cdots(1-\frac{n}{N})}\\ &=\binom{n}{k}x^{k}(1-x)^{n-k}+O(N^{-1}).\end{split} (78)

Therefore, in the limit of a large population size NN, the average payoffs to CC and DD in (3) can be written as

PC(x)\displaystyle P_{C}(x) =k=0d1(d1k)xk(1x)dk1ak,\displaystyle=\sum_{k=0}^{d-1}\binom{d-1}{k}x^{k}(1-x)^{d-k-1}a_{k}, (79a)
PD(x)\displaystyle P_{D}(x) =k=0d1(d1k)xk(1x)dk1bk.\displaystyle=\sum_{k=0}^{d-1}\binom{d-1}{k}x^{k}(1-x)^{d-k-1}b_{k}. (79b)

Using ( 1), the first two moments of PC(x)P_{C}(x) are given by

E[PC(x)]\displaystyle E\Big{[}P_{C}(x)\Big{]} =δk=0d1(d1k)xk(1x)dk1μC,k+o(δ),\displaystyle=\delta\sum_{k=0}^{d-1}\binom{d-1}{k}x^{k}(1-x)^{d-k-1}\mu_{C,k}+o(\delta), (80a)
E[PC2(x)]\displaystyle E\Big{[}P_{C}^{2}(x)\Big{]} =δk,l=0d1(d1k)(d1l)xk+l(1x)2dkl2σCC,kl+o(δ),\displaystyle=\delta\sum_{k,l=0}^{d-1}\binom{d-1}{k}\binom{d-1}{l}x^{k+l}(1-x)^{2d-k-l-2}\sigma_{CC,kl}+o(\delta), (80b)

and the first two moments of PD(x)P_{D}(x) by

E[PD(x)]\displaystyle E\Big{[}P_{D}(x)\Big{]} =δk=0d1(d1k)xk(1x)dk1μD,k+o(δ),\displaystyle=\delta\sum_{k=0}^{d-1}\binom{d-1}{k}x^{k}(1-x)^{d-k-1}\mu_{D,k}+o(\delta), (81a)
E[PD2(x)]\displaystyle E\Big{[}P_{D}^{2}(x)\Big{]} =δk,l=0d1(d1k)(d1l)xk+l(1x)2dkl2σDD,kl+o(δ).\displaystyle=\delta\sum_{k,l=0}^{d-1}\binom{d-1}{k}\binom{d-1}{l}x^{k+l}(1-x)^{2d-k-l-2}\sigma_{DD,kl}+o(\delta). (81b)

Moreover, we have

E[PC(x)PD(x)]=δk,l=0d1(d1k)(d1l)xk+l(1x)2dkl2σCD,kl+o(δ).\displaystyle E\Big{[}P_{C}(x)P_{D}(x)\Big{]}=\delta\sum_{k,l=0}^{d-1}\binom{d-1}{k}\binom{d-1}{l}x^{k+l}(1-x)^{2d-k-l-2}\sigma_{CD,kl}+o(\delta). (82)

We are interested in

E[fC(x)fD(x)xfC(x)+(1x)fD(x)]=E[PC(x)PD(x)1+P¯(x)],E\left[\frac{f_{C}(x)-f_{D}(x)}{xf_{C}(x)+(1-x)f_{D}(x)}\right]=E\left[\frac{P_{C}(x)-P_{D}(x)}{1+\bar{P}(x)}\right], (83)

where P¯(x)=xPC(x)+(1x)PD(x)\bar{P}(x)=xP_{C}(x)+(1-x)P_{D}(x) is the average payoff in the population. We expand the last expression by the delta-method (Lynch and Walsh [37], Rice and Papadopoulos [48]), which gives

E[YZ]=E[Y]E[Z]+k=1(1)kE[Y]Zk+Y,ZkE[Z]k+1E\left[\frac{Y}{Z}\right]=\frac{E[Y]}{E[Z]}+\sum_{k=1}^{\infty}(-1)^{k}\frac{E[Y]\ll\prescript{k}{}{Z}\gg+\ll Y,\prescript{k}{}{Z}\gg}{E[Z]^{k+1}} (84)

for two random variables YY and ZZ with

Zk=E[(ZE[Z])k]\displaystyle\ll\prescript{k}{}{Z}\gg=E\left[\left(Z-E[Z]\right)^{k}\right] (85)

and

Y,Zk=E[(YE[Y])(ZE[Z])k]\displaystyle\ll Y,\prescript{k}{}{Z}\gg=E\left[\left(Y-E[Y]\right)\left(Z-E[Z]\right)^{k}\right] (86)

for k1k\geq 1. For Y=PC(x)PD(x)Y=P_{C}(x)-P_{D}(x) and Z=1+P¯(x)Z=1+\bar{P}(x), using the facts that

PC(x)PD(x),(1+P¯(x))k=PC(x)PD(x),P¯k(x)=o(δ)\displaystyle\ll P_{C}(x)-P_{D}(x),\prescript{k}{}{(1+\bar{P}(x))}\gg=\ll P_{C}(x)-P_{D}(x),\prescript{k}{}{\bar{P}(x)}\gg=o(\delta) (87)

for k2k\geq 2 and

E[PC(x)PD(x)](1+P¯(x))k=E[PC(x)PD(x)]P¯k(x)=o(δ),\displaystyle E[P_{C}(x)-P_{D}(x)]\ll\prescript{k}{}{(1+\bar{P}(x))}\gg=E[P_{C}(x)-P_{D}(x)]\ll\prescript{k}{}{\bar{P}(x)}\gg=o(\delta), (88)

for k1k\geq 1, we obtain

E[PC(x)PD(x)1+P¯(x)]=E[PC(x)PD(x)]1+E[P¯(x)]PC(x)PD(x),P¯1(x)(1+E[P¯(x)])2+o(δ).E\left[\frac{P_{C}(x)-P_{D}(x)}{1+\bar{P}(x)}\right]=\frac{E[P_{C}(x)-P_{D}(x)]}{1+E[\bar{P}(x)]}-\frac{\ll P_{C}(x)-P_{D}(x),\prescript{1}{}{\bar{P}(x)}\gg}{(1+E[\bar{P}(x)])^{2}}+o(\delta). (89)

Note that

PC(x)PD(x),P¯1(x)\displaystyle\ll P_{C}(x)-P_{D}(x),\prescript{1}{}{\bar{P}(x)}\gg =E[(PC(x)PD(x))P¯(x)]+E[PC(x)PD(x)]E[P¯(x)]\displaystyle=E\left[\left(P_{C}(x)-P_{D}(x)\right)\bar{P}(x)\right]+E\left[P_{C}(x)-P_{D}(x)\right]E\left[\bar{P}(x)\right]
=E[(PC(x)PD(x))P¯(x)]+o(δ),\displaystyle=E\left[\left(P_{C}(x)-P_{D}(x)\right)\bar{P}(x)\right]+o(\delta), (90)

and (1+E[P¯(x)])2=1+O(δ)\left(1+E[\bar{P}(x)]\right)^{2}=1+O(\delta), so that

E[PC(x)PD(x)1+P¯(x)]\displaystyle E\left[\frac{P_{C}(x)-P_{D}(x)}{1+\bar{P}(x)}\right] =E[PC(x)]E[PD(x)]E[(PC(x)PD(x))P¯(x)]+o(δ)\displaystyle=E[P_{C}(x)]-E[P_{D}(x)]-E\left[\left(P_{C}(x)-P_{D}(x)\right)\bar{P}(x)\right]+o(\delta)
=E[PC(x)]E[PD(x)]xE[P12(x)]+(2x1)E[PC(x)PD(x)]\displaystyle=E[P_{C}(x)]-E[P_{D}(x)]-xE[P^{2}_{1}(x)]+(2x-1)E[P_{C}(x)P_{D}(x)]
+(1x)E[P22(x)]+o(δ)\displaystyle\quad+(1-x)E[P^{2}_{2}(x)]+o(\delta)
=m(x)δ+o(δ),\displaystyle=m(x)\delta+o(\delta), (91)

where

m(x)\displaystyle m(x) =k=0d1(d1k)xk(1x)dk1(μC,kμD,k)+k,l=0d1(d1k)(d1l)\displaystyle=\sum_{k=0}^{d-1}\binom{d-1}{k}x^{k}(1-x)^{d-k-1}\left(\mu_{C,k}-\mu_{D,k}\right)+\sum_{k,l=0}^{d-1}\binom{d-1}{k}\binom{d-1}{l}
×xk+l(1x)2dkl2[xσCC,kl+(1x)σDD,kl+((x(1x))σCD,kl].\displaystyle\times x^{k+l}(1-x)^{2d-k-l-2}\Big{[}-x\sigma_{CC,kl}+(1-x)\sigma_{DD,kl}+((x-(1-x))\sigma_{CD,kl}\Big{]}. (92)

10 Appendix B: Moments of the Dirichlet distribution

The ancestry of a random sample of nn individuals is described backward in time by a coalescent tree with every pair of lines at any given time back coalescing at rate 11 independently of all the others (Kingman [28]). Moreover, mutations occur independently on the lines of the coalescent tree according to a Poisson process of intensity θ>0\theta>0. When there is mutation, the mutant type is 11 or 22 with probability 1/21/2 for each type independently of the parental type. A line is said to be ancestral to the sample as long as no mutation has occurred on it. We are interested in the probability distribution of the sample configuration, more precisely the probability for kk labeled individuals to be of type 11 and the nkn-k others to be of type 22, denoted by ψnk\psi_{n}^{k}, for 0kn0\leq k\leq n.

In order to determine the sample probability distribution, we will extend an approach used in Griffiths and Lessard [17] to show the Ewens sampling formula (Ewens [7]) in the case where the mutant type is always a novel type. See also Hoppe [20] and Joyce and Tavaré [23] for related approaches based on urn models and cycles in permutations.

Note first that the number of ancestral lines of a sample of nn individuals is a death process backward in time, where ancestral lines are lost by either mutation or coalescence. This death process was studied in Griffiths [16] and Tavaré [56], and the events in this death process called defining events in Ewens [8].

Label the nn sampled individuals and list them in the order in which their ancestral lines are lost backward in time, following either a mutation or a coalescence. In the case of coalescence, one of the two lines involved is chosen at random to be the one that is lost, the other one being the continuing line. There are n!n! different orders.

Let us first consider the probability for the nn sampled individuals in a given order to be all of type 11. Note that this event occurs if and only if all ancestral lines lost by mutation lead to type 11. Now let us look at the probability of each defining event. When ii ancestral lines remain, the total rate of mutation is iθi\theta and the total rate of coalescence is i(i1)/2i(i-1)/2, while the rate of mutation leading to type 11 on any particular ancestral line is θ/2\theta/2 and the rate of coalescence involving any particular ancestral line and leading to its loss is (i1)/2(i-1)/2. Therefore, the probability that a particular ancestral line is the next one lost and that it is lost by mutation leading to type 11 is (θ/2)/[(iθ+i(i1)/2](\theta/2)/[(i\theta+i(i-1)/2] for i1i\geq 1. Similarly, the probability that a particular ancestral line is the next one lost and that it is lost by coalescence is [(i1)/2]/[(iθ+i(i1)/2][(i-1)/2]/[(i\theta+i(i-1)/2] for i1i\geq 1. Summing these probabilities, multiplying the sums for i=n,n1,,1i=n,n-1,\ldots,1, and considering all possible orders, we get

ψn0\displaystyle\psi_{n}^{0} =n!i=1n(θ/2+(i1)/2iθ+i(i1)/2)=i=1n(θ+i1)i=1n(2θ+i1)\displaystyle=n!\,\prod_{i=1}^{n}\left(\frac{\theta/2+(i-1)/2}{i\theta+i(i-1)/2}\right)=\frac{\prod_{i=1}^{n}(\theta+i-1)}{\prod_{i=1}^{n}(2\theta+i-1)} (93)

as probability for the nn sampled individuals to be of type 11.

Now let us look at the general case of kk labeled individuals of type 11 and nkn-k of type 22. When ii ancestral lines of individuals of type 11 and jj ancestral lines of individuals of type 22 remain, the total rate of mutation is (i+j)θ(i+j)\theta and the total rate of coalescence is (i+j)(i+j1)/2(i+j)(i+j-1)/2, while any particular ancestral line of an individual is lost by mutation to the type of the individual, whose rate is θ/2\theta/2, or by coalescence with ancestral lines of individuals of the same type, whose rate is (i1)/2(i-1)/2 for type 11 and (j1)/2(j-1)/2 for type 22. Considering ii and jj decreasing from kk and nkn-k to 0 or 11 with i+j=n,n1,,1i+j=n,n-1,\ldots,1, we get

ψnk\displaystyle\psi_{n}^{k} =n!i=1k(θ/2+(i1)/2)j=1nk(θ/2+(j1)/2)l=1n(lθ+l(l1)/2)\displaystyle=n!\,\frac{\prod_{i=1}^{k}(\theta/2+(i-1)/2)\prod_{j=1}^{n-k}(\theta/2+(j-1)/2)}{\prod_{l=1}^{n}(l\theta+l(l-1)/2)}
=i=1k(θ+i1)j=1nk(θ+j1)l=1n(2θ+l1)\displaystyle=\frac{\prod_{i=1}^{k}(\theta+i-1)\prod_{j=1}^{n-k}(\theta+j-1)}{\prod_{l=1}^{n}(2\theta+l-1)}
=Γ(2θ)Γ(2θ+n)(Γ(θ+k)Γ(θ+nk)Γ(θ)2)\displaystyle=\frac{\Gamma(2\theta)}{\Gamma(2\theta+n)}\left(\frac{\Gamma(\theta+k)\Gamma(\theta+n-k)}{\Gamma(\theta)^{2}}\right) (94)

as probability for kk labeled individuals to be of type 11 and the nkn-k others to be of type 22 in a random sample of size nn. Here, we use Γ(β+1)=βΓ(β)\Gamma(\beta+1)=\beta\Gamma(\beta) for β>0\beta>0. Note that ψnk=ψnkk\psi_{n}^{k}=\psi_{n-k}^{k}.

Applying the same approach as above for KK types with rate of mutation to type kk given by αk/2>0\alpha_{k}/2>0 for k=1,,Kk=1,\ldots,K with α1++αK=α\alpha_{1}+\cdots+\alpha_{K}=\alpha, the probability for nkn_{k} labeled individuals to be of type kk for k=1,,Kk=1,\ldots,K in a random sample of size n=n1++nKn=n_{1}+\cdots+n_{K} is given by

ψnn1,,nK\displaystyle\psi_{n}^{n_{1},\ldots,n_{K}} =k=1Kik=1nk(αk+ik1)i=1n(α+i1)\displaystyle=\frac{\prod_{k=1}^{K}\prod_{i_{k}=1}^{n_{k}}(\alpha_{k}+i_{k}-1)}{\prod_{i=1}^{n}(\alpha+i-1)}
=Γ(α)Γ(α+n)k=1KΓ(αk+nk)Γ(αk).\displaystyle=\frac{\Gamma(\alpha)}{\Gamma(\alpha+n)}\prod_{k=1}^{K}\frac{\Gamma(\alpha_{k}+n_{k})}{\Gamma(\alpha_{k})}. (95)

These are the moments of the Dirichlet distribution (see, e.g., Balakrishnan and Nevzorov [2]).

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