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# Continuum time limit and stationary states of the Minority Game

## I Introduction

Even under the most demanding definition, the Minority Game (MG)  definitely qualifies as a complex system. The MG can be regarded as an Ising model for systems of heterogeneous adaptive agents, who interact via a global mechanism that entails competition for limited resource, as found for instance in biology and financial markets. In spite of more than three years of intense research, its rich dynamical behavior is still the subject of investigations, many variations of the basic MG being proposed, each uncovering new surprising regions of phase space.

Most importantly, Refs.  have shown that much theoretical insight can be gained on the behavior of this class of models, using non-equilibrium statistical physics and statistical mechanics of disordered systems. The approach of Refs.  rests on the assumption that, in a continuum time limit (CTL), the dynamics of the MG can be described by a set of deterministic equations. From these, one derives a function $`H`$ which is minimized along all trajectories; hence, the stationary state of the system corresponds to the ground state of $`H`$, which can be computed exactly by statistical mechanics techniques. This approach has been challenged in Refs. , which have proposed a stochastic dynamics for the MG, thus leading to some debate in the literature .

In this paper, our aim is to analyze in detail the derivation of the CTL in order to clarify this issue. We show that a proper derivation of the CTL indeed reconciles the two approaches: the resulting dynamical equations – Eqs. (16-18) below, which are our central result – are indeed stochastic, as suggested in Ref. , but still the stationary state of the dynamics is described by the minima of the function $`H`$, as suggested in Refs. . We then confirm the analytic results derived previously. In few words, our analysis follows two main steps: first we characterize the average behavior of agents by computing the frequency with which they play their strategies. This step can be translated in the study of the ground state properties of a soft spin disordered Hamiltonian. Secondly we characterize the fluctuations around the average behavior. To do this, we explicitly solve the Fokker-Planck equation associated to the stochastic dynamics.

The new results which we derive are:

1. we derive the full probability distribution in the stationary state. Remarkably we find that the parameter which is introduced as a temperature in the individual choice model, turns out to play the role of the inverse of a global temperature;
2. for $`\alpha >\alpha _c`$ the distribution factorizes over the agents whereas in the symmetric phase ($`\alpha <\alpha _c`$) agents play in a correlated way. In the latter case, the correlations contribute to the stochastic force acting on agents. We show how the dependence of global efficiency on individual temperature found in Ref.  arises as a consequence of these correlations;
3. we extend the analytic approach of Refs.  to the $`\alpha <\alpha _c`$ phase and asymmetric initial conditions. The dependence on the initial conditions in this phase, first noticed and discussed in Refs. , has been more recently studied quantitatively in Refs. . We clarify the origin of this behavior and derive analytic solutions in the limit $`\mathrm{\Gamma }0`$.
4. we show that the stronger is the initial asymmetry in agents evaluation of their strategies, the larger is the efficiency and the more stable is the system against crowd effects.
5. we derive the Hamiltonian of MGs with non-linear payoffs.

This leaves us with a coherent picture of the collective behavior of the Minority Game which is an important reference framework for the study of complex systems of heterogeneous adaptive agents.

## II The Model

The dynamics of the MG is defined in terms of dynamical variables $`U_{s,i}(t)`$ in discrete time $`t=0,1,\mathrm{}`$ . These are scores, propensities or “attractions”  which each agent $`i=1,\mathrm{},N`$ attaches to each of his possible choices $`s=1,\mathrm{},S`$. Each agent takes a decision $`s_i(t)`$ with

$$\mathrm{Prob}\{s_i(t)=s\}=\frac{e^{\mathrm{\Gamma }_iU_{s,i}(t)}}{_s^{}e^{\mathrm{\Gamma }_iU_{s^{},i}(t)}}$$
(1)
where $`\mathrm{\Gamma }_i>0`$ appears as an “individual inverse temperature”. The original MG corresponds to $`\mathrm{\Gamma }_i=\mathrm{}`$ , and was generalized later to $`\mathrm{\Gamma }_i\mathrm{\Gamma }<\mathrm{}`$ .

The public information variable $`\mu (t)`$ is given to all agents; it belongs to the set of integers $`(1,\mathrm{},P)`$, and can either be the binary encoding of last $`M`$ winning choices , or drawn at random from a uniform distribution ; we stick to the latter case for sake of simplicity***Both prescriptions lead to qualitatively similar results for the quantities we study here. See  for more details.. The action $`a_{s_i(t),i}^{\mu (t)}`$ of each agent depends the on its choice $`s_i(t)`$ and on $`\mu (t)`$. The coefficients $`a_{s,i}^\mu `$, called strategies, plays the role of quenched disorder: they are randomly drawn signs ($`\mathrm{Prob}\{a_{s,i}^\mu =\pm 1\}=1/2`$), independently for each $`i`$, $`s`$ and $`\mu `$. On the basis of the outcome

$$A(t)=\underset{i=1}{\overset{N}{}}a_{s_i(t),i}^{\mu (t)}$$
(2)
each agent updates his scores according to

$$U_{s,i}(t+1)=U_{s,i}(t)a_{s,i}^{\mu (t)}\frac{A(t)}{P}.$$
(3)
The idea of this equation is that agents reward \[$`U_{s,i}(t+1)>U_{s,i}(t)`$\] those strategy which would have predicted the minority sign $`A(t)/|A(t)|`$. The MG was initially proposed with a nonlinear dependence on $`A(t)`$, i.e. with a dynamics $`U_{s,i}(t+1)=U_{s,i}(t)a_{s,i}^{\mu (t)}\mathrm{sign}A(t)`$. This leads to qualitatively similar results. The extension of our theory to non-linear cases is dealt with in the appendix. We shall not discuss any longer the interpretation of the model, which is discussed at length elsewhere .

The source of randomness are in the choices of $`\mu (t)`$ by Nature and of $`s_i(t)`$ by agents. These are fast fluctuating degrees of freedom. As a consequence also $`U_{s,i}(t)`$ and hence the probability with which agents chose $`s_i(t)`$ are subject to stochastic fluctuations. Our analysis will indeed focus on the characterization of the low-frequency fluctuations of $`U_{s,i}`$, by integrating our the high frequency fluctuations of $`\mu (t)`$ and $`s_i(t)`$. This will become clearer in the next section. For the time being let it suffice to say that there are two level of fluctuations, that of “fast” variables $`\mu (t)`$ and $`s_i(t)`$ and that of “slow” degrees of freedom $`U_{s,i}(t)`$.

The key parameter is the ratio $`\alpha =P/N`$  and two relevant quantities are

$$\sigma ^2=A^2,H=\frac{1}{P}\underset{\mu =1}{\overset{P}{}}A|\mu ^2$$
(4)
which measure, respectively, global efficiency and predictabilityAverages $`\mathrm{}`$ stand for time averages in the stationary state of the process. Then $`\mathrm{}|\mu `$ stands for time averages conditional on $`\mu (t)=\mu `$..

Generalizations of the model, where agents account for their market impact , where deterministic agents – so-called producers – are present , or where agents are allowed not to play , have been proposed. Rather than dealing with the most generic model which would depend on too many parameters, we shall limit our discussion to the plain MG. Furthermore we shall specialize, in the second part of the paper to the case $`S=2`$ which lends itself to a simpler analytic treatment. The analysis carries through in obvious ways to the more general cases discussed in Refs. .

## III The continuum time limit

Our approach, which follows that of Refs. , is based on two key observations:

1. the scaling $`\sigma ^2N`$, at fixed $`\alpha `$, suggests that typically $`A(t)\sqrt{N}`$. Hence time increments of $`U_{s,i}(t)`$, in Eq. (3) are small (i.e. of order $`\sqrt{N}/P1/\sqrt{N}`$);
2. characteristic times of the dynamics are proportional to $`P`$. Naively this is because agents need to “test” their strategies against all $`P`$ values of $`\mu `$, which requires of order $`P`$ time steps. More precisely, one can reach this conclusion by measuring relaxation or correlation times and verifying that they indeed grow linearly with $`P`$ (see Ref. ).

The second observation implies that one needs to study the dynamics in the rescaled time $`\tau =t/P`$. This makes our approach differ from that of Refs. , where the time is not rescaled.

In order to study the dynamics for $`P,N1`$ at fixed $`\alpha `$, we shall focus on a fixed small increment $`d\tau `$ such that $`Pd\tau =\alpha Nd\tau 1`$. This means that we take the continuum time limit $`d\tau 0`$ only after the thermodynamic limit $`N\mathrm{}`$. We focus only on the leading order in $`N`$. Furthermore we shall also consider $`\mathrm{\Gamma }_i`$ finite and

$$\mathrm{\Gamma }_id\tau 1$$
(5)
which means that the limit $`\mathrm{\Gamma }_i\mathrm{}`$ should be taken after the limit $`d\tau 0`$. The orders in which these limits are taken, given the agreement with numerical simulation results, does not really matters: as we shall see differences only enter in the finite size corrections. We shall come back later to these issues.

Iteration of the dynamics for $`Pd\tau `$ time steps, from $`t=P\tau `$ to $`t=P(\tau +d\tau )`$ gives

$$u_{s,i}(\tau +d\tau )u_{s,i}(\tau )=\frac{1}{P}\underset{t=P\tau }{\overset{P(\tau +d\tau )1}{}}a_{s,i}^{\mu (t)}A(t).$$
(6)
where we have introduced the functions $`u_{s,i}(\tau )=U_{s,i}(P\tau )`$.

Let us separate a deterministic ($`du_{s,i}`$) from a stochastic ($`dW_{s,i}`$) term in this equation by replacing

$$a_{s,i}^{\mu (t)}A(t)=\overline{a_{s,i}A_\pi }+X_{s,i}(t).$$
(7)
Here and henceforth, we denote averages over $`\mu `$ by an over-line

$`\overline{R}={\displaystyle \frac{1}{P}}{\displaystyle \underset{\mu =1}{\overset{P}{}}}R^\mu ,`$

while $`\mathrm{}_\pi `$ stands for an average over the distributions

$$\pi _{s,i}(\tau )=\frac{1}{Pd\tau }\underset{t=P\tau }{\overset{P(\tau +d\tau )1}{}}\frac{e^{\mathrm{\Gamma }_iU_{s,i}(t)}}{_re^{\mathrm{\Gamma }_iU_{r,i}(t)}},$$
(8)
which is the frequency with which agent $`i`$ plays strategy $`s`$ in the time interval $`P\tau t<P(\tau +d\tau )`$.

Notice that $`\pi _{s,i}(\tau )`$ will themselves be stochastic variables, hence we also define the average on the stationary state as

$$\mathrm{}=\underset{\tau _0,T\mathrm{}}{lim}\frac{1}{T}_{\tau _0}^{\tau _0+T}𝑑\tau \mathrm{}_{\pi (\tau )}$$
(9)
where the average inside the integral is performed with the probabilities $`\pi _{s,i}(\tau )`$.

Hence:

$`u_{s,i}(\tau +d\tau )`$ $``$ $`u_{s,i}(\tau )=du_{s,i}(\tau )+dW_{s,i}(\tau )`$ (10)
$`=`$ $`\overline{a_{s,i}A_\pi }d\tau +{\displaystyle \frac{1}{P}}{\displaystyle \underset{t=P\tau }{\overset{P(\tau +d\tau )1}{}}}X_{s,i}(t)`$ (11)
Now the first term is of order $`d\tau `$ as required for a deterministic term. In addition it remains finite as $`N\mathrm{}`$ .

The second term is a sum of $`Pd\tau `$ random variables $`X_{s,i}(t)`$ with zero average. We take $`d\tau `$ fixed and $`N`$ very large, so that $`Pd\tau 1`$ and we can use limit theorems. The variables $`X_{s,i}(t)`$ are independent from time to time, because both $`\mu (t)`$ and $`s_j(t)`$ are drawn independently at each time. Hence $`X_{s,i}(t)`$ for $`P\tau t<P(\tau +d\tau )`$ are independent and identicallyStrictly speaking, $`s_i(t)`$ is drawn from the distribution in Eq. (1) and not from $`\pi _{s,i}`$ of Eq. (8). However these two distributions differ by a negligible amount as long as the condition (5) holds (see later). distributed. For $`Pd\tau 1`$ we may approximate the second term $`dW_{s,i}`$ of Eq. (11) by a Gaussian variable with zero average and variance

$`dW_{s,i}(\tau )dW_{r,j}(\tau ^{})`$ $`=`$ $`{\displaystyle \frac{\delta (\tau \tau ^{})}{P^2}}{\displaystyle \underset{t=P\tau }{\overset{P(\tau +d\tau )}{}}}X_{s,i}(t)X_{r,j}(t)_\pi `$
$`=`$ $`\delta (\tau \tau ^{})d\tau {\displaystyle \frac{X_{s,i}(t)X_{r,j}(t)_\pi }{P}}`$
where the $`\delta (\tau \tau ^{})`$ comes from independence of $`X_{s,i}(t)`$ and $`X_{r,j}(t^{})`$ for $`tt^{}`$ and the fact that $`X_{s,i}(t)`$ are identically distributed in time leads to the expression in the second line. Now:

$$\frac{X_{s,i}(t)X_{r,j}(t)_\pi }{P}=\frac{\overline{a_{s,i}a_{r,j}A^2_\pi }}{P}\frac{\overline{a_{s,i}A_\pi }\overline{a_{r,j}A_\pi }}{P}$$
(12)
The second term always vanishes for $`N\mathrm{}`$ because $`\overline{a_{s,i}A_\pi }`$ is of order $`N^0`$ . In the first term, instead,

$$A^2|\mu _\pi =N+\underset{kl=1}{\overset{N}{}}\underset{s^{},r^{}}{}a_{s^{},k}^\mu a_{r^{},l}^\mu \pi _{s^{},k}\pi _{r^{},l}$$
(13)
is of order $`N`$ which then gives a positive contribution in Eq. (12) for $`N\mathrm{}`$.

Eq. (13) leads to a stochastic dynamics where the noise covariance depends on the stochastic variables $`u_{s,i}(\tau )`$ themselves. The complications which result from this fact can be avoided if one takes the approximation

$$A^2|\mu _\pi \overline{A^2}\sigma ^2.$$
(14)
This approximation can be justified naively by observing that the dependence on $`\pi _{s,i}`$ of the correlations only involves the global quantity $`A^2|\mu _\pi /P`$ for which one expects some sort of self-averaging properties. Numerical results suggest that terms which are ignored by Eq. (14) are negligible for $`N1`$, but we were unable to prove this in general  (Eq. (14) holds trivially in the limit $`\mathrm{\Gamma }0`$).

Within this approximation, the correlation, for $`N1`$, become

$$dW_{s,i}(\tau )dW_{r,j}(\tau ^{})\frac{\sigma ^2}{\alpha N}\overline{a_{s,i}a_{r,j}}\delta (\tau \tau ^{})d\tau $$
(15)
Note that, for $`rs`$ or $`ji`$, correlations $`dW_{s,i}(\tau )dW_{r,j}(\tau ^{})\overline{a_{s,i}a_{r,j}}1/\sqrt{N}`$ vanishes as $`N\mathrm{}`$. However it is important to keep the off-diagonal terms because they keeps the dynamics of the phase space point $`|U(t)=\{U_{s,i}(t)\}_{s=1,\mathrm{},S,i=1,\mathrm{},N}`$ constrained to the linear space spanned by the vectors $`|a^\mu =\{a_{s,i}^\mu \}_{s=1,\mathrm{},S,i=1,\mathrm{},N}`$ which contains the initial condition $`|U(0)`$. The original dynamics of $`U_{s,i}(t)`$ indeed posses this property.

It is important to remark that the approximation Eq. (14) makes our approach a self-consistent theory for $`\sigma ^2`$. We introduce $`\sigma ^2`$ as a constant in Eq. (14) which then has to be computed self-consistently from the dynamic equations.

Summarizing, the dynamics of $`u_{s,i}`$ is described by a continuum time Langevin equation:

$`{\displaystyle \frac{du_{s,i}(\tau )}{d\tau }}`$ $`=`$ $`\overline{a_{s,i}A}+\eta _{s,i}(\tau )`$ (16)
$`\eta _{s,i}(\tau )`$ $`=`$ $`0`$ (17)
$`\eta _{s,i}(\tau )\eta _{r,j}(\tau ^{})`$ $``$ $`{\displaystyle \frac{\sigma ^2}{\alpha N}}\overline{a_{s,i}a_{r,j}}\delta (\tau \tau ^{}).`$ (18)
Equation (16), given its derivation, has to be interpreted in the Ito sense. The expression for the noise strength is confirmed by figure 1 where the measure of $`X=_{i,s}(X_{i,s}^2/(PNS)`$ in a MG is reported; note that these numerical simulations were done for $`\mathrm{\Gamma }=\mathrm{}`$ and confirm Eq. (18) is valid even for $`\alpha <\alpha _c`$. Fig. 2 compares the results of numerical simulations of the MG, as a function of $`\mathrm{\Gamma }`$, with those of a semi-analytic solution of Eqs. (16-18), to be discussed later. The agreement of the two approaches shows that Eqs. (16-18) are valid even in the symmetric phase ($`\alpha \alpha _c`$) for all values of $`\mathrm{\Gamma }`$.

The instantaneous probability distribution of $`s`$, in the continuum time limit, reads

$$\pi _{s,i}(\tau )=\frac{e^{\mathrm{\Gamma }_iu_{s,i}(\tau )}}{_re^{\mathrm{\Gamma }_iu_{r,i}(\tau )}}.$$
(19)
This and Ito calculus then lead to a dynamic equation for $`\pi _{s,i}(\tau )`$. We prefer to exhibit this for $`\mathrm{\Gamma }_i=\mathrm{\Gamma }`$ and using the rescaled time $`t=\mathrm{\Gamma }\tau `$:

$`{\displaystyle \frac{d\pi _{s,i}}{dt}}`$ $`=`$ $`\pi _{s,i}\left[\overline{a_{s,i}A}\stackrel{}{\pi }_i\overline{\stackrel{}{a}_iA}\right]`$ (20)
$`+`$ $`{\displaystyle \frac{\sigma ^2\mathrm{\Gamma }}{\alpha N}}\pi _{s,i}\left(\pi _{s,i}\stackrel{}{\pi }_i^2\right)+\sqrt{\mathrm{\Gamma }}\pi _{s,i}\left(\eta _{s,i}\stackrel{}{\pi }_i\stackrel{}{\eta }_i\right).`$ (21)
The first term in the r.h.s. comes from the deterministic part of Eq. (16), the second from the Ito term (where we neglected terms proportional to $`\overline{a_{i,s}a_{i,s^{}}}1/\sqrt{N}`$ for $`ss^{}`$) and the third from the stochastic part. It is clear that, in the limit $`\mathrm{\Gamma }0`$ the last two term vanish and the dynamics becomes deterministic.

We see then that $`\mathrm{\Gamma }`$ tunes the strength of stochastic fluctuations in much the same way as temperature does for thermal fluctuations in statistical mechanics. The “individual inverse temperature” $`\mathrm{\Gamma }`$ should indeed more correctly be interpreted as a learning rate§§§This is an a posteriori learning rate. Indeed $`1/\mathrm{\Gamma }`$ is the time the dynamics of the scores needs in order to learn a payoff difference. From a different viewpoint, $`\mathrm{\Gamma }`$ tunes the randomness of the response of agents. The larger the randomness, the longer it takes to average fluctuations out.. Furthermore it plays the role of a “global temperature”. We shall pursue this discussion in detail below for the case $`S=2`$.

At this point, let us comment on the limit $`\mathrm{\Gamma }\mathrm{}`$, which is of particular importance, since it corresponds to the original MG. It is clear that in the limit $`\mathrm{\Gamma }\mathrm{}`$ the dynamical equations (21) become problematic. The origin of the problem lies in the order in which the limits $`N\mathrm{}`$ and $`\mathrm{\Gamma }\mathrm{}`$ is performed. Indeed in Eq. (8) $`U_{s,i}(t)u_{s,i}(\tau )+O(d\tau )`$ for $`P\tau t<P(\tau +d\tau )`$. Therefore, as long as $`\mathrm{\Gamma }d\tau 1`$ the difference between Eq. (8) and $`\pi _{s,i}`$ in Eq. (19) is negligible. In practice, in order to satisfy both $`\mathrm{\Gamma }d\tau 1`$ and $`Pd\tau 1`$, one needs $`\mathrm{\Gamma }P`$. When this condition is not satisfied the instantaneous probability Eq. (1) fluctuates very rapidly at each time-step. Eq. (8) averages out these high frequency fluctuations so that, even for $`\mathrm{\Gamma }=\mathrm{}`$, the distribution $`\pi _{s,i}(\tau )`$ of Eq. (8) is not a discontinuous step function of $`u_{s,i}(\tau )`$, as suggested by Eq. (19). High frequency fluctuations contribute to the functional form of $`\pi _{s,i}`$ on $`u_{s,i}`$ which will differ from Eq. (19).

Summarizing, when we let $`\mathrm{\Gamma }\mathrm{}`$ only after the limit $`N\mathrm{}`$ has been taken no problem arises. There is no reason to believe that results change if the order of the limits is interchanged. This expectations, as we shall see, is confirmed by numerical simulations (see Fig. 2): direct numerical simulations of the MG deviate from the prediction of Eqs. (16-18) only for finite size effects which vanish as $`N\mathrm{}`$.

Eqs. (16-18) are our central result. We shall devote the rest of the paper to discuss their content and to show that all of the observed behavior of the MG can be derived from these equations.

## IV Stationary state

Let us take the average, denoted by $`\mathrm{}`$, of Eq. (16) on the stationary state (SS). Let

$`f_{s,i}=\pi _{s,i}`$

be the frequency with which agent $`i`$ plays strategy $`s`$ in the SS. Then we have

$`v_{s,i}{\displaystyle \frac{dU_{s,i}}{d\tau }}=\overline{a_{s,i}A},A|\mu ={\displaystyle \underset{j,s^{}}{}}f_{s^{},j}a_{s^{},j}^\mu `$

Given the relation between $`\pi _{s,i}`$ and $`U_{s,i}`$ and considering that the long time dynamics of $`U_{s,i}`$ in the SS is $`U_{s,i}(\tau )=\mathrm{const}+v_{s,i}\tau `$, we have that i) each strategy which is played in the SS by agent $`i`$ must have the same “velocity” $`v_{s,i}=v_i^{}`$, and ii) strategies which are not played (i.e. with $`f_{s,i}=0`$) must have $`v_{s,i}<v_i^{}`$. In other words

$`\overline{a_{s,i}A}`$ $`=`$ $`v_i^{},i,s\text{such that}f_{s,i}>0`$ (22)
$`\overline{a_{s,i}A}`$ $``$ $`v_i^{},i,s\text{such that}f_{s,i}=0.`$ (23)
Consider now the problem of constrained minimization of $`H`$ in Eq. (4), subject to $`f_{s,i}0`$ for all $`s,i`$ and the normalization conditions. Introducing Lagrange multipliers $`\lambda _i`$ to enforce $`_sf_{s,i}=1`$ for all $`i`$, this problem reads

$$\underset{\{f_{s,i}0\}}{\mathrm{min}}\left\{\overline{A^2}\underset{i=1}{\overset{N}{}}\lambda _i\left(1\underset{s=1}{\overset{S}{}}f_{s,i}\right)\right\}.$$
(24)
Taking derivatives, we find that if $`f_{s,i}>0`$ then $`\overline{a_{s,i}A}+\lambda _i=0`$ whereas if $`f_{s,i}=0`$ then $`\overline{a_{s,i}A}+\lambda _i0`$. These are exactly Eqs. (22,23) where $`v_i^{}=\lambda _i`$. We then conclude that the two problems Eqs. (22,23) and Eq. (24) are one and the same problemIndeed both problems can be put in the form of a Linear Complementarity problem :    $`f_{s,i}`$ $``$ $`0`$    $`{\displaystyle \underset{j,s^{}}{}}\overline{a_{s,i}a_{s^{},j}}f_{s^{},j}+v_i^{}`$ $``$ $`0`$    $`f_{s,i}\left[{\displaystyle \underset{j,s^{}}{}}\overline{a_{s,i}a_{s^{},j}}f_{s^{},j}+v_i^{}\right]`$ $`=`$ $`0`$  This problem has a solution for all values of $`v_i^{}`$ because of non-negativity of the matrix $`\overline{a_{s,i}a_{s^{},j}}`$, see Ref. .. In other words $`f_{s,i}`$ can be computed from the constrained minimization of $`H`$ as proposed in Refs. .

Hence the statistical mechanics approach based on the study of the ground state of $`H`$ is correct. This approach gives the frequency $`f_{s,i}`$ with which agents play their strategies.

We remark once more that $`H`$ is a function of the stationary state probabilities $`f_{s,i}`$. Also note that

$`\stackrel{~}{H}\{\pi _{s,i}\}={\displaystyle \underset{i,j=1}{\overset{N}{}}}{\displaystyle \underset{s,s^{}=1}{\overset{S}{}}}\overline{a_{s,i}a_{s^{},j}}\pi _{s,i}\pi _{s^{},j}`$

as a function of the instantaneous probabilities $`\pi _{s,i}`$, is not a Lyapunov function of the dynamics. The dynamical variables $`\pi _{s,i}(t)`$ are subject to stochastic fluctuations of the order of $`\sqrt{\mathrm{\Gamma }_i}`$ around their average values $`f_{s,i}`$. Only in the limit $`\mathrm{\Gamma }_i0`$, when the dynamics becomes deterministic and $`\pi _{s,i}f_{s,i}`$, the quantity $`\stackrel{~}{H}\{\pi _{s,i}\}`$ becomes a Lyapunov function.

The solution to the minimization of $`H`$ reveals two qualitatively distinct phases  which are separated by a phase transition occurring as $`\alpha \alpha _c`$. We discuss qualitatively the behavior of the solution for a generic $`S`$ and leave for the next section a more detailed discussion in the simpler case $`S=2`$.

### A Independence on $`\mathrm{\Gamma }`$ for $`\alpha >\alpha _c`$

When $`\alpha >\alpha _c`$ the solution to Eq. (24) is unique and $`H>0`$. Hence $`f_{s,i}`$ does not depends on $`\mathrm{\Gamma }`$, neither does $`H`$. In addition we shall see that

$$\pi _{s,i}\pi _{s^{},j}=\pi _{s,i}\pi _{s^{},j}=f_{s,i}f_{s^{},j}\text{for }ij$$
(25)
implying that

$`\sigma ^2N+{\displaystyle \underset{ij}{}}{\displaystyle \underset{s,r}{}}\overline{a_{s,i}a_{r,j}}\pi _{s,i}\pi _{r,j}`$

does not depend on $`\mathrm{\Gamma }`$ either. Hence the solution $`\{f_{s,i}\}`$ uniquely determines all quantities in the SS, as well as the parameters which enter into the dynamics (notice the dependence on $`\sigma ^2`$ in Eq. 18). In particular $`\sigma ^2`$ does not depend on $`\mathrm{\Gamma }`$.

### B Dependence on $`\mathrm{\Gamma }`$ and on initial conditions for $`\alpha <\alpha _c`$

For $`\alpha <\alpha _c`$ the solution to the minimization problem is not unique: there is a connected set of points $`\{f_{s,i}\}`$ such that $`H=0`$. Let us first discuss the behavior of the system in the limit $`\mathrm{\Gamma }0`$, where the dynamics becomes deterministic. The dynamics reaches a stationary state $`\{f_{s,i}\}`$ which depends on the initial conditions.

In order to see this, let us introduce the vector notation $`|v=\{v_{s,i},s=1,\mathrm{},S,i=1,\mathrm{},N\}`$. Then for all times $`|u(\tau )`$ is of the form

$`|u(\tau )=|u(0)+{\displaystyle \underset{\mu =1}{\overset{P}{}}}|a^\mu C^\mu (\tau )`$

where $`C^\mu (\tau )`$ are $`P`$ functions of time.

If there are vectors $`v|`$ such that $`v|a^\mu =0`$ for all $`\mu `$, then $`v|u(\tau )=v|u(0)`$, i.e. the components of the scores will not change at all along these vectors. As a result the SS will depend on initial conditions $`|u(0)`$. These vectors $`v|`$ exist exactly for $`\alpha <\alpha _c`$ , because the “dimensionality” of the vectors $`|u(\tau )`$ is larger than $`P`$In order to compute the dimensionality of the vectors $`|u`$ we have to take into account the $`N`$ normalization conditions and the fact that strategies which are not played ($`f_{s,i}=0`$) should not be counted. So if there are $`N_>`$ variables $`f_{s,i}>0`$, the relevant dimension of the space of $`|u`$ is $`N_>N`$. Hence vectors $`v|`$ orthogonal to all $`|a^\mu `$ exist for $`N_>N>P`$, i.e. for $`\alpha <\alpha _c=N_>(\alpha _c)/N1`$..

The picture is made even more complex by the fact that, for $`\alpha <\alpha _c`$, when $`\mathrm{\Gamma }`$ is finite Eq. (25) does not hold. Hence $`\sigma ^2`$ has a contribution which depends on the stochastic fluctuations around $`f_{s,i}`$. The strength of these fluctuations, by Eqs. (18,21), depends on $`\mathrm{\Gamma }`$ and $`\sigma ^2`$ itself. We face, in this case, a self-consistent problem: $`\sigma ^2`$ enters as a parameter of the dynamics but should be computed in the stationary state of the dynamics itself. Therefore the solution to this problem and hence $`\sigma ^2`$ depends on $`\mathrm{\Gamma }`$. The solution $`\{f_{s,i}\}`$ to the minimization of $`H`$ should also be computed self-consistently. As a result, the SS properties acquire a dependence on $`\mathrm{\Gamma }`$.

The condition (25), which is similar to the clustering property in spin glasses , plays then a crucial role. We show below how the condition (25), the dependence on initial conditions and on $`\mathrm{\Gamma }`$ enter into the detailed solution for $`S=2`$. By similar arguments our conclusion can be generalized to all $`S>2`$.

## V The case $`S=2`$

We work in this section with the simpler case of $`S=2`$ strategies, labelled by $`s=\pm `$. We also set $`\mathrm{\Gamma }_i=\mathrm{\Gamma }`$ for all $`i`$. Following Refs.  we introduce the variables

$`\xi _i^\mu ={\displaystyle \frac{a_{+,i}^\mu a_{,i}^\mu }{2}},\mathrm{\Omega }^\mu ={\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \frac{a_{+,i}^\mu +a_{,i}^\mu }{2}}.`$

Let us rescale time $`t=\mathrm{\Gamma }\tau `$ and introduce the variables

$`y_i(t)=\mathrm{\Gamma }{\displaystyle \frac{U_{+,i}(\tau )U_{,i}(\tau )}{2}}`$

Then, using Eq. (8), the dynamical equations (16-18) become

$`{\displaystyle \frac{dy_i}{dt}}`$ $`=`$ $`\overline{\xi _i\mathrm{\Omega }}{\displaystyle \underset{j=1}{\overset{N}{}}}\overline{\xi _i\xi _j}\mathrm{tanh}(y_j)+\zeta _i`$ (26)
$`\zeta _i(t)\zeta _j(t^{})`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }\sigma ^2}{\alpha N}}\overline{\xi _i\xi _j}\delta (tt^{}).`$ (27)
The Fokker-Planck (FP) equation for the probability distribution $`P(\{y_i\},t)`$ under this dynamics reads

$`{\displaystyle \frac{P(\{y_i\},t)}{t}}={\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \frac{}{y_i}}`$ $`\{\overline{\xi _i\mathrm{\Omega }}+{\displaystyle \underset{j=1}{\overset{N}{}}}\overline{\xi _i\xi _j}\mathrm{tanh}(y_j)+`$ (28)
$`{\displaystyle \frac{1}{\beta }}{\displaystyle \underset{j=1}{\overset{N}{}}}\overline{\xi _i\xi _j}{\displaystyle \frac{}{y_j}}\}P(\{y_i\},t)`$ (29)
where we have introduced the parameter

$$\beta =\frac{2\alpha N}{\mathrm{\Gamma }\sigma ^2}.$$
(30)
Multiply Eq. (29) by $`y_i`$ and integrate over all variables. Using integration by parts, assuming that $`P0`$ fast as $`y_j\mathrm{}`$, one gets

$`{\displaystyle \frac{}{t}}y_i=\overline{\xi _i\mathrm{\Omega }}{\displaystyle \underset{j=1}{\overset{N}{}}}\overline{\xi _i\xi _j}\mathrm{tanh}(y_j).`$

Let us look for solutions with $`y_iv_it`$ and define $`m_i=\mathrm{tanh}(y_i)`$. Hence for $`t\mathrm{}`$ we have

$$v_i=\overline{\xi _i\mathrm{\Omega }}\underset{j=1}{\overset{N}{}}\overline{\xi _i\xi _j}m_j.$$
(31)
Now, either $`v_i=0`$ and $`y_i`$ is finite, or $`v_i0`$, which means that $`y_i\pm \mathrm{}`$ and $`m_i=\mathrm{sign}v_i`$. In the latter case ($`v_i0`$) we say that agent $`i`$ is frozen , we call $``$ the set of frozen agents and $`\varphi =||/N`$ the fraction of frozen agents.

As in the general case, the parameters $`v_i`$ for $`i`$ and $`m_i\mathrm{tanh}(y_i)`$ for $`i`$ are obtained by solving the constrained minimization of

$`H={\displaystyle \frac{1}{P}}{\displaystyle \underset{\mu =1}{\overset{P}{}}}\left[\mathrm{\Omega }^\mu +{\displaystyle \underset{i=1}{\overset{N}{}}}\xi _i^\mu m_i\right]^2.`$

When the solution of $`\mathrm{min}H`$ is unique, i.e. for $`\alpha >\alpha _c`$, the parameters $`m_i`$ depend only on the realization of disorder $`\{\xi _i^\mu ,\mathrm{\Omega }^\mu \}`$, and their distribution can be computed as in Ref . When the solution is not unique, i.e. for $`\alpha <\alpha _c`$, we are left with the problem of finding which solution the dynamics selects. Let us suppose that we have solved this problem (we shall come back later to this issue), so that all $`m_i`$ are known.

Using the stationary condition Eq. (31), we can write the FP equation for the probability distribution $`P_u(y_i,i)`$ of unfrozen agents. For times so large that all agents in $``$ are indeed frozen (i.e. $`s_i(t)=\mathrm{sign}v_i`$) this reads:

$`{\displaystyle \frac{P_u}{t}}={\displaystyle \underset{i}{}}{\displaystyle \frac{}{y_i}}{\displaystyle \underset{j}{}}\overline{\xi _i\xi _j}\left\{\mathrm{tanh}(y_j)m_j+{\displaystyle \frac{1}{\beta }}{\displaystyle \frac{}{y_j}}\right\}P_u.`$

This has a solution

$$P_u\mathrm{exp}\left\{\beta \underset{j}{}\left[\mathrm{log}\mathrm{cosh}y_jm_jy_j\right]\right\}.$$
(32)
Finally we have to impose the constraint that $`|y(t)=\{y_i(t)\}_{i=1}^N`$ must lie on the linear space spanned by the vectors $`|\xi ^\mu `$ which contains the initial condition $`|y(0)`$. This means that

$$P_u𝒫_{y(0)}\mathrm{exp}\left\{\beta \underset{j}{}\left[\mathrm{log}\mathrm{cosh}y_jm_jy_j\right]\right\}$$
(33)
where the projector $`𝒫_{y(0)}`$ is given by

$$𝒫_{y(0)}\underset{\mu =1}{\overset{P}{}}_{\mathrm{}}^{\mathrm{}}𝑑c^\mu \underset{i=1}{\overset{N}{}}\delta \left[y_iy_i(0)\underset{\mu =1}{\overset{P}{}}c^\mu \xi _i^\mu \right].$$
(34)
We find it remarkable that $`\mathrm{\Gamma }`$, which is introduced as the inverse of an individual “temperature” in the definition of the model, actually turns out to be proportional to $`\beta ^1`$ (see Eq. 30) which plays collectively a role quite similar to that of temperature.

Using the distribution Eq. (33), we can compute

$`\sigma ^2`$ $`=`$ $`H+{\displaystyle \underset{i=1}{\overset{N}{}}}\overline{\xi _i^2}(1m_i^2)+`$ (35)
$`{\displaystyle \underset{ij}{}}\overline{\xi _i\xi _j}(\mathrm{tanh}y_im_i)(\mathrm{tanh}y_jm_j).`$ (36)
This depends on $`\beta `$, i.e. on $`\sigma ^2`$ itself by virtue of Eq. (30). The stationary state is then the solution of a self-consistent problem. Let us analyze in detail the solution of this self-consistent problem.

### A $`\alpha >\alpha _c`$

For $`\alpha >\alpha _c`$ the solution of $`\mathrm{min}H`$ is unique, and hence $`m_i`$ depends only on the realization of the disorder. In addition, the number $`N||N(1\varphi )`$ of unfrozen agents is less than $`P`$ and the constraint is ineffective, i.e. $`𝒫_{y(0)}1`$. The scores $`|y`$ of unfrozen agents span a linear space which is embedded in the one spanned by the vectors $`|\xi ^\mu `$. Hence the dependence on initial conditions $`y_i(0)`$ drops out. Therefore the probability distribution of $`y_i`$ factorizes, as in Eq. (32). Then the third term of Eq. (36), which is the only one which depends on $`\beta `$, vanishes identically. We conclude that, for $`\alpha >\alpha _c`$, $`\sigma ^2`$ only depends on $`m_i`$ and is hence independent of $`\mathrm{\Gamma }`$ as confirmed by numerical simulations.

Summarizing, for $`\alpha >\alpha _c`$ one derives a complete solution of the MG by finding first the minimum $`\{m_i\}`$ of $`H`$ and then by computing $`\sigma ^2`$, $`\beta `$ and the full distribution of $`y_i`$ from Eq. (32).

### B $`\alpha \alpha _c`$: dependence on $`\mathrm{\Gamma }`$ and crowd effects

When $`\alpha <1\varphi `$, on the other hand, the solution of $`\mathrm{min}H`$ is not unique. Furthermore the constraint cannot be integrated out and the stationary distribution depends on the initial conditions.

Numerical simulations  show that $`\sigma ^2`$ increases with $`\mathrm{\Gamma }`$ for $`\alpha <\alpha _c`$ (see Fig. 2). This effect has been related to crowd effects in financial markets . Ref.  has shown that crowd effects can be fully understood in the limit $`\alpha 0`$: as $`\mathrm{\Gamma }`$ exceeds a critical learning rate $`\mathrm{\Gamma }_c`$, the time independent SS becomes unstable and a bifurcation to a period two orbit occurs. Neglecting the stochastic term $`\zeta _i`$, Ref. shows that this picture can be extended to $`\alpha >0`$\**\**\**The idea of Ref.  is the following: imagine that our system is close to a SS point $`y_i^{}`$ at time $`t=t_k`$, when $`\mu (t)=1`$. Will the system be close to $`y_i^{}`$ when the pattern $`\mu =1`$ occurs again the next time $`t^{}=t_{k+1}`$? To see this, let us integrate Eq. (26) from $`t=t_k`$ to $`t_{k+1}`$. In doing this we i) neglect the noise term (i.e. $`\zeta _i=0`$) and ii) assume that $`\mathrm{tanh}y_i(t)\mathrm{tanh}y_i(t_k)`$ stays constant in the integration time interval. This latter assumption is similar to the recently introduced  batch version of the MG, where agents update their strategies every $`P`$ time-steps. This leads to study a discrete time dynamical system
$$y_i(t_{k+1})=y_i(t_k)\mathrm{\Gamma }\left[\overline{\mathrm{\Omega }\xi _i}+\underset{j=1}{\overset{N}{}}\overline{\xi _i\xi _j}\mathrm{tanh}[y_j(t_k)]\right]$$
(37) where the factor $`\mathrm{\Gamma }`$ comes because $`t_{k+1}t_k`$ is on average equal to $`\mathrm{\Gamma }`$. The linear stability of fixed point solutions is analyzed setting $`y_i(t_k)=y_i^{}+\delta y_i(k)`$ and computing the eigenvalues of the linearized map $`\delta y_i(k+1)_jT_{i,j}\delta y_j(k)`$. There is a critical value of $`\mathrm{\Gamma }`$ above which the solution $`y_i^{}`$ become unstable, which is given by Eq. (38).. This approach suggests a crossover to a “turbulent” dynamics for $`\mathrm{\Gamma }>\mathrm{\Gamma }_c`$, where

$$\mathrm{\Gamma }_c(\alpha )=\frac{4}{(1+\sqrt{\alpha })^2(1Q)}$$
(38)
and

$`Q={\displaystyle \frac{1}{N}}{\displaystyle \underset{i=1}{\overset{N}{}}}m_i^2.`$

Both $`Q`$ and $`\mathrm{\Gamma }_c`$ can be computed exactly in the limit $`N\mathrm{}`$ within the statistical mechanics approach .

This approach however i) does not properly takes into account the stochastic term, ii) does not explain what happens for $`\mathrm{\Gamma }>\mathrm{\Gamma }_c`$ and iii) does not explains why such effects occur only for $`\alpha <\alpha _c`$.

The stochastic dynamics derived previously gives detailed answers to all these issues. We first restrict attention to symmetric initial conditions $`y_i(0)=0`$ and then discuss the dependence on initial conditions. The choice of $`y_i(0)=0`$ $`i`$ is convenient because it allows one to use this same symmetry to identify the solution $`\{m_i\}`$ to the minimization of $`H`$, independently of $`\mathrm{\Gamma }`$. To be more precise, one can introduce a “magnetization”

$$M\underset{t\mathrm{}}{lim}\frac{1}{N}\underset{i=1}{\overset{N}{}}s_i(t)s_i(0)=\frac{1}{N}\underset{i=1}{\overset{N}{}}m_i$$
(39)
which measures the overlap of the SS configuration with the initial condition. Symmetric initial conditions are related to $`M=0`$ SS. These are the states we focus on. The solution is derived in two steps:

1. find the minimum $`\{m_i\}`$ of $`H`$, with $`M=0`$;
2. compute self-consistently $`\sigma ^2`$.

The numerical procedure for solving the problem is the following: given the realization of disorder $`\{\xi _i^\mu `$, $`\mathrm{\Omega }^\mu \}`$, step (1) — finding the minimum $`\{m_i\}`$ of $`H`$ — is straightforward. For step (2) we sample the distribution Eq. (33) with the Montecarlo method††††††The Montecarlo procedure follows the usual basic steps: i) A move $`y_iy_i+ϵ\xi _i^\mu `$ is proposed, with $`\mu `$ and $`ϵ`$ drawn at random, ii) the “energy”
$`E\{y_i\}={\displaystyle \underset{i=1}{\overset{N}{}}}\left[\mathrm{log}\mathrm{cosh}y_im_iy_i\right]`$
of the new configuration is computed and iii) The move is accepted with a probability equal to $`\mathrm{min}(1,e^{\beta \mathrm{\Delta }E})`$ where $`\mathrm{\Delta }E`$ is the “energy” difference. at inverse temperature $`\beta `$ and measure the $`\beta `$ dependent contribution of $`\sigma ^2`$ in Eq. (36):

$`\mathrm{\Sigma }(\beta )={\displaystyle \underset{ij}{}}\overline{\xi _i\xi _j}(\mathrm{tanh}y_im_i)(\mathrm{tanh}y_jm_j)_\beta .`$

Here $`\mathrm{}_\beta `$ stands for an average over the distribution Eq. (33) with parameter $`\beta `$. Finally we solve the equation

$$\sigma ^2(\mathrm{\Gamma })=\sigma ^2(0)+\mathrm{\Sigma }\left(\frac{2\alpha N}{\mathrm{\Gamma }\sigma ^2(\mathrm{\Gamma })}\right).$$
(40)
This procedure was carried out for different system sizes and several values of $`\mathrm{\Gamma }`$. The results, shown in Fig. 2, agree perfectly well with direct numerical simulations of the MG. Actually Fig. 2 shows that, for $`\mathrm{\Gamma }1`$, the solution of the self-consistent equation (40) suffers much less of finite size effects than the direct numerical simulations of the MG. Fig. 2 also shows that, even if only approximate, Eq. (38) provides an useful estimate of the point where the crossover occurs.

It is possible to compute $`\sigma ^2(\mathrm{\Gamma })`$ to leading order in $`\mathrm{\Gamma }1`$. The calculation is carried out in the appendix in detail. The result is

$$\frac{\sigma ^2}{N}\frac{1Q}{2}\left[1+\frac{1Q+\alpha (13Q)}{4\alpha }\mathrm{\Gamma }+O(\mathrm{\Gamma }^2)\right].$$
(41)
The inset of Fig. 2 shows that this expression indeed reproduces quite accurately the small $`\mathrm{\Gamma }`$ behavior of $`\sigma ^2`$. Note finally that Eq. (40) has a finite solution $`\sigma ^2(\mathrm{})=\sigma ^2(0)+\mathrm{\Sigma }(0)`$ in the limit $`\mathrm{\Gamma }\mathrm{}`$. Furthermore it is easy to understand the origin of the behavior $`\sigma ^2/N1/\alpha `$ for Eq. (40). Because of the constraint, when $`\overline{\xi _i\xi _j}`$ is positive (negative) the fluctuations of $`\mathrm{tanh}(y_i)m_i`$ are positively (negatively) correlated with $`\mathrm{tanh}(y_j)m_j`$. If we assume that $`[\mathrm{tanh}(y_i)m_i][\mathrm{tanh}(y_j)m_j]c\overline{\xi _i\xi _j}`$ for some constant $`c`$, we find $`\mathrm{\Sigma }c_{ij}\overline{\xi _i\xi _j}^2`$. This leads easily to $`\mathrm{\Sigma }/Nc/(4\alpha )`$, which explains the divergence of $`\sigma ^2/N`$ as $`\alpha 0`$ for $`\mathrm{\Gamma }1`$.

### C Selection of different initial conditions in the Replica calculation

As discussed above, the stationary state properties of the MG in the symmetric phase depend on the initial conditions. Can the statistical mechanics approach to the MG be extended to characterize this dependence for $`\mathrm{\Gamma }1`$? If this is possible, how do we expect the resulting picture to change when $`\mathrm{\Gamma }`$ increases? We shall first focus on the first question (i.e. $`\mathrm{\Gamma }1`$) and then discuss the second.

Of course one can introduce the constraint on the distribution of $`y_i`$ in the replica approach in a straightforward manner. This leads however to tedious calculations. We prefer to follow a different approach. In the $`\alpha <\alpha _c`$ phase the minimum of $`H`$ is degenerate, i.e. $`H=0`$ occurs on a connected set of points. Each of these points corresponds to a different set of initial conditions, as discussed above. In order to select a particular point with $`H=0`$ we can add a potential $`\eta _i(s_is_i^{})^2/2`$ to the Hamiltonian $`H`$, which will favor the solutions closer to $`s_i^{}`$, and then let the strength $`\eta `$ of the potential go to zero. This procedure lifts the degeneracy and gives us the statistical features of the equilibrium close to $`s_i^{}`$.

The nature of the stationary state changes as the asymmetry in the initial conditions changes. If we take $`s_i^{}=s^{}`$, the state at $`s^{}=0`$ describes symmetric initial conditions and increasing $`s^{}>0`$ gives asymmetric states.

The saddle point equations of the statistical mechanics approach of Ref.  can be reduced to two equations:

$`Q`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}Dzs_0^2(z)`$ (42)
$`\chi `$ $`=`$ $`{\displaystyle \frac{1+\chi }{\sqrt{\alpha (1+Q)}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}Dzzs_0(z)`$ (43)
where $`Dz=\frac{dz}{\sqrt{2\pi }}e^{z^2/2}`$, $`s_0(z)[1,1]`$ is the value of $`s`$ which minimizes

$$V_z(s)=\frac{1}{2}s^2\sqrt{\frac{1+Q}{\alpha }}zs+\frac{1}{2}\eta (1+\chi )(ss^{})^2$$
(44)
and $`\chi =\beta (Qq)/\alpha `$ is a “spin susceptibility”. There are two possible solutions: one with $`\chi <\mathrm{}`$ finite as $`\eta 0`$ which describes the $`\alpha >\alpha _c`$ phase. The other has $`\chi 1/\eta `$ which diverges as $`\eta 0`$. This solution describes the $`\alpha <\alpha _c`$ phase. We focus on this second solution, which can be conveniently parameterized by two parameters $`z_0`$ and $`ϵ_0`$. We find

$`s_0(z)=\{\begin{array}{cc}1& \text{if }zz_0ϵ_0\\ \frac{z+ϵ_0}{z_0}& \text{if }z_0ϵ_0<z<z_0ϵ_0\\ 1& \text{if }zz_0ϵ_0\end{array}`$

Indeed Eq. (42) gives $`Q(z_0,ϵ_0)`$ and Eq. (43) which for $`\chi \mathrm{}`$ reads $`\sqrt{\alpha (1+Q)}=Dzzs_0(z)`$, then gives $`\alpha (z_0,ϵ_0)`$.

With $`ϵ_00`$ one finds solutions with a non-zero “magnetization” $`M=s_i`$. This quantity is particularly meaningful, in this context, because it measures the overlap of the behavior of agents in the SS with their a priori preferred strategies

$$M_{\mathrm{}}^{\mathrm{}}Dzs_0(z)=\underset{t\mathrm{}}{lim}\frac{1}{N}\underset{i=1}{\overset{N}{}}s_i(t)s_i(0).$$
(45)
Note indeed that one can always perform a “gauge” transformation in order to redefine $`s=+1`$ as the initially preferred strategy. This amounts to taking $`y_i(0)0`$ for all $`i`$.

Which SS is reached from a particular initial condition is, of course, a quite complex issue which requires the integration of the dynamics. However, the relation between $`Q`$ and $`M`$ derived analytically from Eqs. (42,45) can easily be checked by numerical simulations of the MG. Figure 3 shows that the self-overlap $`Q`$ and the magnetization $`M`$ computed in numerical simulations with initial conditions $`y_i(0)=y_0`$ for all $`i`$, perfectly match the analytic results. The inset of this figure shows how the final magnetization $`M`$ and the self-overlap $`Q`$ in the SS depend on the asymmetry $`y_0`$ of initial conditions.

Let us finally discuss the dependence on $`\mathrm{\Gamma }`$ for asymmetric initial conditions. Eq. (38) provides a characteristic value of $`\mathrm{\Gamma }`$ as a function of $`\alpha `$ and $`Q`$. This theoretical prediction is tested against numerical simulations of the MG in Fig. 4: when plotted against $`\mathrm{\Gamma }/\mathrm{\Gamma }_c`$, the curves of $`\sigma ^2/N`$ obtained from numerical simulations, approximately collapse one onto the other in the large $`\mathrm{\Gamma }`$ region. Fig. 4 suggests that $`\mathrm{\Gamma }_c`$ in Eq. (38) provides a close lower bound for the onset of saturation to a constant $`\sigma ^2`$ for large $`\mathrm{\Gamma }`$. We find it remarkable that a formula such as Eq. (38) which is computed in the limit $`\mathrm{\Gamma }0`$, is able to predict the large $`\mathrm{\Gamma }`$ behavior.

With respect to the dependence on initial conditions, we observe that $`\mathrm{\Gamma }_c`$ is an increasing function of $`Q`$ and hence it increases with the asymmetry $`y_0`$ of initial conditions. Hence, for a fixed $`\mathrm{\Gamma }`$, the fluctuation dependent part $`\mathrm{\Sigma }`$ of $`\sigma ^2`$ decreases with $`y_0`$ because it is an increasing function of $`\mathrm{\Gamma }/\mathrm{\Gamma }_c`$. This effects adds up to the decrease of the $`\mathrm{\Gamma }`$ independent part of $`\sigma ^2`$ discussed previously.

Fig. 4 also shows that the $`\mathrm{\Gamma }\mathrm{\Gamma }_c`$ state is independent of initial conditions $`y_0`$. This can naively be understood observing that stochastic fluctuations induce fluctuations $`\delta y_i`$ which increase with $`\mathrm{\Gamma }`$. For $`\mathrm{\Gamma }1`$ the asymmetry $`y_0`$ of initial conditions is small compared to stochastic fluctuations $`\delta y_i`$ and hence the system behaves as if $`y_00`$.

### D The maximally magnetized stationary state

The maximally magnetized SS (MMSS), obtained in the limit $`y_0\mathrm{}`$, is also the one with the largest value of $`Q`$, and hence with the smallest value of $`\sigma ^2=N(1Q)/2`$. $`\sigma ^2/N`$ is plotted against $`\alpha `$ both for symmetric $`y_0=0`$ initial conditions and for maximally asymmetric ones $`y_0\mathrm{}`$ in fig. 5. The inset shows the behavior of $`Q`$ and $`M`$ in the MMSS.

Remarkably we find that $`\sigma ^2/N`$ vanishes linearly with $`\alpha `$ in the MMSS‡‡‡‡‡‡This results was also found analytically in . This means that, at fixed $`P`$, as $`N`$ increases the fluctuation $`\sigma ^2`$ remains constant. This contrast with what happens in the $`y_0=0`$ state, for $`\mathrm{\Gamma }\mathrm{\Gamma }_c`$, where $`\sigma ^2`$ increases linearly with $`N`$, and with the case $`\mathrm{\Gamma }\mathrm{\Gamma }_c`$ where $`\sigma ^2N^2`$ . Note also that the lowest curve of Fig. 5 also gives an upper bound to the $`\sigma ^2`$ of Nash equilibria (see Refs. ).

The MMSS is also the most stable state against crowd effects: if we put $`Q(\alpha ,y_0=\mathrm{})1c\alpha `$, as appropriate for the MMSS we find that $`\mathrm{\Gamma }_c1/\alpha `$ diverges with $`\alpha `$.

## VI Conclusions

We have clarified the correct derivation of continuous time dynamics for the MG. This on the one hand reconciles the two current approaches . On the other it leads to a complete understanding of the collective behavior of the MG. We confirm that stationary states are characterized by the minimum of a Hamiltonian which measures the predictability of the game. For $`\alpha >\alpha _c`$ we find a complete analytic solution, whereas for $`\alpha <\alpha _c`$ the statistical mechanics approach of Ref.  is valid for $`\mathrm{\Gamma }0`$. It is in principle possible to introduce the new elements discussed here in the approach of Ref.  and to derive a full analytic solution. We have indeed derived the first term of the series expansion for $`\mathrm{\Gamma }1`$, which agrees perfectly with numerical data. The extension of the approach of Ref.  involves lengthy calculations and it shall be pursued elsewhere.

Finally we note that the results derived in this paper generalize to more complex models. It is worth to remark that the solution to the FP equation is no more factorizable, in general, when agents account for their market impact as in Refs. . Hence, as long as there are unfrozen agents, we expect that the stationary state depends on $`\mathrm{\Gamma }`$. However, when the agents take fully into account their market impact, all of them are frozen and the conclusion that agents converge to Nash equilibria remains valid.

We acknowledge constructive discussions with A.C.C. Coolen, A. Engel, J.P. Garrahan, J.A.F. Heimel and D. Sherrington.

## A Non-linear minority games

Take a generic dynamics

$`U_{s,i}(t+1)=U_{s,i}(t)a_{s,i}^{\mu (t)}g\left[A(t)\right]`$

with $`g(x)`$ some function. When we carry out the limit to continuous time we find a deterministic term which is proportional to $`\overline{a_{s,i}g(A)}`$. The stationary state conditions then read

$`v_i=\overline{a_{s,i}g(A)},\text{if }f_{s,i}>0`$

and

$`v_i>\overline{a_{s,i}g(A)},\text{if }f_{s,i}=0.`$

For any fixed $`\mu `$, $`A(t)`$ is well approximated by a Gaussian variable with mean

$`A|\mu ={\displaystyle \underset{i,s}{}}f_{s,i}a_{s,i}^\mu `$

and variance $`D=\sigma ^2H`$. Here we neglect dependences on $`\mu `$. Also we treat $`D`$ as a parameter and neglect its dependence on the stationary state probabilities $`f_{s,i}`$. Hence we can write

$`g(A)|\mu ={\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dx}{\sqrt{2\pi }}}e^{x^2/2}g\left(A|\mu +\sqrt{D}x\right)`$

The stationary state conditions of the dynamics above can again be written as a minimization problem of the functional

$`H_g={\displaystyle \frac{1}{P}}{\displaystyle \underset{\mu =1}{\overset{P}{}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dx}{\sqrt{2\pi }}}e^{x^2/2}G\left({\displaystyle \underset{i,s}{}}f_{s,i}a_{s,i}^\mu +\sqrt{D}x\right)`$

with

$`g(x)={\displaystyle \frac{dG(x)}{dx}}`$

and $`D=\sigma ^2H`$ which must be determined self-consistently.

Indeed taking the derivative of $`H_g`$ w.r.t. $`f_{s,i}`$ and imposing the constraint $`f_{s,i}0`$ and normalization, we arrive at exactly the same equations which describe the stationary state of the process.

The Hamiltonian for the original MG is derived setting $`g(x)=\mathrm{sign}x`$, which leads to

$`H_{\mathrm{sign}}={\displaystyle \frac{1}{P}}{\displaystyle \underset{\mu =1}{\overset{P}{}}}\left[{\displaystyle \frac{1}{\sqrt{\pi }}}e^{A|\mu ^2/D}+{\displaystyle \frac{A|\mu }{\sqrt{D}}}\mathrm{erf}\left({\displaystyle \frac{A|\mu }{\sqrt{D}}}\right)\right].`$

The analysis of stochastic fluctuations can be extended to non-linear cases in a straightforward manner. Again the key point is that the dynamics is constrained to the linear space spanned by the vectors $`|a^\mu `$. For $`\alpha >\alpha _c`$ we have no dependence on initial conditions. However it is not easy to show in general that the distribution of scores factorizes across agents. This means that there may be a contribution of fluctuations to $`\sigma ^2`$ – i.e. $`\mathrm{\Sigma }>0`$ – so we cannot rule out a dependence of $`\sigma ^2`$ on $`\mathrm{\Gamma }`$. Numerical simulations for $`g(x)=\text{sign}x`$ show that such a dependence, if it exists, is very weak. Anyway even though $`\sigma ^2`$ only depend on $`f_{s,i}`$, the minimization problem depends on $`D=\sigma ^2H`$ which must then be determined self-consistently.

For $`\alpha <\alpha _c`$ the dependence on initial conditions induces a correlation of scores across agents. As a result $`\sigma ^2`$ depends on $`\mathrm{\Gamma }`$ just as in the linear case discussed above.

## B Small $`\mathrm{\Gamma }`$ expansion

For $`\mathrm{\Gamma }1`$ it is appropriate to consider $`\beta 1`$ and to take

$`y_i=\mathrm{arc}\mathrm{tanh}m_i+{\displaystyle \frac{z_i}{\sqrt{\beta }}}`$

so that $`\beta [\mathrm{log}\mathrm{cosh}y_im_iy_i]\frac{1}{2}(1m_i^2)z_i^2+O(\beta ^{1/2})`$. Hence we have to sample a distribution

$`P\{z_i\}e^{\frac{1}{2}_i(1m_i^2)z_i^2}`$

where $`z_i`$ has the form

$`z_i={\displaystyle \underset{\mu =1}{\overset{P}{}}}c^\mu \xi _i^\mu .`$

It is convenient to express everything in terms of the coefficients $`c^\mu `$. Their pdf is derived from that of $`z_i`$ and it reads:

$`P\{c^\mu \}e^{\frac{1}{2}_{\mu ,\nu }c^\mu T^{\mu ,\nu }c^\nu },T^{\mu ,\nu }={\displaystyle \underset{i=1}{\overset{N}{}}}(1m_i^2)\xi _i^\mu \xi _i^\nu .`$

From this we find $`c^\mu c^\nu =[T^1]^{\mu ,\nu }`$.

Now we split the term $`\mathrm{\Sigma }(\beta )`$ in two contributions,

$`\mathrm{\Sigma }(\beta )`$ $`=`$ $`\overline{\left[{\displaystyle \underset{i=1}{\overset{N}{}}}\xi _i(\mathrm{tanh}y_im_i)\right]^2}+`$
$`{\displaystyle \underset{i=1}{\overset{N}{}}}\overline{\xi _i^2}\left[m_i^2(\mathrm{tanh}y_i)^2\right]`$
and work them out separately. For the first we use

$`{\displaystyle \underset{i=1}{\overset{N}{}}}\xi _i^\mu (\mathrm{tanh}y_im_i)={\displaystyle \frac{1}{\sqrt{\beta }}}{\displaystyle \underset{\nu }{}}T^{\mu ,\nu }c^\nu `$

so that

$`\overline{\left[{\displaystyle \underset{i=1}{\overset{N}{}}}\xi _i(\mathrm{tanh}y_im_i)\right]^2}`$ $`=`$ $`{\displaystyle \frac{1}{\beta P}}{\displaystyle \underset{\mu ,\nu ,\gamma }{}}T^{\mu ,\nu }T^{\mu ,\gamma }c^\nu c^\gamma `$
$`=`$ $`{\displaystyle \frac{\mathrm{Tr}T}{\beta P}}{\displaystyle \frac{1Q}{2\beta }}N.`$
Within the approximation $`(13m_i^2)(13Q)`$ we are able to derive a closed expression also for the second term:

$`{\displaystyle \underset{i=1}{\overset{N}{}}}\overline{\xi _i^2}\left[m_i^2(\mathrm{tanh}y_i)^2\right]`$ $`=`$ $`{\displaystyle \frac{1}{\beta }}{\displaystyle \underset{i=1}{\overset{N}{}}}\overline{\xi _i^2}(1m_i^2)(13m_i^2)z_i^2`$
$``$ $`{\displaystyle \frac{\alpha }{\beta }}{\displaystyle \frac{13Q}{2}}N.`$
Hence we find

$`\mathrm{\Sigma }(\beta )\left[{\displaystyle \frac{1Q}{2}}+{\displaystyle \frac{13Q}{2}}\alpha \right]{\displaystyle \frac{1}{\beta }}+O(\beta ^2).`$

This and Eq. (30) lead to Eq. (41).


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# 1 Introduction

## 1 Introduction

In the field-antifield BRST theory, the antibracket and the BRST operator are defined by means of the variational operator (see, e.g., ). To introduce this variational operator in a rigorous algebraic way, one can replace the calculus in functionals with the calculus in jets of fields and antifields, and can construct the variational complex . Furthermore, one has proved that the variational complex in BRST theory on a contractible manifold $`R^n`$ is exact . This means that the kernel of the variational operator $`\delta `$ coincides with the image of the horizontal (or total) differential $`d_H`$. Therefore, main objects in the field-antifield BRST theory on $`R^n`$ are defined modulo $`d_H`$-exact forms. Let us mention, e.g., the local BRST cohomology.

Here, the variational complex in the field-antifield BRST theory on an arbitrary smooth manifold $`X`$ is studied; that requires a (global) differential geometric definition of ghosts, antifields, and their jets. We show that cohomology of this variational complex equals the de Rham cohomology of $`X`$. In other words, the obstruction to the exactness of the variational complex in BRST theory lies only in closed non-exact forms on $`X`$. This fact enables one to generalize many constructions of the field-antifield BRST theory on $`R^n`$ to that on an arbitrary manifold $`X`$. In particular, global descent equations on $`X`$ can be defined .

For the sake of simplicity, we will consider the case of even physical fields and even irreducible gauge transformations with a finite number of generators. Then ghosts are odd, and antifields are odd and even. For instance, this is the case of the Yang–Mills theory. One says that physical fields, ghosts and antifields constitute a physical basis.

We start from cohomology of the variational complex of even classical fields. Cohomology of the variational complex in BRST theory is studied in a similar way.

## 2 The variational complex of classical fields

In classical field theory, fields are represented by sections of a smooth fibre bundle $`YX`$. Put further dim$`X=n`$.

Remark.  Smooth manifolds throughout are real, finite-dimensional, Hausdorff, second-countable (i.e., paracompact), and connected. The standard notation of jet formalism is utilized (see, e.g., ). We follow the terminology of , where a sheaf $`S`$ is a particular topological bundle and $`\mathrm{\Gamma }(S)`$ denotes the group of global sections of $`S`$.

The configuration space of Lagrangian formalism on a fibre bundle $`YX`$ is the infinite order jet space $`J^{\mathrm{}}Y`$ of $`YX`$. It is defined as a projective limit of the inverse system

$$X\stackrel{\pi }{}Y\stackrel{\pi _0^1}{}\mathrm{}J^{r1}Y\stackrel{\pi _{r1}^r}{}J^rY\mathrm{}$$
(1)
of finite order jet manifolds $`J^rY`$ of $`YX`$, where $`\pi _{r1}^r`$ are affine bundles. One can say that $`J^{\mathrm{}}Y`$ consists of the equivalence classes of sections of $`YX`$ identified by their Taylor series at points of $`X`$. Endowed with the projective limit topology, the ionfinite order jet space $`J^{\mathrm{}}Y`$ is a paracompact Fréchet manifold . A bundle coordinate atlas $`\{U_Y,(x^\lambda ,y^i)\}`$ of $`YX`$ yields the manifold coordinate atlas

$`\{(\pi _0^{\mathrm{}})^1(U_Y),(x^\lambda ,y_\mathrm{\Lambda }^i)\},0|\mathrm{\Lambda }|,`$
of $`J^{\mathrm{}}Y`$, together with the transition functions

$$y_{}^{}{}_{\lambda +\mathrm{\Lambda }}{}^{i}=\frac{x^\mu }{x^\lambda }d_\mu y_\mathrm{\Lambda }^i,$$
(2)
where $`\mathrm{\Lambda }=(\lambda _k\mathrm{}\lambda _1)`$, $`\lambda +\mathrm{\Lambda }=(\lambda \lambda _k\mathrm{}\lambda _1)`$ are multi-indices and

$`d_\lambda =_\lambda +{\displaystyle \underset{|\mathrm{\Lambda }|0}{}}y_{\lambda +\mathrm{\Lambda }}^i_i^\mathrm{\Lambda }`$
is the total derivative.

Let us introduce the differential calculus on $`J^{\mathrm{}}Y`$. With the inverse system (1), one has the direct system

$`𝒪^{}(X)\stackrel{\pi ^{}}{}𝒪_0^{}\stackrel{\pi _0^1}{}𝒪_1^{}\stackrel{\pi _1^2}{}\mathrm{}𝒪_r^{}\stackrel{\pi _r^{r+1}}{}\mathrm{}`$
of differential algebras $`𝒪_r^{}`$ of exterior forms on finite order jet manifolds $`J^rY`$, where $`\pi _{r1}^r`$ are the pull-back monomorphisms. The direct limit of this direct system is the differential algebra $`𝒪_{\mathrm{}}^{}`$ which consists of all exterior forms on finite order jet manifolds modulo the pull-back identification. In particular, $`𝒪_{\mathrm{}}^{}`$ is the ring of the pull-back onto $`J^{\mathrm{}}Y`$ of smooth real functions on finite order jet manifolds.

For short, we agree to call elements of $`𝒪_{\mathrm{}}^{}`$ the exterior forms on $`J^{\mathrm{}}Y`$. Of course, these forms are of bounded jet order. Restricted to a coordinate chart $`(\pi _0^{\mathrm{}})^1(U_Y)`$ of $`J^{\mathrm{}}Y`$, they can be written in a coordinate form, where horizontal forms $`\{dx^\lambda \}`$ and contact 1-forms $`\{\theta _\mathrm{\Lambda }^i=dy_\mathrm{\Lambda }^iy_{\lambda +\mathrm{\Lambda }}^idx^\lambda \}`$, together with the constant function $`\mathrm{𝟏}`$, constitute the set of generators of the $`𝒪_{\mathrm{}}^0`$-algebra $`𝒪_{\mathrm{}}^{}`$. There is the canonical splitting

$`𝒪_{\mathrm{}}^{}=\underset{k,s}{}𝒪_{\mathrm{}}^{k,s},0k,0sn,`$
of $`𝒪_{\mathrm{}}^{}`$ into $`𝒪_{\mathrm{}}^0`$-modules $`𝒪_{\mathrm{}}^{k,s}`$ of $`k`$-contact and $`s`$-horizontal forms, together with the corresponding projections

$`h_k:𝒪_{\mathrm{}}^{}𝒪_{\mathrm{}}^{k,},0k,`$
$`h^s:𝒪_{\mathrm{}}^{}𝒪_{\mathrm{}}^{,s},0sn.`$
Accordingly, the exterior differential on $`𝒪_{\mathrm{}}^{}`$ is decomposed into the sum $`d=d_H+d_V`$ of horizontal and vertical differentials

$`d_Hh_k=h_kdh_k,d_H(\varphi )=dx^\lambda d_\lambda (\varphi ),`$
$`d_Vh^s=h^sdh^s,d_V(\varphi )=\theta _\mathrm{\Lambda }^i_i^\mathrm{\Lambda }\varphi ,\varphi 𝒪_{\mathrm{}}^{}.`$
Lagrangians, Euler–Lagrange operators, and other objects of a familiar Lagrangian field theory are elements of the differential algebra $`𝒪_{\mathrm{}}^{}`$. They can be introduced in an algebraic way by constructing the variational complex of the algebra $`𝒪_{\mathrm{}}^{}`$.

The $`R`$-module endomorphism

$`\tau ={\displaystyle \underset{k>0}{}}{\displaystyle \frac{1}{k}}\overline{\tau }h_kh^n,`$
$`\overline{\tau }(\varphi )=(1)^\mathrm{\Lambda }\theta ^i[d_\mathrm{\Lambda }(_i^\mathrm{\Lambda }\varphi )],0\mathrm{\Lambda },\varphi 𝒪^{>0,n}_{\mathrm{}},`$
of $`𝒪_{\mathrm{}}^{}`$ is defined (see, e.g., ). It is a projector, i.e., $`\tau \tau =\tau `$, and obeys the relations

$$\tau d_H=0,\tau d\tau \tau d=0.$$
(3)
Put $`E_k=\tau (𝒪_{\mathrm{}}^{k,n})`$. The variational operator on $`𝒪_{\mathrm{}}^{,n}`$ is defined as the morphism $`\delta =\tau d`$. It is nilpotent, and has the property

$$\delta \tau \tau d=0.$$
(4)
Since the operators $`d_H`$ and $`\delta `$ are nilpotent, and the relations (3) hold, we have the complex

$$0R𝒪_{\mathrm{}}^0\stackrel{d_H}{}𝒪_{\mathrm{}}^{0,1}\stackrel{d_H}{}\mathrm{}\stackrel{d_H}{}𝒪_{\mathrm{}}^{0,n}\stackrel{\delta }{}E_1\stackrel{\delta }{}E_2\mathrm{},$$
(5)
called the variational complex. Elements of its term $`𝒪_{\mathrm{}}^{0,n}`$ are Lagrangians, while those of $`E_1`$ are Euler–Lagrange operators. There are the well-known statements summarized usually as the algebraic Poincaré lemma (see, e.g., ).

Lemma 1. If $`Y`$ is a contractible fibre bundle $`R^{n+m}R^n`$, the variational complex (5) is exact.

To obtain cohomology of the variational complex (5) in the case of an arbitrary smooth fibre bundle $`YX`$, let us enlarge the differential algebra $`𝒪_{\mathrm{}}^{}`$ as follows .

Let $`𝔗_r^{}`$ be the sheaf of germs of exterior forms on $`J^{\mathrm{}}Y`$ and $`\mathrm{\Gamma }(𝔗_{\mathrm{}}^{})`$ the differential algebra of its global sections. One can say that the algebra $`\mathrm{\Gamma }(𝔗_{\mathrm{}}^{})`$ consists of exterior forms on $`J^{\mathrm{}}Y`$ which coincide locally (i.e., around each point of $`J^{\mathrm{}}Y`$) with the pull-back of exterior forms on finite-order jet manifolds. In particular, $`\mathrm{\Gamma }(𝔗_{\mathrm{}}^0)`$ is the ring of real functions on $`J^{\mathrm{}}Y`$ such that, given $`f\mathrm{\Gamma }(𝔗_{\mathrm{}}^0)`$ and any point $`qJ^{\mathrm{}}Y`$, there exists a neighborhood of $`q`$ where $`f`$ coincides with the pull-back of a smooth function on some finite order jet manifold. There is the natural monomorphism $`𝒪_{\mathrm{}}^{}\mathrm{\Gamma }(𝔗_{\mathrm{}}^{})`$.

Note that, in comparison with $`𝒪_{\mathrm{}}^0`$, the jet order of elements of $`\mathrm{\Gamma }(𝔗_{\mathrm{}}^0)`$ need not be bounded. Therefore, the algebra $`\mathrm{\Gamma }(𝔗_{\mathrm{}}^0)`$ has a limited physical application. We involve it because the paracompact space $`J^{\mathrm{}}Y`$ admits a partition of unity by elements of the ring $`\mathrm{\Gamma }(𝔗_{\mathrm{}}^0)`$ . It follows that the sheaves of $`\mathrm{\Gamma }(𝔗_{\mathrm{}}^0)`$-modules on $`J^{\mathrm{}}Y`$ are fine and, consequently, acyclic. Therefore, the abstract de Rham theorem  can be called into play in order to obtain cohomology of the differential algebra $`\mathrm{\Gamma }(𝔗_{\mathrm{}}^{})`$. Then one proves that the algebras $`𝒪_{\mathrm{}}^{}`$ and $`\mathrm{\Gamma }(𝔗_{\mathrm{}}^{})`$ have the same cohomology.

Since $`\tau `$ and $`\delta `$ on $`𝒪_{\mathrm{}}^{}`$ are pointwise operators, their direct limits are defined on the sheaf $`𝔗_{\mathrm{}}^{}`$ and possess the properties (3) and (4). Then we have the variational complex of sheaves

$$0R𝔗_{\mathrm{}}^0\stackrel{d_H}{}𝔗_{\mathrm{}}^{0,1}\stackrel{d_H}{}\mathrm{}\stackrel{d_H}{}𝔗_{\mathrm{}}^{0,n}\stackrel{\delta }{}𝔈_1\stackrel{\delta }{}\mathrm{}$$
(6)
and the corresponding complex of differential algebras of their global sections

$$0R\mathrm{\Gamma }(𝔗_{\mathrm{}}^0)\stackrel{d_H}{}\mathrm{\Gamma }(𝔗_{\mathrm{}}^{0,1})\stackrel{d_H}{}\mathrm{}\stackrel{d_H}{}\mathrm{\Gamma }(𝔗_{\mathrm{}}^{0,n})\stackrel{\delta }{}\mathrm{\Gamma }(𝔈_1)\stackrel{\delta }{}\mathrm{}.$$
(7)
By virtue of the Lemma 2, the variational complex (6) is exact. The sheaves $`𝔗^{k,m}`$ in this complex are sheaves of $`\mathrm{\Gamma }(𝔗_{\mathrm{}}^0)`$-modules and, consequently, are fine. One can prove that the sheaves $`𝔈_k`$, being projections $`\tau (𝔗_{\mathrm{}}^{k,n})`$ of sheaves of $`\mathrm{\Gamma }(𝔗_{\mathrm{}}^0)`$-modules, are also fine . Consequently, the variational complex (6) is the fine resolution of the constant sheaf $`R`$ on $`J^{\mathrm{}}Y`$. Then we come to the following.

Proposition 2. Cohomology of the complex (7) equals the de Rham cohomology of the fibre bundle $`Y`$.

Proof. By virtue of the above mentioned abstract de Rham theorem , there is an isomorphism between the cohomology of the complex (7) and the cohomology $`H^{}(J^{\mathrm{}}Y,R)`$ of the paracompact space $`J^{\mathrm{}}Y`$ with coefficients in the constant sheaf $`R`$. Since $`Y`$ is a strong deformation retract of $`J^{\mathrm{}}Y`$ , the cohomology $`H^{}(J^{\mathrm{}}Y,R)`$ is isomorphic to the cohomology $`H^{}(Y,R)`$ of $`Y`$ with coefficients in the constant sheaf $`R`$  and, consequently, to the de Rham cohomology $`H^{}(Y)`$ of $`Y`$. $`\mathrm{}`$

Proposition (2) recovers the results of , but we also note the following. Let us consider the de Rham complex of sheaves

$$0R𝔗_{\mathrm{}}^0\stackrel{d}{}𝔗_{\mathrm{}}^1\stackrel{d}{}\mathrm{}$$
(8)
on $`J^{\mathrm{}}Y`$ and the corresponding complex of differential algebras

$$0R\mathrm{\Gamma }(𝔗_{\mathrm{}}^0)\stackrel{d}{}\mathrm{\Gamma }(𝔗_{\mathrm{}}^1)\stackrel{d}{}\mathrm{}.$$
(9)
The complex (8) is exact due to the Poincaré lemma, and is a fine resolution of the constant sheaf $`R`$ on $`J^{\mathrm{}}Y`$. Then, similarly to Proposition 2, we obtain that the de Rham cohomology of the differential algebra $`\mathrm{\Gamma }(𝔗_{\mathrm{}}^{})`$ is isomorphic to that $`H^{}(Y)`$ of the fibre bundle $`Y`$. It follows that every closed form $`\varphi \mathrm{\Gamma }(𝔗_{\mathrm{}}^{})`$ is split into the sum

$$\sigma =\phi +d\xi ,\xi \mathrm{\Gamma }(𝔗_{\mathrm{}}^{}),$$
(10)
where $`\phi `$ is a closed form on the fibre bundle $`Y`$.

The relation (4) for $`\tau `$ and the relation $`h_0d=d_Hh_0`$ for $`h_0`$ define a homomorphisms of the de Rham complex (9) of the algebra $`\mathrm{\Gamma }(𝔗_{\mathrm{}}^{})`$ to its variational complex (7), and the corresponding homomorphism of their cohomology groups is an isomorphism. Then, the splitting (10) leads to the following decompositions.

Proposition 3. Any $`d_H`$-closed form $`\sigma \mathrm{\Gamma }(𝒯^{0,m})`$, $`m<n`$, is represented by the sum

$$\sigma =h_0\phi +d_H\xi ,\xi \mathrm{\Gamma }(𝔗_{\mathrm{}}^{0,m1}),$$
(11)
where $`\phi `$ is a closed $`m`$-form on $`Y`$. Any $`\delta `$-closed form $`\sigma \mathrm{\Gamma }(𝔗^{k,n})`$, $`k0`$, is split into

$`\sigma =h_0\phi +d_H\xi ,k=0,\xi \mathrm{\Gamma }(𝒯_{\mathrm{}}^{0,n1}),`$ (12)
$`\sigma =\tau (\phi )+\delta (\xi ),k=1,\xi \mathrm{\Gamma }(𝒯_{\mathrm{}}^{0,n}),`$ (13)
$`\sigma =\tau (\phi )+\delta (\xi ),k>1,\xi \mathrm{\Gamma }(𝔈_{k1}),`$ (14)
where $`\phi `$ is a closed $`n+k`$-form on $`Y`$.

Let us now return to the differential algebra $`𝒪_{\mathrm{}}^{}`$. The following is proved .

Proposition 4. The differential algebra $`𝒪_{\mathrm{}}^{}`$ has the same $`d`$-, $`d_H`$\- and $`\delta `$-cohomology as $`\mathrm{\Gamma }(𝔗_{\mathrm{}}^{})`$.

It follows that cohomology of the variational complex (5) of the algebra $`𝒪_{\mathrm{}}^{}`$ is equal to the de Rham cohomology of the fibre bundle $`Y`$. Furthermore, if $`\sigma `$ in decompositions (11) – (14) is an element of $`𝒪_{\mathrm{}}^{}\mathrm{\Gamma }(𝔗_{\mathrm{}}^{})`$, then $`\xi `$ is so.

In quantum field theory, all physical fields are linear or affine quantities. Therefore, let $`YX`$ is an affine bundle. Then $`X`$ is a strong deformation retract of $`Y`$ and the de Rham cohomology of $`Y`$ is equal to that of $`X`$. In this case, cohomology of the variational complex (5) equals to the de Rham cohomology of the base manifold $`X`$. Hence, every $`d_H`$-closed form $`\varphi 𝒪_{\mathrm{}}^{0,m<n}`$ is split into the sum

$$\varphi =\phi +d_H\xi ,\xi 𝒪_{\mathrm{}}^{0,m1},$$
(15)
where $`\phi `$ is a closed form on $`X`$. Any $`\delta `$-closed form $`\sigma 𝒪^{0,n}`$ is split into

$$\sigma =\phi +d_H\xi ,\xi 𝒪_{\mathrm{}}^{0,n1},$$
(16)
where $`\phi `$ is a non-exact $`n`$-form on $`X`$.

## 3 Differential geometry of ghosts

Different geometric models of odd ghosts have been suggested. For instance, a ghost field in the Yang–Mills theory on a principal bundle has been described as the Maurer–Cartan form on the gauge group (see, e.g., ). This description however is not extended to other gauge theories and to other odd elements of the physical basis. We provide the following geometric model of odd fields on a smooth manifold $`X`$ .

Let $`YX`$ be a vector bundle with an $`m`$-dimensional typical fibre $`V`$ and $`Y^{}X`$ the dual of $`Y`$. We consider the exterior bundle

$$Y^{}=R\underset{X}{}(\underset{k=1}{\overset{m}{}}\stackrel{k}{}Y^{}),$$
(17)
whose typical fibre is the finitely generated Grassmann algebra $`V^{}`$. Sections of the exterior bundle (17) are called graded functions. Let $`𝒜_Y`$ denote the sheaf of germs of graded functions on $`X`$. The pair $`(X,𝒜_Y)`$ is a graded manifold with the body manifold $`X`$ and the structure sheaf $`𝒜_Y`$ . We agree to call it a simple graded manifold with the characteristic vector bundle $`Y`$. Note that any graded manifold $`(X,𝒜)`$ is isomorphic to some simple graded manifold, but this isomorphism fails to be canonical .

Given a bundle atlas $`\{(U;x^\lambda ,y^a)\}`$ of $`Y`$ with transition functions $`y^a=\rho _b^a(x)y^b`$, let $`\{c^a\}`$ be the corresponding fibre bases for $`Y^{}X`$, together with the transition functions $`c^a=\rho _b^a(x)c^b`$. We will call $`(x^\lambda ,c^a)`$ the local basis for the simple graded manifold $`(X,𝒜_Y)`$. With respect to this basis, graded functions read

$`f={\displaystyle \underset{k=0}{\overset{m}{}}}{\displaystyle \frac{1}{k!}}f_{a_1\mathrm{}a_k}c^{a_1}\mathrm{}c^{a_k},`$
where $`f_{a_1\mathrm{}a_k}`$ are local smooth real functions on $`U`$, and we omit the symbol of the exterior product of coframes $`c`$.

In BRST theory, the basis elements $`c^i`$ of a simple graded manifold can describe odd ghosts. For instance, in the Yang–Mills theory on a principal bundle $`PX`$ with the structure group $`G`$, the above bundle $`Y`$ is the Lie algebra bundle $`V_GP=VP/G`$, where $`VP`$ denotes the vertical tangent bundle of $`P`$. The typical fibre of $`V_GP`$ is the right Lie algebra $`𝔤`$ of the group $`G`$. If $`X`$ is a compact manifold and $`G`$ is a semisimple matrix Lie group, the Sobolev completion of the set of sections of $`V_GPX`$ is the Lie algebra of the gauge group. The typical fibre of the dual $`V_G^{}P`$ of $`V_GP`$ is the coalgebra $`𝔤^{}`$. Let $`\{\epsilon _r\}`$ be a basis for $`𝔤`$, $`\{e_r\}`$ the corresponding fibre bases for $`V_GP`$, and $`\{C^r\}`$ the dual coframes in $`V_G^{}P`$. Elements $`C^r`$ of these coframes play the role of ghosts in the BRST extension of the Yang–Mills theory. Indeed, the canonical section $`C=C^re_r`$ of the tensor product $`V_G^{}PV_GP`$ is the above mentioned Maurer–Cartan form on the gauge group which one regards as a ghost field. In the heuristic formulation of BRST theory, $`C`$ plays the role of a generator of gauge transformations with odd parameters, i.e., is the BRST operator.

Let $`𝔡𝒜_Y`$ be the sheaf of graded derivations of the sheaf $`𝒜_Y`$. Its sections are called graded vector fields on the graded manifold $`(X,𝒜_Y)`$ (or, simply, on $`X`$). Any graded vector field $`u`$ on an open subset $`UX`$ is a graded derivation of the graded algebra $`\mathrm{\Gamma }(U,𝒜_Y)`$ of local graded functions on $`U`$, i.e.,

$`u(ff^{})=u(f)f^{}+(1)^{[u][f]}fu(f^{}),f,f^{}\mathrm{\Gamma }(U,𝒜_Y),`$
where $`[.]`$ denotes the Grassmann parity. The $`𝔡𝒜_Y`$ is a sheaf of Lie superalgebras with respect to the bracket

$`[u,u^{}]=uu^{}+(1)^{[u][u^{}]+1}u^{}u.`$
Graded vector fields on a simple graded manifold can be seen as sections of a vector bundle as follows. Due to the canonical splitting $`VYY\times Y`$, the vertical tangent bundle $`VYY`$ of $`YX`$ can be provided with the fibre bases $`\{/c^a\}`$, dual of $`\{c^a\}`$. These are the fibre basis for $`\mathrm{pr}_2VYY`$. Then a graded vector field on a trivialization domain $`U`$ reads

$$u=u^\lambda _\lambda +u^a\frac{}{c^a},$$
(18)
where $`u^\lambda ,u^a`$ are local graded functions . It yields a derivation of $`\mathrm{\Gamma }(U,𝒜_Y)`$ by the rule

$$u(f_{a\mathrm{}b}c^a\mathrm{}c^b)=u^\lambda _\lambda (f_{a\mathrm{}b})c^a\mathrm{}c^b+u^df_{a\mathrm{}b}\frac{}{c^d}(c^a\mathrm{}c^b).$$
(19)
This rule implies the corresponding coordinate transformation law

$`u^\lambda =u^\lambda ,u^a=\rho _j^au^j+u^\lambda _\lambda (\rho _j^a)c^j`$
of graded vector fields. It follows that graded vector fields (18) can be represented by sections of the vector bundle $`𝒱_YX`$ which is locally isomorphic to the vector bundle

$`𝒱_Y_UY^{}\underset{X}{}(\mathrm{pr}_2VY\underset{X}{}TX)_U,`$
and has the bundle coordinates $`(x_{a_1\mathrm{}a_k}^\lambda ,v_{b_1\mathrm{}b_k}^i)`$, $`k=0,\mathrm{},m`$, together with the transition functions

$`x_{i_1\mathrm{}i_k}^\lambda =\rho ^1{}_{i_1}{}^{a_1}\mathrm{}\rho ^1{}_{i_k}{}^{a_k}x_{a_1\mathrm{}a_k}^{\lambda },`$
$`v_{j_1\mathrm{}j_k}^i=\rho ^1{}_{j_1}{}^{b_1}\mathrm{}\rho ^1{}_{j_k}{}^{b_k}[\rho _j^iv_{b_1\mathrm{}b_k}^j+{\displaystyle \frac{k!}{(k1)!}}x_{b_1\mathrm{}b_{k1}}^\lambda _\lambda \rho _{b_k}^i].`$
There is the exact sequence

$`0Y^{}\underset{X}{}\mathrm{pr}_2VY𝒱_YY^{}\underset{X}{}TX0`$
of vector bundles over $`X`$. Its splitting

$$\stackrel{~}{\gamma }:\dot{x}^\lambda _\lambda \dot{x}^\lambda (_\lambda +\stackrel{~}{\gamma }_\lambda ^a\frac{}{c^a})$$
(20)
transforms every vector field $`\tau `$ on $`X`$ into the graded vector field

$$\tau =\tau ^\lambda _\alpha _\tau =\tau ^\lambda (_\lambda +\stackrel{~}{\gamma }_\lambda ^a\frac{}{c^a}),$$
(21)
which is a graded derivation of the sheaf $`𝒜_Y`$ satisfying the Leibniz rule

$`_\tau (sf)=(\tau ds)f+s_\tau (f),f\mathrm{\Gamma }(U,𝒜_Y),sC^{\mathrm{}}(X),`$
for any open subset $`UX`$. Therefore, one can think of the splitting (20) as being a graded connection on the simple graded manifold $`(X,𝒜_Y)`$ . It should be emphasized that this notion of a graded connection differs from that of a connection on a graded fibre bundle in . In particular, every linear connection

$`\gamma =dx^\lambda (_\lambda +\gamma _\lambda {}_{}{}^{a}{}_{b}{}^{}v_{}^{b}_a)`$
on the vector bundle $`YX`$ yields the graded connection

$$\stackrel{~}{\gamma }=dx^\lambda (_\lambda +\gamma _\lambda {}_{}{}^{a}{}_{b}{}^{}c_{}^{b}\frac{}{c^a}).$$
(22)
For instance, let $`Y`$ be the Lie algebra bundle $`V_GP`$ in the Yang–Mills theory on a $`G`$-principal bundle $`P`$. Every principal connection $`A`$ on $`PX`$ yields a linear connection

$`A=dx^\lambda (_\lambda c_{pq}^rA_\lambda ^p\xi ^qe_r)`$
on $`V_GPX`$  and, consequently, the graded connection on ghosts

$`\stackrel{~}{A}=dx^\lambda (_\lambda c_{pq}^rA_\lambda ^pC^q{\displaystyle \frac{}{C^r}}),`$
where $`c_{pq}^r`$ are the structure constants of the Lie algebra $`𝔤`$.

Let $`𝒱_Y^{}X`$ be a vector bundle which is the pointwise $`Y^{}`$-dual of $`𝒱_Y`$. It is locally isomorphic to the vector bundle

$`𝒱_Y^{}_UY^{}\underset{X}{}(\mathrm{pr}_2VY^{}\underset{X}{}T^{}X)_U.`$
With respect to the dual bases $`\{dx^\lambda \}`$ for $`T^{}X`$ and $`\{dc^b\}`$ for $`\mathrm{pr}_2V^{}Y=Y^{}`$, sections of the vector bundle $`𝒱_Y^{}`$ take the coordinate form

$`\varphi =\varphi _\lambda dx^\lambda +\varphi _adc^a,`$
together with transition functions

$`\varphi _a^{}=\rho ^1{}_{a}{}^{b}\varphi _{b}^{},\varphi _\lambda ^{}=\varphi _\lambda +\rho ^1{}_{a}{}^{b}_{\lambda }^{}(\rho _j^a)\varphi _bc^j.`$
They are treated as graded 1-forms on the graded manifold $`(X,𝒜_Y)`$.

The sheaf $`𝔒^1𝒜_Y`$ of germs of sections of the vector bundle $`𝒱_Y^{}X`$ is the dual of the sheaf $`𝔡𝒜_Y`$, where the duality morphism is given by the interior product

$`u\varphi =u^\lambda \varphi _\lambda +(1)^{[\varphi _a]}u^a\varphi _a.`$
Graded $`k`$-forms $`\varphi `$ are defined as sections of the graded exterior bundle $`\underset{X}{\overset{k}{}}𝒱_Y^{}`$ such that

$`\varphi \sigma =(1)^{\varphi \sigma +[\varphi ][\sigma ]}\sigma \varphi ,`$
where $`|.|`$ denotes the form degree. The graded exterior differential $`d`$ of graded functions is introduced in accordance with the condition $`udf=u(f)`$ for an arbitrary graded vector field $`u`$, and is extended uniquely graded exterior forms by the rules

$`d(\varphi \sigma )=(d\varphi )\sigma +(1)^\varphi \varphi (d\sigma ),dd=0.`$
It takes the coordinate form

$`d\varphi =dx^\lambda _\lambda (\varphi )+dc^a{\displaystyle \frac{}{c^a}}(\varphi ),`$
where the left derivatives $`_\lambda `$, $`/c^a`$ act on coefficients of graded exterior forms by the rule (19), and they are graded commutative with the forms $`dx^\lambda `$, $`dc^a`$.

With $`d`$, graded exterior forms constitute a graded differential algebra $`𝒪^{}𝒜_Y`$, where $`𝒪^0𝒜_Y=\mathrm{\Gamma }(𝒜_Y)`$ is the graded commutative ring of graded functions on $`X`$. There is a monomorphism of differential algebras $`𝒪^{}(X)𝒪^{}𝒜_Y`$. Let $`𝔗^{}𝒜_Y`$ denote the sheaf of germs of graded exterior forms on $`X`$. Then $`𝒪^{}𝒜_Y=\mathrm{\Gamma }(𝔗^{}𝒜_Y)`$.

If the basis elements $`c^a`$ of the graded manifold $`(X,𝒜_Y)`$ are treated as ghosts of ghost number 1, graded exterior forms $`\varphi 𝒪^{}𝒜_Y`$ can also be provided with a ghost number by the rule

$`\mathrm{gh}(dc^a)=1,\mathrm{gh}(dx^\lambda )=0.`$
Then the Grassmann parity $`[\varphi ]`$ is equal to gh$`(\varphi )\mathrm{mod2}`$. Ona also introduces the total ghost number gh$`(\varphi )+|\varphi |`$.

## 4 Jets of ghosts

As was mentioned above, the antibracket and the BRST opreator in the field-antifield BRST theory of  are expressed in terms of jets of ghosts. For example, the BRST transformation of gauge potentials $`a_\lambda ^m`$ in the Yang–Mills theory reads

$`𝐬a_\lambda ^r=C_\lambda ^r+c_{pq}^ra_\lambda ^pC^q,`$
where $`C_\lambda ^r`$ are jets of ghosts $`C^r`$ introduced usually in a heuristic way. We will describe jets of odd fields as elements of a particular simple graded manifold.

Let $`YX`$ be the characteristic vector bundle of a simple graded manifold $`(X,𝒜_Y)`$. The $`r`$-order jet manifold $`J^rY`$ of $`Y`$ is also a vector bundle over $`X`$. Let us consider the simple graded manifold $`(X,𝒜_{J^rY})`$ with the characteristic vector bundle $`J^rYX`$. Its local basis is $`\{x^\lambda ,c_\mathrm{\Lambda }^a\}`$, $`0|\mathrm{\Lambda }|r`$, together with the transition functions

$$c_{\lambda +\mathrm{\Lambda }}^a=d_\lambda (\rho _j^ac_\mathrm{\Lambda }^j),$$
(23)
where

$`d_\lambda =_\lambda +{\displaystyle \underset{|\mathrm{\Lambda }|<r}{}}c_{\lambda +\mathrm{\Lambda }}^a{\displaystyle \frac{}{c_\mathrm{\Lambda }^a}}`$
denotes the graded total derivative. In view of the transition functions (23), one can think of $`(X,𝒜_{J^rY})`$ as being a graded $`r`$-order jet manifold of the graded manifold $`(X,𝒜_Y)`$. It should be emphasized that this notion differs from that of a graded jet manifold of a graded fibre bundle .

Let $`𝒪^{}𝒜_{J^rY}`$ be the differential algebra of graded exterior forms on the simple graded manifold $`(X,𝒜_{J^rY})`$. Being a linear bundle morphism of vector bundles over $`X`$, the affine bundle $`\pi _{r1}^r:J^rYJ^{r1}Y`$ yields the corresponding morphism of simple graded manifolds $`(X,𝒜_{J^rY})(X,𝒜_{J^{r1}Y})`$  and the pull-back monomorphism of differential algebras $`𝒪^{}𝒜_{J^{r1}Y}𝒪^{}𝒜_{J^rY}`$. With the inverse system of jet manifolds (1), we have the direct system of differential algebras

$`𝒪^{}𝒜_Y𝒪^{}𝒜_{J^1Y}\mathrm{}𝒪^{}𝒜_{J^rY}\stackrel{\pi _r^{r+1}}{}\mathrm{}.`$
Its direct limit $`𝒪_{\mathrm{}}^{}𝒜_Y`$ consists of graded exterior forms on graded jet manifolds $`(X,𝒜_{J^rY})`$, $`0r`$, modulo the pull-back identification. It is a locally free $`C^{\mathrm{}}(X)`$-algebra generated by the elements

$`(1,dx^\lambda ,c_\mathrm{\Lambda }^a,\theta _\mathrm{\Lambda }^a=dc_\mathrm{\Lambda }^ac_{\lambda +\mathrm{\Lambda }}^adx^\lambda ),0|\mathrm{\Lambda }|.`$
We have the corresponding decomposition of $`𝒪_{\mathrm{}}^{}𝒜_Y`$ into $`𝒪_{\mathrm{}}^0𝒜_Y`$-modules $`𝒪_{\mathrm{}}^{k,s}𝒜_Y`$ of $`k`$-contact and $`s`$-horizontal graded forms. Accordingly, the graded exterior differential $`d`$ on the algebra $`𝒪_{\mathrm{}}^{}𝒜_Y`$ is split into the sum $`d=d_H+d_V`$ of the graded horizontal differential

$`d_H(\varphi )=dx^\lambda d_\lambda (\varphi ),\varphi 𝒪^{}𝒜_{\mathrm{}},`$
and the graded vertical differential $`d_V`$.

If the basis elements $`c^a`$ of the graded manifold $`(X,𝒜_Y)`$ are treated as ghosts of ghost number 1, jets of ghosts $`c_\mathrm{\Lambda }^a`$ and the graded exterior forms $`dc_\mathrm{\Lambda }^a`$ are also provided with ghost number 1.

## 5 Even fields and antifields

In order to describe odd and even elements of the physical basis of BRST theory on the same footing, let us generalize the notion of a graded manifold to graded commutative algebras generated both by odd and even elements .

Let $`Y=Y_0Y_1`$ be the Whitney sum of vector bundles $`Y_0X`$ and $`Y_1X`$. We treat it as a bundle of graded vector spaces with the typical fibre $`V=V_0V_1`$. Let us consider the quotient of the tensor bundle

$`Y^{}=\underset{k=0}{\overset{\mathrm{}}{}}(\underset{X}{\overset{k}{}}Y^{})`$
by the elements

$`y_0y_0^{}y_0^{}y_0,y_1y_1^{}+y_1^{}y_1,y_0y_1y_1y_0`$
for all $`y_0,y_0^{}Y_{0x}^{}`$, $`y_1,y_1^{}Y_{1x}^{}`$, and $`xX`$. This is an infinite-dimensional vector bundle which we will denote by $`Y^{}`$. Global sections of $`Y^{}`$ constitute a graded commutative algebra $`𝒜_Y(X)`$ which is the product over $`C^{\mathrm{}}(X)`$ of the commutative algebra $`𝒜_0(X)`$ of global sections of the symmetric bundle $`Y_0^{}X`$ and the graded algebra $`𝒜_1(X)`$ of global sections of the exterior bundle $`Y_1^{}X`$.

Let $`𝒜_Y`$, $`𝒜_0`$ and $`𝒜_1`$ be the sheaves of germs of sections of the vector bundles $`Y^{}`$, $`Y_0^{}`$ and $`Y_1^{}`$, respectively. For instance, the pair $`(X,𝒜_1)`$ is a familiar simple graded manifold. For the sake of brevity, we therefore agree to call $`(X,𝒜_Y)`$ the graded commutative manifold with the characteristic vector bundle $`Y`$. Given a coordinate chart $`(x^\lambda ,y_0^i,y_1^a)`$ of $`Y`$, the local basis for $`(X,𝒜_Y)`$ is $`(x^\lambda ,c_0^i,c_1^a)`$, where $`\{c_0^i\}`$ and $`\{c_1^a\}`$ are the fibre bases for the vector bundles $`Y_0^{}`$ and $`Y_1^{}`$, respectively. Then a straightforward repetition of all the above constructions for a simple graded manifold provides us with the differential algebra $`𝒪^{}𝒜_{\mathrm{}}`$ of graded commutative exterior forms on $`X`$. This is a $`C^{\mathrm{}}(X)`$-algebra generated locally by the elements $`(1,c_{0\mathrm{\Lambda }}^i,c_{1\mathrm{\Lambda }}^a,dx^\lambda ,\theta _{0\mathrm{\Lambda }}^i,\theta _{1\mathrm{\Lambda }}^a)`$, $`0|\mathrm{\Lambda }|`$. Its $`C^{\mathrm{}}(X)`$-subalgebra $`𝒪^{}𝒜_1\mathrm{}`$, generated locally by the elements $`(1,c_{1\mathrm{\Lambda }}^i,dx^\lambda ,\theta _{1\mathrm{\Lambda }}^i)`$, is exactly the differential algebra $`𝒪_{\mathrm{}}^{}𝒜_{Y_1}`$ on the simple graded manifold $`(X,𝒜_1)`$. The $`C^{\mathrm{}}(X)`$-subalgebra $`𝒪^{}𝒜_0\mathrm{}`$ of $`𝒪^{}𝒜_{\mathrm{}}`$, generated locally by the elements $`(1,c_{0\mathrm{\Lambda }}^i,dx^\lambda ,\theta _{0\mathrm{\Lambda }}^i)`$, $`0|\mathrm{\Lambda }|`$, is isomorphic to the polynomial subalgebra of the differential algebra $`𝒪_{\mathrm{}}^{}`$ of exterior forms on the infinite order jet manifold $`J^{\mathrm{}}Y_0`$ of the vector bundle $`Y_0X`$. This isomorphism is performed by the formal assignment $`y_{0\mathrm{\Lambda }}^ic_{0\mathrm{\Lambda }}^i`$ which is preserved by the transition functions (2) and (23).

In the field-antifield BRST theory, the basis elements $`c_{0\mathrm{\Lambda }}^i`$ of the algebra $`𝒪^{}𝒜_{\mathrm{}}`$ can characterize even elements of the physical basis and their jets, while $`c_{1\mathrm{\Lambda }}^a`$ describe odd elements of the physical basis and their jets.

It should be emphasized that, in the jet formulation of the field-antifield BRST theory, antifields can be introduced on the same footing as physical fields and ghosts. Let us denote physical fields and ghosts by the collective symbol $`\mathrm{\Phi }^A`$. Let $`E`$ be the characteristic vector bundle of the graded commutative manifold generated by $`\mathrm{\Phi }^A`$. Treated as source coefficients of BRST transformations, antifields $`\mathrm{\Phi }_A^{}`$ are represented by elements of the graded commutative manifold whose structure vector bundle is $`\stackrel{n}{}T^{}XE^{}`$ (cf. the geometric treatment of antifields in functional BRST formalism ).

In particular, gauge potentials in the Yang–Mills theory are represented by sections of the affine bundle $`J^1P/GX`$ modelled on the vector bundle $`TXV_G^{}P`$. Their antifields are the basis elements of the vector bundle $`\stackrel{n}{}T^{}XT^{}XV_GP`$. Accordingly, the antifields of ghosts in the Yang–Mills theory are the basis elements of the vector bundle $`\stackrel{n}{}T^{}XV_G^{}P`$.

## 6 The variational complex in BRST theory

The differential algebra $`𝒪^{}𝒜_{\mathrm{}}`$ gives everything that one needs for a global formulation of the Lagrangian field-antifield BRST theory in jet terms. In particular, let us consider the short variational complex

$$0R𝒪^0𝒜_{\mathrm{}}\stackrel{d_H}{}𝒪^{0,1}𝒜_{\mathrm{}}\stackrel{d_H}{}\mathrm{}\stackrel{d_H}{}𝒪^{0,n}𝒜_{\mathrm{}}\stackrel{\delta }{}\mathrm{Im}\delta 0,$$
(24)
where $`\delta `$ is given by the expression

$`\delta (L)=(1)^{|\mathrm{\Lambda }|}\theta ^ad_\mathrm{\Lambda }(_a^\mathrm{\Lambda }L),L𝒪^{0,n}𝒜_{\mathrm{}},`$
with respect to a physical basis $`\{\zeta ^a\}`$. The variational complex (24) provides the algebraic approach to the antibracket technique, where one can think of elements of $`𝒪^{0,n}𝒜_{\mathrm{}}`$ as being Lagrangians of fields, ghosts and antifields.

To obtain cohomology of the variational complex (24), one can follow exactly the procedure in Section 2. Let us consider the sheaf $`𝔗^{}𝒜_{\mathrm{}}`$ of germs of graded commutative exterior forms $`\varphi 𝒪^{}𝒜_{\mathrm{}}`$ and the differential algebra $`\mathrm{\Gamma }(𝔗^{}𝒜_{\mathrm{}})`$ of global sections of this sheaf. We have the short variational complex of sheaves

$$0R𝔗^0𝒜_{\mathrm{}}\stackrel{d_H}{}𝔗^{0,1}𝒜_{\mathrm{}}\stackrel{d_H}{}\mathrm{}\stackrel{d_H}{}𝔗^{0,n}𝒜_{\mathrm{}}\stackrel{\delta }{}\mathrm{Im}\delta 0.$$
(25)
There is the following variant of the algebraic Poincaré lemma .

Lemma 5. The complex (25) is exact.

Since $`𝔗^{0,}𝒜_{\mathrm{}}`$ are sheaves of $`C^{\mathrm{}}(X)`$-modules, they are fine and acyclic. Without studying the acyclicity of the sheaf $`\mathrm{Im}\delta `$, we can apply a minor modification of the abstract de Rham theorem  to the complex (25), and obtain the following.

Proposition 6. Cohomology of the complex

$$0R\mathrm{\Gamma }(𝔗^0𝒜_{\mathrm{}})\stackrel{d_H}{}\mathrm{\Gamma }(𝔗^{0,1}𝒜_{\mathrm{}})\stackrel{d_H}{}\mathrm{}\stackrel{d_H}{}\mathrm{\Gamma }(𝔗^{0,n}𝒜_{\mathrm{}})\stackrel{\delta }{}\mathrm{Im}\delta 0$$
(26)
is isomorphic to the de Rham cohomology of $`X`$.

This cohomology isomorphism is performed by a monomorphism of the de Rham complex of exterior forms on $`X`$ to the complex (26); that leads to the following.

Corollary 7. Every $`d_H`$-closed form $`\varphi \mathrm{\Gamma }(𝔗^{0,m<n}𝒜_{\mathrm{}})`$ is split into the sum

$$\varphi =\phi +d_H\xi ,\xi \mathrm{\Gamma }(𝔗^{0,m1}𝒜_{\mathrm{}}),$$
(27)
where $`\phi `$ is a closed $`m`$-form on $`X`$. Every $`\delta `$-closed form $`\varphi \mathrm{\Gamma }(𝔗^{0,n}𝒜_{\mathrm{}})`$ is split into the sum

$$\varphi =\phi +d_H\xi ,\xi \mathrm{\Gamma }(𝔗^{0,n1}𝒜_{\mathrm{}}),$$
(28)
where $`\phi `$ is a non-exact $`n`$-form on $`X`$.

Turn now to the short variational complex (24). Its cohomology is equal to that of the complex (26). The proof of this fact is a repetition of that of Proposition 2 where exterior forms on $`J^{\mathrm{}}Y`$ are replaced with graded commutative forms on $`X`$ and, accordingly, Lemma 6 and Corollary 6 are quoted. It follows that a graded commutative form exterior $`\xi `$ in the expressions (27) and (28) belongs to the algebra $`𝒪^{}𝒜_{\mathrm{}}`$ whenever $`\varphi `$ does.

We also mention the important case of a BRST theory where Lagrangians are independent on coordinates $`x^\lambda `$. Let us consider the subsheaf $`\overline{𝔗}^{}𝒜_{\mathrm{}}`$ of the sheaf $`𝔗^{}𝒜_{\mathrm{}}`$ which consists of germs of $`x`$-independent graded commutative exterior forms. Then we have the subcomplex

$$0R\overline{𝔗}^0𝒜_{\mathrm{}}\stackrel{d_H}{}\overline{𝔗}^{0,1}𝒜_{\mathrm{}}\stackrel{d_H}{}\mathrm{}\stackrel{d_H}{}\overline{𝔗}^{0,n}𝒜_{\mathrm{}}\stackrel{\delta }{}\mathrm{Im}\delta 0$$
(29)
of the complex (25) and the corresponding subcomplex

$$0R\mathrm{\Gamma }(\overline{𝔗}^0𝒜_{\mathrm{}})\stackrel{d_H}{}\mathrm{\Gamma }(\overline{𝔗}^{0,1}𝒜_{\mathrm{}})\stackrel{d_H}{}\mathrm{}\stackrel{d_H}{}\mathrm{\Gamma }(\overline{𝔗}^{0,n}𝒜_{\mathrm{}})\stackrel{\delta }{}\mathrm{Im}\delta 0$$
(30)
of the complex (26) which consists of $`x`$-independent graded commutative exterior forms. It is readily observed that these forms are of bounded jet order and $`\mathrm{\Gamma }(\overline{𝔗}^{0,}𝒜_{\mathrm{}})𝒪^{0,}𝒜_{\mathrm{}}`$, i.e., the complex (30) is also a subcomplex of the short variational complex (24).

The key point is that the complex of sheaves (29) fails to be exact. The obstruction to its exactness at the term $`\overline{𝔗}_{\mathrm{}}^{0,k}`$ is provided by the germs of $`k`$-forms on $`X`$ with constant coefficients . Let us denote the sheaf of such germs by $`S_X^k`$. We have the short exact sequences of sheaves

$`0\mathrm{Im}d_H\mathrm{Ker}d_HS_X^k0,0<k<n,`$
$`0\mathrm{Im}d_H\mathrm{Ker}\delta S_X^n0`$
and the corresponding sequences of modules of their global sections

$`0\mathrm{\Gamma }(\mathrm{Im}d_H)\mathrm{\Gamma }(\mathrm{Ker}d_H)\mathrm{\Gamma }(S_X^k)0,0<k<n,`$
$`0\mathrm{\Gamma }(\mathrm{Im}d_H)\mathrm{\Gamma }(\mathrm{Ker}\delta )\mathrm{\Gamma }(S_X^n)0,`$
which are exact because $`S_X^{k<n}`$ and $`S_X^n`$ are subsheaves of $`R`$-modules of the sheaves $`\mathrm{Ker}d_H`$ and $`\mathrm{Ker}\delta `$, respectively. Therefore, the $`k`$th cohomology group of the complex (30) is isomorphic to the $`R`$-module $`\mathrm{\Gamma }(S_X^k)`$ of global constant $`k`$-forms, $`0<kn`$, on the manifold $`X`$. Thus, any $`d_H`$-closed graded commutative $`k`$-form, $`0<k<n`$, and any $`\delta `$-closed graded commutative $`n`$-form $`\varphi `$ are split into the sum $`\varphi =\phi +d_H\xi `$ where $`\phi \mathrm{\Gamma }(S_X^k)`$ and $`\xi \mathrm{\Gamma }(𝔗^{0,k1}𝒜_{\mathrm{}})`$.

Thus, we observe that the obstruction to the exactness of the variational complex in the field-antifield BRST theory on an arbitrary manifold $`X`$ lies only in exterior forms on $`X`$. In particular, it follows that the topological ambiguity of a proper solution of the master equation in the Lagrangian BRST theory reduces to exterior forms on $`X`$.