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1

ICBM, University Oldenburg, 26111 Oldenburg, Germany

2

Institut für Physik, Universität Potsdam, 14415 Potsdam, Germany and

3

Ochadai Academic Production, Ochanomizu University, Tokyo 112-8610, Japan

We perform a quantitative analysis of extensive chess databases and show that the frequencies of

opening moves are distributed according to a power-law with an exponent that increases linearly

with the game depth, whereas the pooled distribution of all opening weights follows Zipf’s law with

universal exponent. We propose a simple stochastic process that is able to capture the observed

arXiv:0704.2711v2 [physics.soc-ph] 18 Nov 2009

playing statistics and show that the Zipf law arises from the self-similar nature of the game tree of

chess. Thus, in the case of hierarchical fragmentation the scaling is truly universal and independent

of a particular generating mechanism. Our findings are of relevance in general processes with

composite decisions.

Decision making refers to situations where individuals sequence as a directed path starting from the initial node.

have to select a course of action among multiple alter- We will differentiate between two game situations if they

natives [1]. Such processes are ubiquitous, ranging from are reached by different move sequences. This way the

one’s personal life to business, management and politics graph becomes a game tree, and each node σ is uniquely

and take a large part in shaping our life and society. assoiciated with an opening sequence.

Decision making is an immensely complex process and, Using a chess-database [6] we can measure the popular-

given the number of factors that influence each choice, a ity nσ or weight of every opening sequence as the number

quantitative understanding in terms of statistical laws re- of occurences in the database. We find that the weighted

mains a difficult and often elusive goal. Investigations are game-tree of chess is self-similar and the frequencies S(n)

complicated by the shortage of reliable data sets, since of weights follow a Zipf-Law [7]

information about human behavior is often difficult to

be quantified and not easily available in large numbers, S(n) ∼ n−α (1)

whereas decision processes typically involve a huge space

with universal exponent α = 2. Note, the precise scal-

of possible courses of action. Board games, such as chess,

ing in the histogram of weight frequencies S(n) and in

provide a well-documented case where the players in turn

the cumulative distribution C(n) over the entire ob-

select their next move among a set of possible game con-

servable range (Fig. 2A). Similar power-law distribu-

tinuations that are determined by the rules of the game.

tions with universal exponent have been identified in a

Human fascination with the game of chess is long- large number of natural, economic and social systems

standing and pervasive [2], not least due to the sheer in- [7, 8, 9, 10, 11, 12, 13, 14, 15] - a fact which has come

finite richness of the game. The total number of different to be known as Zipf- or Pareto law [7, 8]. If we count

games that can be played, i.e., the game tree complex- only the frequencies Sd (n) of opening weights nσ after

ity of chess, has roughly been estimated as the average the first d moves we still find broad distributions consis-

number of legal moves in a chess position to the power of tent with power-law behavior Sd (n) ∼ n−αd (Fig. 2B).

the length of a typical game, yielding the Shannon num- The exponents αd are not universal, however, but in-

ber 3080 ≈ 10120 [3]. Obviously only a small fraction of crease linearly with d (Fig. 2B, inset). The results are

all possible games can be realized in actual play. But robust: similar power-laws could be observed in different

even during the first moves of a game, when the game databases and other board games, regardless of the con-

complexity is still manageable, not all possibilities are sidered game depth, constraints on player levels or the

explored equally often. While the history of successful decade when the games were played. Stretching over six

initial moves has been classified in opening theory [4], orders of magnitude, the here reported distributions are

about the mechanisms underlying the formation of fash- one of the most precise examples for power-laws known

ionable openings not much is known [5]. With the recent today in social data sets.

appearance of extensive databases playing habits have As seen in (Fig.1) for each node σ the weights of its

become accessible to quantitative analysis, making chess subtrees define a partition of the integers (1 . . . nσ ). The

an ideal platform for analyzing human decision processes. assumption of self-similarity implies a statistical equiv-

The set of all possible games can be represented by alence of the branching in the nodes of the tree. We

a directed graph whose nodes are game situations and can thus define the branching ratio distribution over the

whose edges correspond to legal moves from each posi- real interval r ∈ [0, 1] by the probability Q(r|n) that a

tion (Fig. 1). Every opening is represented by its move random pick from the numbers 1 . . . n is in a subset of

2

A

8

10 6

6 10

10 10

4

frequency S(n)

4 C(n)

10 10

2

2 0

10 10 0 2 4

n 6

10 10 10 10

0

10 histogram

-2 logbin

10 Zipf-distribution

-4

Figure 1: A) Schematic representation of the weighted game 10

-6

tree of chess based on the ScidBase [6] for the first three half 10 0 1 2 3 4 6

5

moves. Each node indicates a state of the game. Possible 10 10 10 10 10 10 10

game continuations are shown as solid lines together with the B

6

branching ratios rd . Dotted lines symbolize other game con- 10 4

tinuations, which are not shown. B) Alternative represen- 4 3

10

frequency Sd(n)

tation emphasizing the successive segmentation of the set of α2

games, here indicated for games following a 1.d4 opening until 2 1

10 0

the fourth half move d = 4. Each node σ is represented by a 0 1 10 20 30 40

box of a size proportional to its frequency nσ . In the subse- 10 d

quent half move these games split into subsets (indicated ver- -2 d=4 logbin

d=16 logbin

Highlighted in (A) and (B) is a popular opening sequence -4

10 d=22 logbin

10 10 10 10 10 10 10

popularity n

size smaller or equal to rn. Taking n to infinity Q(r|n)

may have a continuous limit Q(r) for which we find the Figure 2: A) Histogram of weight frequencies S(n) of open-

ings up to d = 40 in the Scid database (brown dots) and

probability density function (pdf) q(r) = Q′ (r). If the

with logarithmic binning (blue). A straight line fit (not

limit distribution q(r) of branching ratios exists it carries shown) yields an exponent of α = 2.05 with a goodness

the fingerprint of the generating process. For instance, of fit R2 > 0.9992. For comparison, the Zipf-distribution

the continuum limit of the branching ratio distribution Eq. (8) with µ = 1 is indicated as a solid line. Inset: num-

for a Yule-Simon preferential growth process [13] in each

PN

ber C(n) = m=n+1 S(m) of openings with a popularity

node of the tree would be q(r) ∼ rβ , where β < 0 is a m > n. C(n) follows a power-law with exponent α = 1.04

model specific parameter. On the other hand, in a k- (R2 = 0.994). B) Number Sd (n) of openings of depth d with

ary tree where each game continuation has a uniformly a given popularity n for d = 16 (brown dots) and histograms

with logarithmic binning for d = 4 (blue), d = 16 (red) and

distributed random a-priori probability the continuum

d = 22 (black). Solid lines are regression lines to the loga-

limit corresponds to a random stick breaking process in rithmically binned data (R2 > 0.99 for d < 35). Inset: slope

each node, yielding q(r) ∼ (1 − r)k−2 . For the weighted αd of the regression line as a function of d (red dots) and the

game tree of chess q(r) can directly be measured from the analytical estimation Eq. (6) using N = 1.4 · 106 and β = 0

database (Fig. 3A). We find that q(r) is remarkably con- (black solid line).

stant over most of the interval but diverges with exponent

0.5 as r → 1, and is very well fitted by the parameterless

arcsine-distribution random game from the database of N games (e.g., dark

shading in Fig. 1). The weights nd = nσd describe a

2

q(r) = √ . (2) multiplicative random process

π 1 − r2

d

The form of the branching ratio distribution suggests

Y

nd = N ri , n0 = N (3)

that in the case of chess there is no preferential growth i=1

process involved, but something entirely different which

must be rooted in the decision process during the opening where the branching ratios rd = nd /nd−1 for sufficiently

moves of a chess game [5]. large nd are distributed according to q(r) independent

In the following we show that the asymptotic Zipf-Law of d. For lower values of nd the continuous branching

in the weight frequencies arises independently from the ratio distribution is no longer a valid approximation and

specific form of the distribution q(r), and hence, the mi- a node of weight one has at most one subtree, i.e. the

croscopic rules of the underlying branching process. Con- state nd = 1 is absorbing.

sider N realizations of a general self-similar random seg- To calculate the probability density function (pdf)

mentation process of N integers, with paths (σ0 , σ1 , . . . ) pd (n) of the random variable nd after d steps it is con-

in the corresponding weighted tree. In the context of venient to consider the log-transformed variables ν =

chess each realization of this process corresponds to a log(N/n) and ρ = − log r. The corresponding pro-

3

Pd

cess {νd } is a random walk νd = i=1 ρi with non-

A 9

for the class 6

q(r)

q(r) = (1 + β) rβ , 0 ≤ r ≤ 1, (4) 4

3

of power-law distributions, which typically arise in prefer-

2

ential attachment schemes. In this case the jump process

νd is Poissonian and distributed according to a gamma 1

d

distribution πd (ν) = (1+β)

(d−1)! ν

d−1 −(1+β)ν

e . After retrans- 0

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

r

formation to the original variables and noting that from B 6

the probability pd (n) for a single node at distance d to the 10

root to have the weight n one obtains the expected num- 10

4 database d=22

simulation arcsin

ber Sd (n) of these nodes in N realizations of the random simulation uniform

theory uniform

frequency Pd(n)

2

process as Sd (n) = N pd (n)/n, and in particular 10

0

d−1 1−β 10

(1 + β)d

N N

Sd (n) = log . (5) -2

N (d − 1)! n n 10

-4

The functions Sd (n) are strongly skewed and can exhibit 10

-6

1 2 3 4

mic expansion for 1 < n ≪ N shows that they approxi- 10 10 10 10

n

mately follow a scaling law Sd (n) ∼ n−αd with exponent

Figure 3: A) Probability density q(r) of branching ratios r

1

αd = (1 − β) + (d − 1) . (6) sampled from all games in the Scid database with a bin size of

log N ∆r = 0.01 (red bars) and arcsine distribution Eq. (2) (black

solid line). Every edge of the weighted game tree, from nodes

The exponent αd is linearly increasing with the game of size nd−1 to nd , contributes to the bin corresponding to

depth d and with a logarithmic finite size correction r = nd /nd−1 with weight r. We disregarded clusters with

which is in excellent agreement with the chess database nd < 100 so that, in principle, a cluster could contribute to

(Fig. 2B, inset). Power-laws in the stationary distri- any of the bins. We found q(r) to be depth-independent. B)

bution of random segmentation and multiplicative pro- Distribution of opening popularities Sd (n) for d = 22 obtained

cesses have been reported before [9] and can be ob- from the Scid database (black) and from a direct simulation of

the multiplicative process Eq. (2), whith branching ratios q(r)

tained by introducing slight modifications, such as re-

taken from a uniform (red) or arcsine (blue) distribution. Fur-

flecting boundaries, frozen segments, merging or reset ther indicated is the theoretical result Eq. (5) (dashed line).

events [16, 17, 18]. In contrast, the approximate scal- Similar results are obtained for other values of d.

ing of Sd (n) in Eq. (5) is fundamentally different, as our

process does not admit a stationary distribution. The ex-

ponents αd increase due to the finite size of the database. weight frequencies are difficult to obtain analytically.

As shown in Fig. 3B we find excellent agreement be- But using renewal theory [19] the scaling can be shown

tween the weight frequencies Sd (n) in the chess database to hold asymptotically for n ≪ N and a large class

and direct simulations of the multiplicative process, of distributions q(r). For this, note that the random

Eq. (3) using the arcsine distribution Eq. (2). If the variable τ (ν) = max(d : νd < ν) is a renewal process

branching ratios are approximated by a uniform distri- in ν. The expectation E[τ (ν)] is the corresponding re-

bution q(r) = 1 the predicted values of Sd (n) are system- newal

P∞ function related to the distributions of the νd as

atically too small, since a uniform distribution yields a d=1 Prob(νd < ν) = E[τ (ν)]. If the expected value

larger flow into the absorbing state n∗ = 1 than observed µ = E[ρ] = E[− log r] is finite and positive (e.g., for the

in the database. Still, due to the asymtotic behavior distribution (4) µ = 1/(1 + β)), the renewal theorem pro-

of q(r) for r → 0, this approximation yields the correct vides

slope in the log-log plot so that the exponent αd can be d 1

estimated quite well based on Eq. (6) with β = 0. E [τ (ν)] = . lim (7)

dν µ ν→∞

By observing that Sd (n) in Eq. (5) is the d-th term

in a series expansion of an exponential function, we

P∞ 1

Thus, we obtain limν→∞ d=1 πd (ν) = µ and finally

find theP weight distribution in the whole game tree as

S(n) = d Sd (n) to be an exact Zipf-Law. For branch- N

lim S(n) = . (8)

ing ratio distributions q(r) different from Eq. (4) the n

N →0 µn2

4

A B

fraction of openings Q 1 1

W=0.9

database are concentrated in about 23% of the most pop-

fraction of openings Q

0.8 0.8 W=0.8 ular openings), whereas beyond the critical game depth

Gini coefficient G

0.6 0.6

rarely used move sequences are dominating such that

W=0.5

in aggregate they comprise the majority of all games

0.4 0.4

(Fig. 4). Note, that this result arises from the statistics

0.2 0.2

d=25 d=20 d=15 d=10 d=5 of iterated decisions and does not indicate a crossover of

0

0 0.2 0.4 0.6 0.8 1

0

0 5 10 15 20 25 30 playing behavior with increasing game depth.

fraction of games W game depth d

Our study suggests the analysis of board games as a

promising new perspective for statistical physics. The

Figure 4: Inequality [11, 20] of the distribution Sd (n). A)

Proportion W of games that is concentrating in the fraction

enormous amount of information contained in game

Q of the most popular openings, for several levels of the game databases, with its evolution resolved in time and in re-

depth d. B) Q as a function of d for three different values of lation to an evolving network of players, provide a rich

environment to study the formation of fashions and col-

R1

W (solid lines) and Gini-coefficient G = 1 − 2 0 Q(W ) dW as

a function of game depth (dotted line). lective behavior in social systems.

We are indebted to Andriy Bandrivskyy for invaluable

help with the data analysis.

Thus, the multiplicative random process (Eq. 3) with any

well behaving branching ratio distribution q(r) on the

intervall [0, 1] always leads to an asymptotically univer-

sal scaling for n ≪ N (compare also the excellent fit of

Eq. (8) to the chess data in Fig. 2a). In [15] the same [1] H. Simon, Administrative behaviour (Macmillan, New

Zipf-Law scaling was found for the sizes of the directory York, 1947); I. L. Janis, L. Mann, Decision making: A

trees in a computer cluster. The authors propose a grow- Psychological Analysis of Conflict, Choice, and Commit-

ment (Free Press, New York, 1977).

ing mechanism based on linear preferential attachment.

[2] H. J. R. Murray, A History of Chess (Oxford University

Here we have shown that the exponent α = 2 for the Press Reprint, 2002).

weight distribution of subtrees in a self-similar tree is [3] C. E. Shannon, Phil. Mag. 41, 256-275 (1950).

truly universal in the sense that it is the same for a much [4] The Encyclopedia of Chess Openings A-E (Chess Infor-

larger class of generating processes and not restricted to mant, Beograd, Serbia, 4th edition 2001).

preferential attachment or growing. [5] M. Levena, J. Bar-Ilan, Computer Journal 50, 567

There are direct implications of our theory to general (2007).

[6] Here we present results based on ScidBase

composite decision processes, where each action is as- (http://scid.sourceforge.net) with N = 1.4 · 106

sembled from a sequence of d mutually exclusive choices. recoreded games. Each game was uniquely coded by a

What in chess corresponds to an opening sequence, may string (up to d = 40 half moves) and the game strings

be a multivariate strategy or a customized ordering in were sorted alphabetically, so that all games following

other situations. The question how such strategies are the same move sequence up to a given game depth d

distributed is important for management and marketing were grouped together in clusters. Popularities were

[21]. One consequence of our theory is, that in a process obtained by counting the cluster sizes nd .

[7] G. K. Zipf, Human Behaviour and the Principle of Least-

of d composite decisions the distribution Sd (n) ∼ n−αd Effort (Addison-Wesley, Cambridge, 1949).

of decision sequences, or strategies, which occur n times [8] V. Pareto, Cours d’Economie Politique (Droz, Geneva,

shows a transition from low exponents αd ≤ 2, where 1896).

a few strategies are very common, to higher exponents [9] D. Sornette, Critical Phenomena in Natural Sciences

αd > 2, where individual stategies are dominating. This (Springer, Heidelberg, 2nd edition 2003).

is due to the divergence of the first moment in power-laws [10] M. Mitzenmacher, Internet Mathematics 1, 226 (2004).

with exponents smaller than two [11]. From (Eq. 6) the [11] M. E. J. Newman, Contemp. Phys., 46, 323 (2005).

[12] J. Willis, G. Yule, Nature 109, 177 (1922).

critical number dcr of descisions at which this transition [13] H. A. Simon, Biometrika 42, 425 (1955).

occurs depends logarithmically on the sample size N and [14] R. A. K. Cox, et al., J. Cult. Econ. 19, 333 (1995);

on the leading order β of q(r) near zero as S. Redner, Eur. Phys. J. B, 4, 131 (1998); A. L. Barabasi,

R. Albert, Science 286, 509 (1999); R. L. Axtell, Science

dcr = 1 + (1 + β) log N . (9) 293, 1818 (2001); X. Gabaix et al., Nature 423, 267

(2003).

Applied to the chess database with N = 1.4 · 106 we [15] K. Klemm, et al., Phys. Rev. Lett. , 95, 128701 (2005).

[16] H. Kesten, Acta Mathematica 131, 207 (1973); D. Sor-

obtain dcr ≈ 15 (see also Fig. 4 and Fig. 2B inset). This

nette, Phys. Rev. E 57, 4811 (1998); D. Sornette,

separates the database into two very different regimes: in R. Cont, J. Phys. I 7, 431 (1997); S. C. Manrubia,

their initial phase (d < dcr ) the majority of chess games is D. H. Zanette, Phys. Rev. E 59 4945 (1999).

distributed among a small number of fashionable open- [17] P. L. Krapivsky, et al., Phys. Rev. E 61, R993 (2000).

ings (for d = 12, for example, 80% of all games in the [18] J. R. Banavar, et al., Phys. Rev. E 69, 036123 (2004)

5

[19] W. Feller, An introduction to probability theory and its [21] C. Anderson, The Long Tail: why the future of business

applications, Vol. 2 (John Wiley & Sons, 1971) is selling less of more. (Hyperion, 2006).

[20] J. L. Gastwirth, Rev. Econ. Stat. 54, 306 (1972).

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