Information Cascades

Bayesian agents observe private signals + public history → herding behavior

Cascade formed:
Correct decisions:
True state:
0.70
30
6
How it works: True state is A or B (equal prior). Each agent gets a private signal: correct with probability p. Agent updates Bayesian posterior given all previous public decisions, then acts on majority. Once a cascade forms, private information is ignored — all subsequent agents copy the herd regardless of their signal. Early mistakes propagate indefinitely, making cascades fragile.