But we do not. We do not get any regular kind of “multiplier” effect out of this. The probabilities of attack by the two sides do not interact to yield a higher probability, except when they yield certainty. That is, the outcome of this game, starting with finite probabilities of “irrational” attack on both sides, is not an enlargement of those probabilities by the fear of surprise attack; it is either joint attack or no attack. That is, it is a pair of decisions, not a pair of probabilities about behavior.

XREF: Counterintuitive game-theoretic result linking to deterrence theory and nuclear brinkmanship literature. Builds on: "Mutual suspicion can compound small incentives into preemptive attack."

Thomas C. Schelling, The Strategy of Conflict, loc. 472