Parrondo-like behavior in continuous-time random walks with memory
| Contribuinte(s) |
Universitat de Barcelona |
|---|---|
| Data(s) |
08/03/2013
|
| Resumo |
The continuous-time random walk (CTRW) formalism can be adapted to encompass stochastic processes with memory. In this paper we will show how the random combination of two different unbiased CTRWs can give rise to a process with clear drift, if one of them is a CTRW with memory. If one identifies the other one as noise, the effect can be thought of as a kind of stochastic resonance. The ultimate origin of this phenomenon is the same as that of the Parrondo paradox in game theory. |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
American Physical Society |
| Direitos |
(c) American Physical Society, 2011 info:eu-repo/semantics/openAccess |
| Palavras-Chave | #Processos estocàstics #Soroll #Teoria de jocs #Stochastic processes #Noise #Game theory |
| Tipo |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion |