Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/34149
Title: Parrondo-like behavior in continuous-time random walks with memory
Author: Montero Torralbo, Miquel
Keywords: Processos estocàstics
Soroll
Teoria de jocs
Stochastic processes
Noise
Game theory
Issue Date: 2011
Publisher: American Physical Society
Abstract: 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.
Note: Reproducció del document publicat a: http://dx.doi.org/10.1103/PhysRevE.84.051139
It is part of: Physical Review E, 2011, vol. 84, p. 051139-1-051139-7
Related resource: http://dx.doi.org/10.1103/PhysRevE.84.051139
URI: http://hdl.handle.net/2445/34149
ISSN: 1539-3755
Appears in Collections:Articles publicats en revistes (Física de la Matèria Condensada)

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