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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/34149
Parrondo-like behavior in continuous-time random walks with memory
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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.
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MONTERO TORRALBO, Miquel. Parrondo-like behavior in continuous-time random walks with memory. Physical Review E. 2011. Vol. 84, num. 051139-1-051139-7. ISSN 1539-3755. [consulted: 13 of June of 2026]. Available at: https://hdl.handle.net/2445/34149