Parrondo-like behavior in continuous-time random walks with memory

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dc.contributor.authorMontero Torralbo, Miquel
dc.date.accessioned2013-03-08T09:35:00Z
dc.date.available2013-03-08T09:35:00Z
dc.date.issued2011
dc.date.updated2013-03-08T09:35:00Z
dc.description.abstractThe 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.
dc.format.extent7 p.
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec601133
dc.identifier.issn1539-3755
dc.identifier.urihttps://hdl.handle.net/2445/34149
dc.language.isoeng
dc.publisherAmerican Physical Society
dc.relation.isformatofReproducció del document publicat a: http://dx.doi.org/10.1103/PhysRevE.84.051139
dc.relation.ispartofPhysical Review E, 2011, vol. 84, p. 051139-1-051139-7
dc.relation.urihttp://dx.doi.org/10.1103/PhysRevE.84.051139
dc.rights(c) American Physical Society, 2011
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.sourceArticles publicats en revistes (Física de la Matèria Condensada)
dc.subject.classificationProcessos estocàstics
dc.subject.classificationSoroll
dc.subject.classificationTeoria de jocs
dc.subject.otherStochastic processes
dc.subject.otherNoise
dc.subject.otherGame theory
dc.titleParrondo-like behavior in continuous-time random walks with memory
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion

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