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Parrondo-like behavior in continuous-time random walks with memory
Montero Torralbo, Miquel
Universitat de Barcelona
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.
2013-03-08
Processos estocàstics
Soroll
Teoria de jocs
Stochastic processes
Noise
Game theory
(c) American Physical Society, 2011
Article
info:eu-repo/semantics/publishedVersion
American Physical Society
         

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