具有记忆的连续时间随机游动的Parrondo行为
Parrondo-like behavior in continuous-time random walks with memory
摘要:
连续时间随机游走(CTRW)形式主义可以适用于包含随机过程的记忆。在这篇文章中,我们将展示如何随机组合的两个不同的无偏CTRW可以提高一个过程中明确的漂移,如果其中之一是一个CTRW与记忆。如果其中一个将另一个识别为噪声,则该效应可以被认为是一种随机共振。这一现象的根源与博弈论中的Parrondo悖论是一致的
英文摘要:
The Continuous-Time Random Walk (CTRW) formalism can be adapted to encompass stochastic processes with memory. In this article we will show how the random combination of two different unbiased CTRWs can give raise 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 as a kind of stochastic resonance. The ultimate origin of this phenomenon is the same of the Parrondo's paradox in game theory
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