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An approximation by Parrondo games of the Brownian ratchet

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  • Song, Mi Jung
  • Lee, Jiyeon

Abstract

The Brownian ratchet is a diffusion process that represents the dynamics of a Brownian particle moving toward a minimum of an asymmetric sawtooth potential. It motivated Parrondo’s paradox, in which two losing games can be combined in a certain manner to achieve a winning outcome. Recently it has been found that the Brownian ratchet can be approximated by discrete-time random walks with state-dependent transition probabilities derived from corresponding Parrondo games. We study the discretized Fokker–Planck equation of the Brownian ratchet so that we can determine whether the approximating Parrondo game is fair through tilting of the potential function. A fair Parrondo game corresponds to a periodic untilted potential function whereas a winning or losing Parrondo game induces a tilted potential function. As a result, we provide transition probabilities of a random walk that can be used to approximate a diffusion process with a periodic piecewise constant drift coefficient.

Suggested Citation

  • Song, Mi Jung & Lee, Jiyeon, 2021. "An approximation by Parrondo games of the Brownian ratchet," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 563(C).
    • Handle: RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307718
    DOI: 10.1016/j.physa.2020.125454
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    References listed on IDEAS

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    1. Toral, R. & Amengual, Pau & Mangioni, Sergio, 2003. "Parrondo's games as a discrete ratchet," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 327(1), pages 105-110.
    2. Wang, Lu & Xie, Neng-gang & Zhu, Yong-fei & Ye, Ye & Meng, Rui, 2011. "Parity effect of the initial capital based on Parrondo’s games and the quantum interpretation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4535-4542.
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