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

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  • Miquel Montero

Abstract

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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  • Miquel Montero, 2011. "Parrondo-like behavior in continuous-time random walks with memory," Papers 1107.2346, arXiv.org, revised Nov 2011.
    • Handle: RePEc:arx:papers:1107.2346
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    File URL: http://arxiv.org/pdf/1107.2346
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    Cited by:

    1. Jaros{l}aw Klamut & Tomasz Gubiec, 2018. "Directed Continuous-Time Random Walk with memory," Papers 1807.01934, arXiv.org.

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