英文标题：
《Jarzynski-type equalities in gambling: role of information in capital
growth》
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作者：
Yuji Hirono, Yoshimasa Hidaka
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最新提交年份：
2015
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英文摘要：
We study the capital growth in gambling with (and without) side information and memory effects. We derive several equalities for gambling, which are of similar form to the Jarzynski equality and its extension to systems with feedback controls. Those relations provide us with new measures to quantify the effects of information on the statistics of capital growth in gambling. We discuss the implications of the equalities and show that they reproduce the known upper bounds of average capital growth rates.
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中文摘要：
我们研究了有（或没有）副信息和记忆效应的赌博中的资本增长。我们推导了赌博的几个等式，它们的形式与Jarzynski等式及其对反馈控制系统的扩展类似。这些关系为我们提供了量化信息对赌博资本增长统计数据影响的新方法。我们讨论了等式的含义，并表明它们重现了平均资本增长率的已知上限。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类：Physics 物理学
二级分类：Statistical Mechanics 统计力学
分类描述：Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变，热力学，场论，非平衡现象，重整化群和标度，可积模型，湍流
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