摘要翻译:
连续时间随机游动(CTRW)的形式可以适用于包含有记忆的随机过程。在本文中,我们将展示两个不同的无偏CTRW的随机组合如何提高具有清晰漂移的进程,如果其中一个是具有内存的CTRW。如果一个识别另一个是噪声,这种效应可以被认为是一种随机共振。这一现象的最终根源与博弈论中的帕隆多悖论相同
---
英文标题:
《Parrondo-like behavior in continuous-time random walks with memory》
---
作者:
Miquel Montero
---
最新提交年份:
2011
---
分类信息:
一级分类:Physics 物理学
二级分类:Mathematical Physics 数学物理
分类描述:Articles in this category focus on areas of research that illustrate the application of mathematics to problems in physics, develop mathematical methods for such applications, or provide mathematically rigorous formulations of existing physical theories. Submissions to math-ph should be of interest to both physically oriented mathematicians and mathematically oriented physicists; submissions which are primarily of interest to theoretical physicists or to mathematicians should probably be directed to the respective physics/math categories
这一类别的文章集中在说明数学在物理问题中的应用的研究领域,为这类应用开发数学方法,或提供现有物理理论的数学严格公式。提交的数学-PH应该对物理方向的数学家和数学方向的物理学家都感兴趣;主要对理论物理学家或数学家感兴趣的投稿可能应该指向各自的物理/数学类别
--
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
--
一级分类:Mathematics 数学
二级分类:Mathematical Physics 数学物理
分类描述:math.MP is an alias for math-ph. Articles in this category focus on areas of research that illustrate the application of mathematics to problems in physics, develop mathematical methods for such applications, or provide mathematically rigorous formulations of existing physical theories. Submissions to math-ph should be of interest to both physically oriented mathematicians and mathematically oriented physicists; submissions which are primarily of interest to theoretical physicists or to mathematicians should probably be directed to the respective physics/math categories
math.mp是math-ph的别名。这一类别的文章集中在说明数学在物理问题中的应用的研究领域,为这类应用开发数学方法,或提供现有物理理论的数学严格公式。提交的数学-PH应该对物理方向的数学家和数学方向的物理学家都感兴趣;主要对理论物理学家或数学家感兴趣的投稿可能应该指向各自的物理/数学类别
--
一级分类:Quantitative Finance 数量金融学
二级分类:Statistical Finance 统计金融
分类描述:Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
--
---
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
---
PDF链接:
https://arxiv.org/pdf/1107.2346