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


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  • Miquel Montero


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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Bibliographic Info

Paper provided by in its series Papers with number 1107.2346.

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Date of creation: Jul 2011
Date of revision: Nov 2011
Publication status: Published in Phys. Rev. E 84, 051139 (2011)
Handle: RePEc:arx:papers:1107.2346

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