Related papers: Exact probability distribution functions for Parro…
In the context of quantum information theory, "quantization" of various mathematical and computational constructions is said to occur upon the replacement, at various points in the construction, of the classical randomization notion of…
Let game B be Toral's cooperative Parrondo game with (one-dimensional) spatial dependence, parameterized by N (3 or more) and p_0,p_1,p_2,p_3 in [0,1], and let game A be the special case p_0=p_1=p_2=p_3=1/2. Let mu_B (resp., mu_(1/2,1/2))…
Balanced knockout tournaments are ubiquitous in sports competitions and are also used in decision-making and elections. The traditional computational question, that asks to compute a draw (optimal draw) that maximizes the winning…
We investigate some natural probability distributions associated with the game of matroid bingo.
In late May of 2014 I received an email from a colleague introducing to me a non-transitive game developed by Walter Penney. This paper explores this probability game from the perspective of a coin tossing game, and further discusses some…
In Parrondo's games, the apparently paradoxical situation occurs where individually losing games combine to win. The basic formulation and definitions of Parrondo's games are described in Harmer et al.. These games have recently gained…
We consider two-player random extensive form games where the payoffs at the leaves are independently drawn uniformly at random from a given feasible set C. We study the asymptotic distribution of the subgame perfect equilibrium outcome for…
We consider a two-color P\'{o}lya urn in the case when a fixed number $S$ of balls is added at each step. Assume it is a large urn that is, the second eigenvalue $m$ of the replacement matrix satisfies $1/2<m/S\leq1$. After $n$ drawings,…
We introduce a new family of Parrondo's games of alternating losing strategies in order to get a winning result. In our version of the games we consider an ensemble of players and use "social" rules in which the probabilities of the games…
There are numerous examples of natural and artificial processes that represent stochastic sequences of events followed by an absolute refractory period during which the occurrence of a subsequent event is impossible. In the simplest case of…
We construct a Parrondo's game using discrete time quantum walks. Two lossing games are represented by two different coin operators. By mixing the two coin operators $U_{A}(\alpha_{A},\beta_{A},\gamma_{A})$ and…
We pursue the possible connections between classical games and quantum computation. The Parrondo game is one in which a random combination of two losing games produces a winning game. We introduce novel realizations of this Parrondo effect…
In quantitative finance, it is often necessary to analyze the distribution of the sum of specific functions of observed values at discrete points of an underlying process. Examples include the probability density function, the hedging…
This article analyzes the behavior of a Brownian fluctuation process under a mixed strategic game setup. A variant of a compound Brownian motion has been newly proposed, which is called the Shifted Brownian Fluctuation Process to predict…
Recent results of Ye and Hansen, Miltersen and Zwick show that policy iteration for one or two player (perfect information) zero-sum stochastic games, restricted to instances with a fixed discount rate, is strongly polynomial. We show that…
This paper studies the last-iterate convergence properties of the exponential weights algorithm with constant learning rates. We consider a repeated interaction in discrete time, where each player uses an exponential weights algorithm…
Consider a rooted Galton-Watson tree $T$, to each of whose edges we assign, independently, a weight that equals $+1$ with probability $p_{1}$, $0$ with probability $p_{0}$ and $-1$ with probability $p_{-1}=1-p_{1}-p_{0}$. We play a game on…
We construct a diffusion approximation of a repeated game in which agents make bets on outcomes of i.i.d. random vectors and their strategies are close to an asymptotically optimal strategy. This model can be interpreted as trading in an…
We study the complexity of solving two-player infinite duration games played on a fixed finite graph, where the control of a node is not predetermined but rather assigned randomly. In classic random-turn games, control of each node is…
The Poisson-binomial distribution is useful in many applied problems in engineering, actuarial science, and data mining. The Poisson-binomial distribution models the distribution of the sum of independent but not identically distributed…