Related papers: Efficiency of discrete-time ratchets
We consider a class of discrete time Markov chains with state space [0,1] and the following dynamics. At each time step, first the direction of the next transition is chosen at random with probability depending on the current location. Then…
We present some new analytical expressions for the so-called Parrondo effect, where simple coin-flipping games with negative expected value are combined into a winning game. Parrondo games are state-dependent. By identifying the game state…
In this paper, a new discrete-time approach to model the clutches engagement/disengagement in a two-speed powershift is proposed. The core idea is the development of a model for the computation of the exact torque needed to achieve the…
In this work, following the discrete de Rham (DDR) approach, we develop a discrete counterpart of a two-dimensional de Rham complex with enhanced regularity. The proposed construction supports general polygonal meshes and arbitrary…
We propose a generalization of the stochastic resetting mechanism for a Brownian particle diffusing in a one-dimensional periodic potential: randomly in time, the particle gets reset at the bottom of the potential well it was in. Numerical…
Ratchet effect in a driven underdamped periodic potential system is studied. The presence of a space dependent and periodic friction coefficient, but with a phase difference with the symmetric periodic potential is shown to generate…
We construct games of chance from simpler games of chance. We show that it may happen that the simpler games of chance are fair or unfavourable to a player andyet the new combined game is favourable -- this is a counter-intuitive…
Autonomous active Brownian ratchets rectify active Brownian particle motion solely by means of a spatially modulated but stationary activity, without external forces. We argue that such ratcheting requires at least a two-dimensional…
Randomized iterative methods have gained recent interest in machine learning and signal processing for solving large-scale linear systems. One such example is the randomized Douglas-Rachford (RDR) method, which updates the iterate by…
Parrondo's paradox is ubiquitous in games, ratchets and random walks.The apparent paradox, devised by J.~M.~R.~Parrondo, that two losing games $A$ and $B$ can produce an winning outcome has been adapted in many physical and biological…
We consider a deterministic realization of Parrondo games and use periodic orbit theory to analyze their asymptotic behavior.
In this paper a randomized version of the Beverton-Holt type discrete model is proposed. Its solution stochastic process and the random steady state are determined. Its first probability density function and second probability density…
Recently, D. Williams \cite{williams} gave an explicit example of a random time $\rho $ associated with Brownian motion such that $\rho $ is not a stopping time but $\mathbb{E}M_{\rho}=\mathbb{E}M_{0}$ for every bounded martingale $M$. The…
Multi-armed bandit methods have been used for dynamic experiments particularly in online services. Among the methods, thompson sampling is widely used because it is simple but shows desirable performance. Many thompson sampling methods for…
We develop a martingale approach for studying continuous-time stochastic differential games of control and stopping, in a non-Markovian framework and with the control affecting only the drift term of the state-process. Under appropriate…
We discuss two-dimensional diffusion of a Brownian particle confined to a periodic asymmetric channel with soft walls modeled by a parabolic potential. In the channel, the particle experiences different noise intensities, or temperatures,…
Parrondo's paradox is a well-known counterintuitive phenomenon, where the combination of unfavorable situations can establish favorable ones. In this paper, we study one-dimensional discrete-time quantum walks, manipulating two different…
Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…
Both single-player Parrondo games (SPPG) and multi-player Parrondo games (MPPG) display the Parrondo Effect (PE) wherein two or more individually fair (or Llosing) games yield a net winning outcome if alternated periodically or randomly.…
Sparsity-based methods are widely used in machine learning, statistics, and signal processing. There is now a rich class of structured sparsity approaches that expand the modeling power of the sparsity paradigm and incorporate constraints…