Related papers: Efficiency of discrete-time ratchets
The study of Brownian ratchets has taught how time-periodic driving supports a time-periodic steady state that generates nonequilibrium transport. When a single particle is transported in one dimension, it is possible to rationalize the…
Parrondo's coin-tossing games comprise two games, $A$ and $B$. The result of game $A$ is determined by the toss of a fair coin. The result of game $B$ is determined by the toss of a $p_0$-coin if capital is a multiple of $r$, and by the…
Continuous-time empirical dynamic discrete choice games offer notable computational advantages over discrete-time models. This paper addresses remaining computational and econometric challenges to further improve both model solution and…
For some time the discrete strategy improvement algorithm due to Jurdzinski and Voge had been considered as a candidate for solving parity games in polynomial time. However, it has recently been proved by Oliver Friedmann that the strategy…
We study the use of Temporal-Difference learning for estimating the structural parameters in dynamic discrete choice models. Our algorithms are based on the conditional choice probability approach but use functional approximations to…
The flashing Brownian ratchet is a stochastic process that alternates between two regimes, a one-dimensional Brownian motion and a Brownian ratchet, the latter being a one-dimensional diffusion process that drifts towards a minimum of a…
Lanchester's model of combat has certain deficiencies in its standard form arising from the neglect of the influence of random fluctuations. Several approaches to rectify this have been proposed and various results are scattered throughout…
An analytical result and an algorithm are derived for the probability distribution of the one-dimensional cooperative Parrondo's games. We show that winning and the occurrence of the paradox depends on the number of players. Analytical…
In [Schuhmacher, Electron. J. Probab. 10 (2005), 165--201] estimates of the Barbour-Brown distance d_2 between the distribution of a thinned point process and the distribution of a Poisson process were derived by combining discretization…
An algorithm based on backward induction is devised in order to compute the optimal sequence of games to be played in Parrondo games. The algorithm can be used to find the optimal sequence for any finite number of turns or in the steady…
The Parrondo effect describes the seemingly paradoxical situation in which two losing games can, when combined, become winning [Phys. Rev. Lett. 85, 24 (2000)]. Here we generalize this analysis to the case where both games are…
Quantum-resonance ratchets have been realized over the last ten years for the production of directed currents of atoms. These non-dissipative systems are based on the interaction of a Bose-Einstein condensate with an optical standing wave…
Gradient-based techniques are becoming increasingly critical in quantitative fields, notably in statistics and computer science. The utility of these techniques, however, ultimately depends on how efficiently we can evaluate the derivatives…
This work investigates the impact of ensuring local differential privacy in the thresholding bandit problem. We consider both the fixed budget and fixed confidence settings. We propose methods that utilize private responses, obtained…
We propose new numerical schemes for decoupled forward-backward stochastic differential equations (FBSDEs) with jumps, where the stochastic dynamics are driven by a $d$-dimensional Brownian motion and an independent compensated Poisson…
In this paper, we present methods of obtaining single moments of order statistics arising from posibly dependent and non-identically distributed discrete random variables. We derive exact and approximate formulas convenient for numerical…
We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature, such stopping times have been introduced and studied in the…
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…
We study a general model of granular Brownian ratchet consisting of an asymmetric object moving on a line and surrounded by a two-dimensional granular gas, which in turn is coupled to an external random driving force. We discuss the two…
We study the noise induced transport of an overdamped Brownian particle in frictional ratchet systems in the presence of external Gaussian white noise fluctuations. The analytical expressions for current and diffusion coefficient are…