具有周期性交替跳跃的连续时间随机行走中的类帕隆多行为

IF 1.2 4区工程技术 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Fluctuation and Noise Letters Pub Date : 2023-11-09 DOI:10.1142/s021947752450010x

Jiyeon Lee

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引用次数: 0

摘要

连续时间随机漫步(CTRW)作为离散时间随机漫步的一种自然推广，已在各个领域应用于具有随机动力学的随机模型。在本文中，我们证明了两个无偏CTRW的确定性交替可以导致类似于Parrondo悖论的现象，其中组合CTRW的渐近平均漂移随参数值的变化而变为正或负。这就扩展了蒙特罗(Montero)[物理学家]提出的两个ctrw随机组合所导致的悖论。Rev. E 84(2011) 051139]。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Parrondo-like behavior in continuous-time random walks with periodically alternating jumps

As a natural generalization of the discrete-time random walk, the continuous-time random walk (CTRW) has been applied to stochastic models with random dynamics in various fields. In this paper, we show that the deterministic alternation of two unbiased CTRWs can lead to a phenomenon similar to the Parrondo paradox, in which the asymptotic mean drift of the combined CTRW becomes positive or negative depending on the parameter values. This extends the case in which the paradox occurs due to the random combination of two CTRWs with memory shown by Montero [Phys. Rev. E 84 (2011) 051139].

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来源期刊

Fluctuation and Noise Letters 工程技术-数学跨学科应用

CiteScore

2.90

自引率

22.20%

发文量

审稿时长

>12 weeks

期刊介绍： Fluctuation and Noise Letters (FNL) is unique. It is the only specialist journal for fluctuations and noise, and it covers that topic throughout the whole of science in a completely interdisciplinary way. High standards of refereeing and editorial judgment are guaranteed by the selection of Editors from among the leading scientists of the field. FNL places equal emphasis on both fundamental and applied science and the name "Letters" is to indicate speed of publication, rather than a limitation on the lengths of papers. The journal uses on-line submission and provides for immediate on-line publication of accepted papers. FNL is interested in interdisciplinary articles on random fluctuations, quite generally. For example: noise enhanced phenomena including stochastic resonance; 1/f noise; shot noise; fluctuation-dissipation; cardiovascular dynamics; ion channels; single molecules; neural systems; quantum fluctuations; quantum computation; classical and quantum information; statistical physics; degradation and aging phenomena; percolation systems; fluctuations in social systems; traffic; the stock market; environment and climate; etc.