Parrondo's paradox via redistribution of wealth

被引:11
作者
Ethier, S. N. [1 ]
Lee, Jiyeon [2 ]
机构
[1] Univ Utah, Salt Lake City, UT 84112 USA
[2] Yeungnam Univ, Taegu, South Korea
基金
新加坡国家研究基金会;
关键词
Parrondo's capital-dependent games; Markov chain; stationary distribution; fundamental matrix; strong law of large numbers; central limit theorem; BROWNIAN RATCHETS; GAMES;
D O I
10.1214/EJP.v20-1867
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In Toral's games, at each turn one member of an ensemble of N >= 2 players is selected at random to play. He plays either game A', which involves transferring one unit of capital to a second randomly chosen player, or game B, which is an asymmetric game of chance whose rules depend on the player's current capital, and which is fair or losing. Game A' is fair (with respect to the ensemble's total profit), so the Parrondo effect is said to be present if the random mixture gamma A' + (1 - gamma) B (i.e., play game A' with probability gamma and play game B otherwise) is winning. Toral demonstrated the Parrondo effect for gamma = 1/2 using computer simulation. We prove it, establishing a strong law of large numbers and a central limit theorem for the sequence of profits of the ensemble of players for each gamma is an element of (0, 1). We do the same for the nonrandom pattern of games (A')(r) B-s for all integers r, s >= 1. An unexpected relationship between the random-mixture case and the nonrandom-pattern case occurs in the limit as N -> infinity.
引用
收藏
页码:1 / 21
页数:21
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