帕伦多的效应与非周期性协议
Marcelo A Pires1, Erveton P Pinto2, Rone N da Silva3
1Eixo de Tecnologia, Universidade Federal de Alagoas-Campus do Sertão, Delmiro Gouveia, Alagoas 57480-000, Brazil.
Chaos (Woodbury, N.Y.)
|December 4, 2024
概括
图-莫尔斯序列有效地创建了一个Parrondo.
科学领域:
- 复杂的系统复杂的系统.
- 混沌理论是一个混乱理论.
- 信息理论是信息理论.
背景情况:
- 帕伦多悖论展示了如何将输球游戏结合起来可以产生胜利的策略.
- 无周期序列为潜在的悖论利用提供了复杂的模式.
研究的目的:
- 调查原型无周期序列 (斐波那契,图埃-莫尔斯,鲁丁-沙皮罗) 在产生帕伦多悖论方面的有效性.
- 分析序列属性的对资本收益和悖论表现的影响.
主要方法:
- 在交换协议中使用斐波纳契,图-莫尔斯和鲁丁-沙皮罗序列.
- 分析资本收益,与输球的交叉相关性,短缺性和持久性.
主要成果:
- 图-莫尔斯序列产生了最有效的帕伦多悖论,超过了其他无周期和基准策略.
- 强烈的反相关性与孤立的输球对强大的悖论表现至关重要.
- 最佳性能需要平衡序列持久性和异质性 (缺陷性).
结论:
- 无周期序列,特别是Thue-Morse,可以成功诱导帕伦多悖论.
- 像持久性和缺陷性这样的序列属性对策略性能具有关键影响.
- 微调序列特征是优化基于Parrondo的策略的关键.
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