Jarzynski-Type Equalities in Gambling: Role of Information in Capital Growth View Full Text


Ontology type: schema:ScholarlyArticle      Open Access: True


Article Info

DATE

2015-11

AUTHORS

Yuji Hirono, Yoshimasa Hidaka

ABSTRACT

We study the capital growth in gambling with (and without) side information and memory effects. We derive several equalities for gambling, which are of similar form to the Jarzynski equality and its extension to systems with feedback controls. Those relations provide us with new measures to quantify the effects of information on the statistics of capital growth in gambling. We discuss the implications of the equalities and show that they reproduce the known upper bounds of average capital growth rates. More... »

PAGES

721-742

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10955-015-1348-0

DOI

http://dx.doi.org/10.1007/s10955-015-1348-0

DIMENSIONS

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