Phase transitions in optimal strategies for betting

Kelly's criterion is a betting strategy that maximizes the long term growth rate, but which is known to be risky. Here, we find optimal betting strategies that gives the highest capital growth rate while keeping a certain low value of risky fluctuations. We then analyze the trade-off between the average and the fluctuations of the growth rate, in models of horse races, first for two horses then for an arbitrary number of horses, and for uncorrelated or correlated races. We find an analog of a phase transition with a coexistence between two optimal strategies, where one has risk and the other one does not. The above trade-off is also embodied in a general bound on the average growth rate, similar to thermodynamic uncertainty relations. We also prove mathematically the absence of other phase transitions between Kelly's point and the risk free strategy.Comment: 23 pages, 5 figure

Closed-loop control strategy with improved current for a flashing ratchet

We show how to switch on and off the ratchet potential of a collective Brownian motor, depending only on the position of the particles, in order to attain a current higher than or at least equal to that induced by any periodic flashing. Maximization of instant velocity turns out to be the optimal protocol for one particle but is nevertheless defeated by a periodic switching when a sufficiently large ensemble of particles is considered. The protocol presented in this article, although not the optimal one, yields approximately the same current as the optimal protocol for one particle and as the optimal periodic switching for an infinite number of them.Comment: 4 pages, 4 figure

Review and future trend of energy harvesting methods for portable medical devices

Portability improvement of technological devices have not been followed by energy availability of its batteries. Considering the low power consumption features of a variety of portable devices, the concept of energy harvesting from environmental sources and human body has gained a new relevance. In the search of methods and materials that suit this need, are the energy generated from the piezoelectricity, thermoelectricity and electromagnetism, among others.This paper reviews the advantages, disadvantages and future trend of energy harvesting methods, as well as its mechanisms in portable medical devices with low power consumption. The medical field is a promising sector for the use of these technologies by the need to extend the energy availability for several parameter monitoring as too allow various forms of continuous therapy. Therefore, coupling a energy harvesting system to existing battery in these devices may significantly improve their energy sustainability that at present, is one of its biggest limitations.info:eu-repo/semantics/publishedVersio

Performance evaluation of IB-DFE-based strategies for SC-FDMA systems

The aim of this paper is to propose and evaluate multi-user iterative block decision feedback equalization (IB-DFE) schemes for the uplink of single-carrier frequency-division multiple access (SC-FDMA)-based systems. It is assumed that a set of single antenna users share the same physical channel to transmit its own information to the base station, which is equipped with an antenna array. Two space-frequency multi-user IB-DFE-based processing are considered: iterative successive interference cancellation and parallel interference cancellation. In the first approach, the equalizer vectors are computed by minimizing the mean square error (MSE) of each individual user, at each subcarrier. In the second one, the equalizer matrices are obtained by minimizing the overall MSE of all users at each subcarrier. For both cases, we propose a simple yet accurate analytical approach for obtaining the performance of the discussed receivers. The proposed schemes allow an efficient user separation, with a performance close to the one given by the matched filter bound for severely time-dispersive channels, with only a few iterations

Extracting work optimally with imprecise measurements

Measurement and feedback allows an external agent to extract work from a system in contact with a single thermal bath. The maximum amount of work that can be extracted in a single measurement and the corresponding feedback loop is given by the information acquired via the measurement, a result that manifests the close relation between information theory and stochastic thermodynamics. In this paper we show how to reversibly confine a Brownian particle in an optical tweezer potential and then extract the corresponding increase of the free energy as work. By repeatedly tracking the position of the particle and modifying the potential accordingly, we can extract work optimally even with a high degree of inaccuracy in the measurements.Comment: 13 pages, 6 figures. Published in Entropy (open access