201 research outputs found
Time-Dependent Random Walks and the Theory of Complex Adaptive Systems
Motivated by novel results in the theory of complex adaptive systems, we
analyze the dynamics of random walks in which the jumping probabilities are
{\it time-dependent}. We determine the survival probability in the presence of
an absorbing boundary. For an unbiased walk the survival probability is
maximized in the case of large temporal oscillations in the jumping
probabilities. On the other hand, a random walker who is drifted towards the
absorbing boundary performs best with a constant jumping probability. We use
the results to reveal the underlying dynamics responsible for the phenomenon of
self-segregation and clustering observed in the evolutionary minority game.Comment: 5 pages, 2 figure
- …