Aspects of stochastic control and switching: from Parrondo’s games to electrical circuits.

Abstract

The first half of this thesis deals with the line of thought that leads to the development of discrete games of chance as models in statistical physics, with an emphasis on analysis of Parrondo’s games. The second half of the thesis is concerned with applying discrete games of chance to the modelling of other phenomena in the discipline of electrical engineering. The important features being the element of switching that is implicit in discrete games of chance and the element of uncertainty, introduced by the random aspect of discrete games of chance.