On Parrondo's Games as Generalized by Behrends.

Recently, a number of articles in scientific and popular journals dealt with the fact that there are losing gambling games which can be combined in a suitable stochastic or deterministic way to a winning game - the so-called Parrondo's paradox. Here we investigate a generalization of Parrondo's games introduced by E. Behrends in 2002 which can be analyzed by means of discrete Markov chains. We show that Behrends' requirements for such a chain's transition matrix can be weakened and give some new results concerning the behavior of combinations of these games. [ABSTRACT FROM AUTHOR]