Accession Number : AD0717334
Title : On the Relation Between Master Equations and Random Walks and Their Solutions.
Descriptive Note : Technical rept.,
Corporate Author : CALIFORNIA UNIV SAN DIEGO LA JOLLA DEPT OF CHEMISTRY
Personal Author(s) : Bedeaux,Dick ; Lakatos-Lindenberg,Katja ; Shuler,Kurt E.
Report Date : 1969
Pagination or Media Count : 32
Abstract : There exists an extensive literature on master equations and random walks and their solutions. It is shown in the paper that there is a close relation between random walks and master equations and their solutions. One considers random walks in which the walker takes his steps at random times t sub 1, t sub 2,... and where the random variables T sub 1 = t sub 1, T sub 2 = t sub 2 - t sub 1,..., T sub n = t sub n - t sub (n-1) have a common probability density psi(T). A random walk with constant time intervals T sub 1 = T sub 2 = ... exactly - tau between steps is the special case with psi(t) = delta(t - tau). (Author)
Descriptors : (*STOCHASTIC PROCESSES, PROBABILITY DENSITY FUNCTIONS), GREEN'S FUNCTION, INTEGRAL TRANSFORMS, DIFFERENCE EQUATIONS, MATRICES(MATHEMATICS), POWER SERIES, NUMERICAL ANALYSIS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE