On the Relation Between Master Equations and Random Walks and Their Solutions.
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)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1969
- Accession Number
- AD0717334
Entities
People
- Dick Bedeaux
- Katja Lakatos-lindenberg
- Kurt E. Shuler
Organizations
- University of California, San Diego