Transition matrix from a random walk
General Physics
2017-08-02 v3
Abstract
Given a random walk a method is presented to produce a matrix of transition probabilities that is consistent with that random walk. The method is a kind of reverse application of the usual ergodicity and is tested by using a transition matrix to produce a path and then using that path to create the estimate. The two matrices and their predictions are then compared. A variety of situations test the method, random matrices, metastable configurations (for which ergodicity often does not apply) and explicit violation of detailed balance.
Cite
@article{arxiv.1605.04282,
title = {Transition matrix from a random walk},
author = {Lawrence S. Schulman},
journal= {arXiv preprint arXiv:1605.04282},
year = {2017}
}
Comments
Expanded from first version (May 4, 2016), with additional examples