Related papers: Statistics of trajectories in two-state master equ…
In principle, the generalized master equation can be used to efficiently compute the macroscopic first passage time (FPT) distribution of a complex stochastic system from short-term microscopic simulation data. However, computing its…
The established technique of eliminating upper or lower parameters in a general hypergeometric series is profitably exploited to create pathways among confluent hypergeometric functions, binomial functions, Bessel functions, and exponential…
This paper introduces the use of statistical distributions based on transport differential equations for clear distinction of transport modes within transient kinetic experiments. More specifically,novel techniques are developed for the…
We present a method to sample Markov-chain trajectories constrained to both the initial and final conditions, which we term Markov bridges. The trajectories are conditioned to end in a specific state at a given time. We derive the master…
We develop a new bidirectional algorithm for estimating Markov chain multi-step transition probabilities: given a Markov chain, we want to estimate the probability of hitting a given target state in $\ell$ steps after starting from a given…
To model a complex system intrinsically separated by a barrier, we use two random Hamiltonians, coupled to each other either by a tunneling matrix element or by an intermediate transition state. We study that model in the universal limit of…
We consider steady-state current activity statistics for the one-dimensional totally asymmetric simple exclusion process (TASEP). With the help of the known operator algebra (for general open boundary conditions), as well as general…
Within the framework of Bohmian mechanics dwell times find a straightforward formulation. The computation of associated probabilities and distributions however needs the explicit knowledge of a relevant sample of trajectories and therefore…
We compare the relation between dispersion and dissipation for two random variables that can be used to characterize the precision of a Brownian clock. The first random variable is the current between states. In this case, a certain…
In our previous publication [Kogan et al, Phys. Rev. {\bf 48}, 9404 (1993)] we considered the issue of statistics of radiation diffusively propagating in a disordered medium. The consideration was in the framework of diagrammatic techniques…
The gap in statistics between multi-variate and time-series analysis can be bridged by using entropy statistics and recent developments in multi-dimensional scaling. For explaining the evolution of the sciences as non-linear dynamics, the…
A time trajectory of an observable that fluctuates between two values (say, on and off), stemming from some unknown multi-substate kinetic scheme, is the output of many single molecule experiments. Here we show that when all successive…
Considered a pair of random lifetimes whose dependence is described by a Time Transformed Exponential model, we provide analytical expressions for the distribution of their sum. These expressions are obtained by using a representation of…
A calculational approach in fluid turbulence is presented. Use is made of the attracting nature of the fluid-dynamic dynamical system. An approach is offered that effectively propagates the statistics in time. Loss of sensitivity to an…
Continuous time random walks combining diffusive and ballistic regimes are introduced to describe a class of L\'evy walks on lattices. By including exponentially-distributed waiting times separating the successive jump events of a walker,…
A proposal for a calculational program in fluid turbulence is presented. It is proposed that the fluid probability density functional has an attractor for its time-evolution, just as the dynamical system itself has. The evolution of the…
A wide range of physical problems can be described by randomly-oriented linear trajectories, including any system of objects, organisms, particles, or rays that follow a linear path. Dependent upon the particular random variables that…
The generalized master equation with two times, introduced in earlier, applies to the problem of diffusion in an time-dependent (in general inhomogeneous) external field. We consider the case of the quasi Fokker-Planck approximation, when…
We examine the effectiveness of assuming an equal probability for states far from equilibrium. For this aim, we propose a method to construct a master equation for extensive variables describing non-stationary nonequilibrium dynamics. The…
We present a closed-form, computable expression for the expected number of times any transition event occurs during the transient phase of a reducible Markov chain. Examples of events include time to absorption, number of visits to a state,…