Occurence Probabilities of Stochastic Paths
Statistical Mechanics
2009-10-31 v1
Abstract
An analytical formula for the occurence probability of Markovian stochastic paths with repeatedly visited and/or equal departure rates is derived. This formula is essential for an efficient investigation of the trajectories belonging to random walk models and for a numerical evaluation of the `contracted path integral solution' of the discrete master equation [Phys. Lett. A 195, 128 (1994)].
Cite
@article{arxiv.cond-mat/9805324,
title = {Occurence Probabilities of Stochastic Paths},
author = {Dirk Helbing and Rolf Molini},
journal= {arXiv preprint arXiv:cond-mat/9805324},
year = {2009}
}
Comments
For related work see http://www.theo2.physik.uni-stuttgart.de/helbing.html