Supersymmetric time-continuous discrete random walks
摘要
We apply the supersymmetric procedure to one-step random walks in one dimension at the level of the usual master equation, extending a study initiated by H.R. Jauslin [Phys. Rev. A {\bf 41}, 3407 (1990)]. A discussion of the supersymmetric technique for this discrete case is presented by introducing a formal second-order discrete master derivative and its ``square root", and we solve completely, and in matrix form, the cases of homogeneous random walks (constant jumping rates). A simple generalization of Jauslin's results to two uncorrelated axes is also provided. There may be many applications, especially to bistable and multistable one-step processes.
引用
@article{arxiv.hep-th/9411026,
title = {Supersymmetric time-continuous discrete random walks},
author = {Haret C. Rosu and Marco Reyes},
journal= {arXiv preprint arXiv:hep-th/9411026},
year = {2009}
}
备注
replaced with published version, 2 figures available from HCR, no essential changes, 11 pages of LaTex