On the Relation between Master Equations and Random Walks and Their Solutions

DOI10.1063/1.1665510zbMath0236.60045OpenAlexW2019796162MaRDI QIDQ5646196

Katja Lakatos-Lindenberg, Kurt E. Shuler, Dick Bedeaux

Publication date: 1971

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.1665510

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (15)

The fractional Fokker-Planck equation on comb-like model ⋮ Detection of invisible and crucial events: from seismic fluctuations to the war against terrorism ⋮ Intermittency and scale-free networks: a dynamical model for human language complexity ⋮ Fractional (space--time) diffusion equation on comb-like model ⋮ Anomalous diffusion originated by two Markovian hopping-trap mechanisms ⋮ Stochastic Perturbation Methods for Spike-Timing-Dependent Plasticity ⋮ Approximating distributions in stochastic learning ⋮ Compression and diffusion: a joint approach to detect complexity. ⋮ Gaussian diffusion interrupted by Lévy walk ⋮ The stretched exponential behavior and its underlying dynamics. The phenomenological approach ⋮ Maximizing information exchange between complex networks ⋮ Random walk in a discrete and continuous system with a thin membrane ⋮ The random walk's guide to anomalous diffusion: A fractional dynamics approach ⋮ Diffusion-limited reactions and mortal random walkers in confined geometries ⋮ The continuous-time resolvent matrix for non-Markovian chains

Cites Work

• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
• Random Walks on Lattices. II

This page was built for publication: On the Relation between Master Equations and Random Walks and Their Solutions