Occurrence probabilities of stochastic paths.

DOI10.1016/0375-9601(96)00010-2MaRDI QIDQ1967795zbMATH OpenOpenAlexFDO

Authors Dirk Helbing, Rolf Molini

Publication date 7 March 2000

Published in Physics Letters. A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/9805324

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Path integrals in quantum mechanics (81S40)

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)].

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