Path probabilities of continuous time random walks

DOI10.1088/1742-5468/2014/12/P12005MaRDI QIDQ3301829zbMATH OpenOpenAlexFDO

Authors S. Eule, Rudolf Friedrich

Publication date 11 August 2020

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1742-5468/2014/12/p12005

Mathematics Subject Classification ID

Stochastic methods applied to problems in equilibrium statistical mechanics (82B31) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

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Cites work

• Ergodic theory of chaos and strange attractors
• Extreme value statistics from the real space renormalization group: Brownian motion, Bessel processes and continuous time random walks
• Fractional quantum mechanics and Lévy path integrals
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• scientific article; zbMATH DE number 3796268 (Why is no real title available?)
• On distributions of functionals of anomalous diffusion paths
• Random walks on lattices. II
• The Fokker-Planck equation. Methods of solution and applications.
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
• The<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mi>S</mml:mi></mml:math>Matrix in Quantum Electrodynamics

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(9)

• Path probability of stochastic motion: a functional approach
• Occurrence probabilities of stochastic paths.
• Path distributions on sequence spaces
• Uncoupled continuous-time random walk: finite jump length probability density function
• Modeling of line shapes using continuous time random walk theory
• Probabilities for the passage and time of a random walk in an n-dimensional lattice
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• Repeated bond traversal probabilities for the simple random walk
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