Expansion of the Master Equation for One-Dimensional Random Walks with Boundary

DOI10.1063/1.1666061zbMATH Open0243.60041OpenAlexW1963871434MaRDI QIDQ5654841FDOQ5654841

Authors: N. G. Van Kampen, Irwin Oppenheim 

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1063/1.1666061

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Sums of independent random variables; random walks (60G50) Incompressible viscous fluids (76D99)

Cites Work

• A POWER SERIES EXPANSION OF THE MASTER EQUATION
• Random Walks with Nonnearest Neighbor Transitions. I. Analytic 1-D Theory for Next-Nearest Neighbor and Exponentially Distributed Steps

Cited In (7)

• Linear one-step processes with artificial boundaries
• A singular perturbation approach to first passage times for Markov jump processes
• First passage time problems for a class of master equations with separable kernels
• Two-dimensional random walk description of fluid flow in the presence of a wall: The origin of stick versus slip boundary conditions in the continuum limit
• Random walk in a discrete and continuous system with a thin membrane
• Intrinsic fluctuations in explosive reactions
• Boundary behavior of diffusion approximations to Markov jump processes

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