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Path probability density functions for semi-Markovian random walks

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 نشر من قبل Ophir Flomenbom
 تاريخ النشر 2007
  مجال البحث فيزياء
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In random walks, the path representation of the Greens function is an infinite sum over the length of path probability density functions (PDFs). Here we derive and solve, in Laplace space, the recursion relation for the n order path PDF for any arbitrarily inhomogeneous semi-Markovian random walk in a one-dimensional (1D) chain of L states. The recursion relation relates the n order path PDF to L/2 (round towards zero for an odd L) shorter path PDFs, and has n independent coefficients that obey a universal formula. The z transform of the recursion relation straightforwardly gives the generating function for path PDFs, from which we obtain the Greens function of the random walk, and derive an explicit expression for any path PDF of the random walk. These expressions give the most detailed description of arbitrarily inhomogeneous semi-Markovian random walks in 1D.

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