Occurence Probabilities of Stochastic Paths

نویسندگان

  • Dirk Helbing
  • Rolf Molini
چکیده

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)]. Typeset using REVTEX 1

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تاریخ انتشار 1998