Solving the Chapman-Kolmogorov equation for a jumping process

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 67, Issue 6 1, 2003, Pages

  Kaminska A ^a   Srokowski, T ^a  

^a INSTITUTE OF NUCLEAR PHYSICS   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

ALGEBRA; ASYMPTOTIC STABILITY; INTEGRAL EQUATIONS; MARKOV PROCESSES; MATHEMATICAL MODELS; PROBABILITY DENSITY FUNCTION; PROBABILITY DISTRIBUTIONS;

CHAPMAN-KOLMOGOROV EQUATION; JUMPING PROCESS; KANGAROO PROCESS;

NUCLEAR PHYSICS;

EID: 42749108688     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (25)

1. R.M. Mazo, J. Chem. Phys. 54, 3712 (1971).
2. T.S. Chow and J.J. Hermans, J. Chem. Phys. 56, 3150 (1972).
3. B.J. Alder and T.E. Wainwright, Phys. Rev. A 1, 18 (1970).
4. B. Cichocki and B.U. Felderhof, J. Stat. Phys. 87, 989 (1997).
5. A. Brissaud and U. Frisch, J. Quant. Spectrosc. Radiat. Transf. 11, 1767 (1971).
6. E. Medina, T. Hwa, M. Kardar, and Yi-Cheng Zhang, Phys. Rev. A 39, 3053 (1989).
7. V. Yakhot and S.A. Orszag, Phys. Rev. Lett. 57, 1722 (1986)
8. V. Yakhot and Z.-S. She, ibid. 60, 1840 (1988).
9. K. Wiesenfeld, D. Pierson, E. Pantazelou, Ch. Dames, and F. Moss, Phys. Rev. Lett. 72, 2125 (1994).
10. M.A. Fuentes, H.S. Wio, and R. Toral, Physica A 303, 91 (2002).
11. H.C. Fogedby, Phys. Rev. Lett. 73, 2517 (1994).
12. D. Schertzer, M. Larcheveque, J. Duan, V.V. Janovsky, and S. Lovejoy, J. Math. Phys. 42 (200) (2001).
13. C.W. Gardiner, Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences (Springer-Verlag, Berlin, 1985).
14. S.A. Adelman, J. Chem. Phys. 64, 124 (1976).
15. K.G. Wang and C.W. Lung, Phys. Lett. A 151, 119 (1990).
16. K.G. Wang, Phys. Rev. A 45, 833 (1992).
17. J.M. Porra, K.G. Wang, and J. Masoliver, Phys. Rev. E 53, 5872 (1996).
18. A. Brissaud and U. Frisch, J. Math. Phys. 15, 524 (1974).
19. C.R. Doering, W. Horsthemke, and J. Riordan, Phys. Rev. Lett. 72, 2984 (1994).
20. T. Srokowski and M. Ploszajczak, Phys. Rev. E 57, 3829 (1998).
21. T. Srokowski, Phys. Rev. Lett. 85, 2232 (2000)
22. T. Srokowski, Phys. Rev. E 64, 031102 (2001).
23. L.V. Il'ichov, Physica A 237, 285 (1997).
24. H. Dekker, G. de Leeuw, and A. Maassen van den Brink, Phys. Rev. E 52, 2549 (1995).
25. 1exp(-tx)f(x)/(x-c)dx, where a>0, c ∈ (a.1), and f(x) is an arbitray integrable function, behave like exp(-at).