Path probability density functions for semi-Markovian random walks

Abstract

In random walks, the path representation of the Green's 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 Green's 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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• Comment on 'Path Summation Formulation of the Master Equation'
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Cited by in corpus (5)

• Stochastic calculus for uncoupled continuous-time random walks
• Quantum and random walks as universal generators of probability distributions
• Semi-Markov Graph Dynamics
• Path statistics, memory, and coarse-graining of continuous-time random walks on networks
• Kinetic Path Summation, Multi--Sheeted Extension of Master Equation, and Evaluation of Ergodicity Coefficient