A Contracted Path Integral Solution of the Discrete Master Equation

Abstract

A new representation of the exact time dependent solution of the discrete master equation is derived. This representation can be considered as contraction of the path integral solution of Haken. It allows the calculation of the probability distribution of the occurence time for each path and is suitable as basis of new computational solution methods.

For related work see http://www.theo2.physik.uni-stuttgart.de/helbing.html

References in corpus (3)

• Interrelations between Stochastic Equations for Systems with Pair Interactions
• Boltzmann-like and Boltzmann-Fokker-Planck Equations as a Foundation of Behavioral Models
• Stochastic and Boltzmann-like models for behavioral changes, and their relation to game theory

Cited by in corpus (3)

• Master equations and the theory of stochastic path integrals
• Stochastic paths controlling speed and dissipation
• Survival Analysis, Master Equation, Efficient Simulation of Path-Related Quantities, and Hidden State Concept of Transitions