Escape and Splitting Probabilities in Diffusive and Non-Diffusive Markov Processes

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概要

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• The Q-expansion of the master equation for Markov processes may either lead to a non-diffusive or, under certain conditions, to a diffusive type of approximation. In the first case bistability is defined by the macroscopic equation, in the second case by the properties of the resulting non-linear Fokker-Planck equation. In both cases one may ask for the probability per unit time to flip from one locally stable point to the other, and for the probability that a system starting near the intervening unstable point will go to either one of the two stable points. It is possible to give explicit expressions for these quantities in the case of one-dimensional diffusive systems and in the case of (non-diffusive) one-step processes. The various methods are listed and compared.

• 理論物理学刊行会の論文
• 1979-04-01

著者

• Kampen N.

  Institute For Theoretical Physics Of The University At Utrecht

• Kampen N.G.van

  Institute for Theoretical Physics of the University at Utrecht

関連論文

• Escape and Splitting Probabilities in Diffusive and Non-Diffusive Markov Processes

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