Zeitschrift für Physik B Condensed Matter

, Volume 34, Issue 4, pp 411–417 | Cite as

Exact solutions of discrete master equations in terms of continued fractions

  • G. Haag
  • P. Hänggi


We present the continued fraction solution for the stationary probability of discrete master equations of one-variable processes. After we elucidate the method for simple birth and death processes we focus the study on processes which introduce at least two-particle jumps. Consequently, these processes do in general not obey a detailed balance condition. The outlined method applies as well to solutions of eigenmodes of the stochastic operator. Further we derive explicit continued fraction solutions for the Laplace transform of conditional probabilities. All the various continued fraction coefficients are given directly in terms of the transition rates and they obey recursion relations. The method is illustrated for the stationary solution of a simple nonlinear chemical reaction scheme originated by Nicolis.


Neural Network Exact Solution Conditional Probability Stationary Solution Transition Rate 
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Copyright information

© Springer-Verlag 1979

Authors and Affiliations

  • G. Haag
    • 1
  • P. Hänggi
    • 1
  1. 1.Institut für Theoretische PhysikUniversität StuttgartStuttgart 80Germany

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