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A theory of coupled random walk process

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Zeitschrift für Physik B Condensed Matter

Abstract

A theory of the coupled random walk (CRW) process which has been proposed by one of the present authors, is developed further. It is shown that the Fokker-Planck equation obtained from the CRW process can be cast into a form of a “kinetic equation” similar to the Boltzmann equation of the gas theory. To this end, the memory effects are taken into account through the jumping probabilities between the modes. As a special case, the distribution function for the steady state is considered.

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Hara, H., Sang, D.C. A theory of coupled random walk process. Z. Physik B - Condensed Matter 38, 351–357 (1980). https://doi.org/10.1007/BF01315327

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  • DOI: https://doi.org/10.1007/BF01315327

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