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Exact solutions of discrete master equations in terms of continued fractions

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Zeitschrift für Physik B Condensed Matter

Abstract

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.

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Authors and Affiliations

  1. Institut für Theoretische Physik, Universität Stuttgart, Pfaffenwaldring 57, D-7000, Stuttgart 80, Germany

    G. Haag & P. Hänggi

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  1. G. Haag
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  2. P. Hänggi
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Haag, G., Hänggi, P. Exact solutions of discrete master equations in terms of continued fractions. Z Physik B 34, 411–417 (1979). https://doi.org/10.1007/BF01325207

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  • DOI: https://doi.org/10.1007/BF01325207

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