Expansion of the Master Equation for One-Dimensional Random Walks with Boundary

DOI10.1063/1.1666061zbMath0243.60041OpenAlexW1963871434MaRDI QIDQ5654841

Irwin Oppenheim, N. G. van Kampen

Publication date: 1972

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.1666061

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Incompressible viscous fluids (76D99) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Related Items (7)

A singular perturbation approach to first passage times for Markov jump processes ⋮ Boundary behavior of diffusion approximations to Markov jump processes ⋮ Linear one-step processes with artificial boundaries ⋮ Random walk in a discrete and continuous system with a thin membrane ⋮ Intrinsic fluctuations in explosive reactions ⋮ First passage time problems for a class of master equations with separable kernels ⋮ Two-dimensional random walk description of fluid flow in the presence of a wall: The origin of stick versus slip boundary conditions in the continuum limit

Cites Work

• A POWER SERIES EXPANSION OF THE MASTER EQUATION
• Random Walks with Nonnearest Neighbor Transitions. I. Analytic 1-D Theory for Next-Nearest Neighbor and Exponentially Distributed Steps

This page was built for publication: Expansion of the Master Equation for One-Dimensional Random Walks with Boundary