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          Institute: MPI für Dynamik und Selbstorganisation     Collection: Nichtlineare Dynamik     Display Documents



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ID: 697890.0, MPI für Dynamik und Selbstorganisation / Nichtlineare Dynamik
Path probabilities of continuous time random walks
Authors:Eule, Stephan; Friedrich, Rudolf
Language:English
Date of Publication (YYYY-MM-DD):2014-12-04
Title of Journal:Journal of Statistical Mechanics: Theory and Experiment
Volume:2014
Sequence Number of Article:P12005
Review Status:Peer-review
Audience:Experts Only
Abstract / Description:Employing the path integral formulation of a broad class of anomalous diffusion processes, we derive the exact relations for the path probability densities of these processes. In particular, we obtain a closed analytical solution for the path probability distribution of a Continuous Time Random Walk (CTRW) process. This solution is given in terms of its waiting time distribution and short time propagator of the corresponding random walk as a solution of a Dyson equation. Applying our analytical solution we derive generalized Feynman–Kac formulae.
External Publication Status:published
Document Type:Article
Communicated by:Folkert Müller-Hoissen
Affiliations:MPI für Dynamik und Selbstorganisation/Nichtlineare Dynamik
External Affiliations:Institute for Theoretical Physics, WWU Muenster, Wilhelm-Klemm-Straße 9, 48149 Muenster, Germany
Identifiers:DOI:10.1088/1742-5468/2014/12/P12005
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