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arXiv 1002.4247cond-mat.stat-mech
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随机过程计数统计量的直接数值方法

Direct numerical method for counting statistics in stochastic processes

Jun Ohkubo, Thomas Eggel

摘要:

我们提出了一个直接的数值方法来计算随机过程中的过渡数的统计,而不必诉诸蒙特卡洛计算。该方法是基于生成函数法,和任意时刻的概率分布的数量的过渡原则上计算通过数值求解耦合微分方程组的系统。作为一个例子,考虑了一个具有时间依赖的转移矩阵的两状态模型,并计算了电流的一阶、二阶和三阶矩。该计算格式适用于任何有限状态空间的随机过程,对研究非平衡系统中的电流统计有一定的帮助。

英文摘要:

We propose a direct numerical method to calculate the statistics of the number of transitions in stochastic processes, without having to resort to Monte Carlo calculations. The method is based on a generating function method, and arbitrary moments of the probability distribution of the number of transitions are in principle calculated by solving numerically a system of coupled differential equations. As an example, a two state model with a time-dependent transition matrix is considered and the first, second and third moments of the current are calculated. This calculation scheme is applicable for any stochastic process with a finite state space, and it would be helpful to study current statistics in nonequilibrium systems.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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