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12
votes
2answers
211 views

Random Walk Randomly Reflected

Hi I am not specialist in probability so I will not be surprised if the answer for this question is just a simple consequence of well known results from the random walk theory. In this case, I will ...
5
votes
2answers
585 views

What is the probability density function over time for a 1-D random walk on a line with boundaries?

If a single particle sits on an infinite line and undergoes a 1-D random walk, the probability density of its spatio-temporal evolution is captured by a 1-D gaussian distribution. \begin{align} ...
5
votes
2answers
124 views

Counting of brownian particles: Point Process

Imagine a point process defined by the passage time of purely brownian particles through a given point (in 1D), line (2D) or plane (3D). I'm interested in the variance of the counts (number of ...
2
votes
1answer
49 views

Rate of probability loss from absorbing boundary

The following is the solution to the 1D diffusion equation with diffusion coefficient D, initial particle position $x_0$, and a perfectly absorbing boundary at $x=0$ (s.t. $P(x=0)=0$). $$ ...
2
votes
0answers
80 views

Reference for stochastic processes which helps moving from a basic level to a measure theory one

I'm looking for a reference (books, notes, lectures) which helps a physicist to understand the language of measure theory in the context of stochastic processes (in particular markov chains). I've ...
1
vote
1answer
388 views

Autocorrelation and Power density spectrum : Continuous Markov Process

I've been reading through the paper from Gillespie on Brownian motion and Johnson Noise (DOI, PDF). He considers $X_s(t)$, a zero-mean stochastic variable, that is stationary in the sense that all of ...
1
vote
1answer
21 views

Examining the presence of persistent domain from time series data

There are three variables, $X_t$, $Y_t$, and $Z_t$ that are dependent of each other, and I have the time series data of those variables from replicated experiments. The stochastic dynamics look quite ...
0
votes
2answers
78 views

Resources on Master Equations

Presently I am reading about "Introduction to dynamical process theory and simulation" which uses the notion of Master Equations to solve Markov process. I am very new to this. Can someone provide me ...
0
votes
1answer
100 views

Is this hypo-theoretical model of future prediction feasible? [closed]

First let me state that I am not, nor ever have I been, a physics student. I am working on an idea for a book I'm writing. This is a thought experiment that posits the existence of a computer system ...
0
votes
1answer
24 views

bimolecular reaction master equation

I was wondering how to write down the deterministic rate equation for a bimolecular reaction with similar particles. e.g. $A \rightarrow^{k_+} B +B$ and $B +B \rightarrow^{k_-} A$ now the rate ...
0
votes
0answers
24 views

Describe Ising model dynamics in stochastic differential equation or stochastic process

The Ising model is described by the Hamiltonian $$ H(\sigma) = - \sum_{<i~j>} J_{ij} \sigma_i \sigma_j -\mu \sum_{j} h_j\sigma_j, $$ and is treated extensively by equilibrium statistical ...
0
votes
0answers
27 views

transforming experimental rate constant to monte-carlo rate constants?

I am trying to write a kinetic monte carlo code for polymerization process, but i am confused about how to compare my monte carlo equilibrium with analytical calculations. as an e.g. $X + X ...
0
votes
0answers
27 views

characterising basins of attractions for master equations

I have a master equation for $(x,y,z)$ with the constraint $x+y+z=N$. $x$ can be regarded as the number of animal of a certain species in the whole system. In other words, I have a differential ...
0
votes
0answers
79 views

First passage time of diffusing particle with partially absorbing boundary

Given the solution to the spatiotemporal evolution of a single particle on a 1-D surface $P(x,t)$ a nice result (that I gleaned elsewhere on physics.SE) is that for a boundary at $x=0$ where ...
0
votes
0answers
71 views

Classical systems with strong coupling

I would like to have some examples of classical systems with "strong" coupling coefficient (in their action term). Specifically, I am looking for intermediate or cross-over ranges of coupling ...