Abstract
With the aid of path-integral representation of the Fokker-Planck equation derived from generalized random walks, behaviors of the most probable path are studied. The processes are specified by the jumping probabilities , where 's () are the usual jumping probabilities, is a parameter representing deviation from the usual processes, and is a positive constant. It is found that the parameter characterizes the most-probable paths, accordingly as , , and . Furthermore, the most-probable path is specified by a "critical time interval." The critical time interval is determined such that the "Euler-Lagrangian" has a solution showing a minimum of action. A relation between the critical time interval and the coarse graining is briefly discussed. Also Riemannian-geometrical interpretation of the "walker's site-step space" is given.
- Received 4 October 1982
DOI:https://doi.org/10.1103/PhysRevB.28.4403
©1983 American Physical Society