Most-probable paths of generalized random walks

Hiroaki Hara and Tsunehiro Obata
Phys. Rev. B 28, 4403 – Published 15 October 1983
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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 P̃α=P0α+(α2)λexp(μm), where P0α's (α=±,0) are the usual jumping probabilities, λ is a parameter representing deviation from the usual processes, and μ is a positive constant. It is found that the parameter λ characterizes the most-probable paths, accordingly as λ>0, λ=0, and λ<0. 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

Authors & Affiliations

Hiroaki Hara

  • Department of Engineering Science, Faculty of Engineering, Tohoku University, Sendai 980, Japan

Tsunehiro Obata

  • Department of Electrical Engineering, Faculty of Engineering, Tohoku University, Sendai 980, Japan

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Issue

Vol. 28, Iss. 8 — 15 October 1983

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