2006, Vol.9, No.1, pp.75-80
Generalized master equation has been derived for the
probability density function P(X,t) within the following
assumptions: (i) a time realization of the stochastic process
X(t) can be represented as a sequence of intervals of free
motion (event A) interrupted by collisions (event B); (ii)
durations of the events A and B are governed by arbitrary
distributions ;
(iii) the time evolution of
X(t) during the events A and B is described by the
time-independent Liouville operators
. The approach
generalizes the standard Markovian master equations to non-instantaneous
collisions and non-Poissonian collision statistics.
Key words:
generalized master equation, non-poissonian collision
statistics, non-instantaneous collisions
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