Counting statistics: a Feynman-Kac perspective.
نویسندگان
چکیده
By building upon a Feynman-Kac formalism, we assess the distribution of the number of collisions in a given region for a broad class of discrete-time random walks in absorbing and nonabsorbing media. We derive the evolution equation for the generating function of the number of collisions, and we complete our analysis by examining the moments of the distribution and their relation to the walker equilibrium density. Some significant applications are discussed in detail: in particular, we revisit the gambler's ruin problem and generalize to random walks with absorption the arcsine law for the number of collisions on the half-line.
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عنوان ژورنال:
- Physical review. E, Statistical, nonlinear, and soft matter physics
دوره 85 1 Pt 1 شماره
صفحات -
تاریخ انتشار 2012