A direct numerical method for obtaining the counting statistics for stochastic processes
Ohkubo, Jun; Eggel, Thomas; Ohkubo, Jun;; Eggel, Thomas; Institute for Solid State Physics, University of Tokyo, 5-1-5, Kashiwanoha, Kashiwa-shi, Chiba 277-8581, Japan
Журнал:
Journal of Statistical Mechanics: Theory and Experiment
Дата:
2010-06-01
Аннотация:
We propose a direct numerical method for calculating the statistics for the numbers of transitions in stochastic processes, without having to resort to Monte Carlo calculations. The method is based on a generating function method, and arbitrary moments of the probability distribution of the number of transitions are in principle calculated by solving numerically a system of coupled differential equations. As an example, a two-state model with a time-dependent transition matrix is considered and the first, second and third moments of the current are calculated. This calculation scheme is applicable for any stochastic process with a finite state space, and it would be helpful for studying current statistics for nonequilibrium systems.
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