| Автор | Ohkubo, Jun |
| Автор | Eggel, Thomas |
| Дата выпуска | 2010-06-01 |
| dc.description | 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. |
| Формат | application.pdf |
| Издатель | Institute of Physics Publishing |
| Копирайт | IOP Publishing Ltd |
| Название | A direct numerical method for obtaining the counting statistics for stochastic processes |
| Тип | paper |
| DOI | 10.1088/1742-5468/2010/06/P06013 |
| Electronic ISSN | 1742-5468 |
| Журнал | Journal of Statistical Mechanics: Theory and Experiment |
| Том | 2010 |
| Первая страница | P06013 |
| Последняя страница | 7 |
| Аффилиация | Ohkubo, Jun; |
| Аффилиация | Eggel, Thomas; Institute for Solid State Physics, University of Tokyo, 5-1-5, Kashiwanoha, Kashiwa-shi, Chiba 277-8581, Japan |
| Выпуск | 06 |
