Quick search Find article
Quick search
Find article

A modification of the Wiener process due to a Poisson random train of diffusion-enhancing pulses

V Bezak

Show affiliations


A Poisson-modified Wiener process is considered. Its conditional probability density is calculated exactly. Various forms of the evolution equation are derived for the case when the initial probability density is arbitrary. A generalization is also treated when this equation contains a term analogous to the potential energy term in the Schrodinger equation. The Green function of this equation is derived in the form of a functional integral which may be considered as a direct generalization of the Feynman-Kac integral. An application is suggested in the theory of quasiparticles with a non-parabolic dispersion law.


PACS

05.40.Jc Brownian motion

02.30.Jr Partial differential equations

02.50.Ga Markov processes

02.50.Ey Stochastic processes

02.50.Cw Probability theory

MSC

60G50 Sums of independent random variables; random walks

60J65 Brownian motion (See also 58J65)

60G15 Gaussian processes

Subjects

Mathematical physics

Computational physics

Statistical physics and nonlinear systems

Dates

Issue 22 (21 November 1992)



  1. A modification of the Wiener process due to a Poisson random train of diffusion-enhancing pulses

    V Bezak 1992 J. Phys. A: Math. Gen. 25 6027

  2. Universal features of localized eigenstates in disordered systems

    J J Ludlam et al 2005 J. Phys.: Condens. Matter 17 L321

  3. Charge transfer and crystal-field theory for rare-earth ions

    B R Judd 1980 J. Phys. C: Solid State Phys. 13 2695

  4. On the energy–momentum tensor

    Ricardo E Gamboa Saraví 2004 J. Phys. A: Math. Gen. 37 9573

  5. Double shake-off model for the triple photoionization of beryllium

    A S Kheifets and Igor Bray 2003 J. Phys. B: At. Mol. Opt. Phys. 36 L211

  6. The LISA integrated model

    Stephen M Merkowitz 2003 Class. Quantum Grav. 20 S255

  7. Regional averaging and scaling in relativistic cosmology

    Thomas Buchert and Mauro Carfora 2002 Class. Quantum Grav. 19 6109

  8. Ionisation and charge transfer in collisions of H+ and He2+ with potassium

    D S Elliott et al 1986 J. Phys. B: At. Mol. Phys. 19 3277

  9. Spitzer Mid-Infrared Spectroscopy of Infrared Luminous Galaxies at z~2. II. Diagnostics

    Anna Sajina et al. 2007 ApJ 664 713

  10. Conducting polymer-based nanostructurized materials: electrochemical aspects

    A Malinauskas et al 2005 Nanotechnology 16 R51

View by subject




Export








Please login to access our web services, or create an account if you don't yet have one.

You must have cookies enabled in your web browser to be able to login.

Username
Password

Forgotten your password? Get a new one here.