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A theory of coupled random walk process
Authors:Hiroaki Hara  Don Choi Sang
Affiliation:(1) Department of Physics and Astronomy, State University of New York at Buffalo, 14260 Amherst, New York, USA;(2) Present address: Department of Applied Science, Faculty of Engineering, Tohoku University, Sendai 980, Japan
Abstract:A theory of the coupled random walk (CRW) process which has been proposed by one of the present authors, is developed further. It is shown that the Fokker-Planck equation obtained from the CRW process can be cast into a form of a ldquokinetic equationrdquo similar to the Boltzmann equation of the gas theory. To this end, the memory effects are taken into account through the jumping probabilities between the modes. As a special case, the distribution function for the steady state is considered.
Keywords:
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