IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-319-60300-1_3.html
   My bibliography  Save this book chapter

Derivation of the Chapman–Kolmogorov Equation and the Master Equation

In: Modelling with the Master Equation

Author

Listed:
  • Günter Haag

    (University of Stuttgart, Institute of Theoretical Physics II)

Abstract

This chapter is important for the general understanding of the fundamental aspects of the Master equation. After the introduction of some concepts of probability theory, the Markov assumption is introduced and the Chapman–Kolmogorov equation for conditional probabilities derived. The Chapman–Kolmogorov equation provides the starting point for the derivation of the Master equation by considering the short-time evolution of the distribution in configuration space. The ensuing derivation of general properties of the Master equation helps to understand the broad field of possible applications. The derivation of equations of motion for mean values and variances on both, the stochastic and the quasi-deterministic level using the method of shift operators completes this chapter.

Suggested Citation

  • Günter Haag, 2017. "Derivation of the Chapman–Kolmogorov Equation and the Master Equation," Springer Books, in: Modelling with the Master Equation, chapter 0, pages 39-61, Springer.
    • Handle: RePEc:spr:sprchp:978-3-319-60300-1_3
    DOI: 10.1007/978-3-319-60300-1_3
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-319-60300-1_3. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.