Path probability density functions for semi-Markovian random walks

TL;DR

This paper derives a recursive method in Laplace space to compute path probability density functions for inhomogeneous semi-Markovian random walks in 1D, enabling detailed analysis of their Green's functions.

Contribution

It introduces a universal recursive formula for path PDFs in semi-Markovian random walks, providing explicit solutions for inhomogeneous 1D systems.

Findings

Derived recursive relations for path PDFs in Laplace space

Obtained explicit expressions for Green's functions

Enabled detailed analysis of inhomogeneous semi-Markovian walks

Abstract

In random walks, the path representation of the Green's function is an infinite sum over the length of path probability density functions (PDFs). Here we derive and solve, in Laplace space, the recursion relation for the n order path PDF for any arbitrarily inhomogeneous semi-Markovian random walk in a one-dimensional (1D) chain of L states. The recursion relation relates the n order path PDF to L/2 (round towards zero for an odd L) shorter path PDFs, and has n independent coefficients that obey a universal formula. The z transform of the recursion relation straightforwardly gives the generating function for path PDFs, from which we obtain the Green's function of the random walk, and derive an explicit expression for any path PDF of the random walk. These expressions give the most detailed description of arbitrarily inhomogeneous semi-Markovian random walks in 1D.