Path Summation Formulation of the Master Equation
Abstract
Markovian dynamics, modeled by the kinetic master equation, has wide ranging applications in chemistry, physics, and biology. We derive an exact expression for the probability of a Markovian path in discrete state space for an arbitrary number of states and path length. The total probability of paths repeatedly visiting a set of states can be explicitly summed. The transition probability between states can be expressed as a sum over all possible paths connecting the states. The derived path probabilities satisfy the fluctuation theorem. The paths can be the starting point for a path space Monte Carlo procedure which can serve as an alternative algorithm to analyze pathways in a complex reaction network.
 Publication:

Physical Review Letters
 Pub Date:
 June 2006
 DOI:
 10.1103/PhysRevLett.96.210602
 Bibcode:
 2006PhRvL..96u0602S
 Keywords:

 05.40.a;
 02.50.r;
 Fluctuation phenomena random processes noise and Brownian motion;
 Probability theory stochastic processes and statistics