Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics
Exact transition operators for Markov and lattice Schrödinger processes constrained by a boundary
Joel Yellin
Abstract
A closed form is given for a three-parameter family of transition matrices describing continuous-time nonsymmetric random walks on a $d=1$ semi-infinite lattice. The boundary conditions are general, allowing for an arbitrary mixture of reflection, trapping, and sojourn. Special cases give the quantum propagator for the half-lattice, and transition matrices for the random walk on the Bethe lattice and the single-server queue $\frac{\frac{M}{M}}{\frac{1}{\ensuremath{\infty}}}$.