Evolution Times of Probability Distributions and Averages—Exact Solutions of the Kramers' Problem

  1. I. Prigogine3,4,
  2. Stuart A. Rice5
  1. Askold N. Malakhov1,†,
  2. Andrey L. Pankratov2

Published Online: 28 APR 2002

DOI: 10.1002/0471264318.ch6

Advances in Chemical Physics, Volume 121

Advances in Chemical Physics, Volume 121

How to Cite

Malakhov, A. N. and Pankratov, A. L. (2002) Evolution Times of Probability Distributions and Averages—Exact Solutions of the Kramers' Problem, in Advances in Chemical Physics, Volume 121 (eds I. Prigogine and S. A. Rice), John Wiley & Sons, Inc., New York, USA. doi: 10.1002/0471264318.ch6

Editor Information

  1. 3

    Center for Studies in Statistical Mechanics and Complex Systems, The University of Texas, Austin, Texas, USA

  2. 4

    International Solvay Institutes, Université Libre de Bruxelles, Brussels, Belgium

  3. 5

    Department of Chemistry and The James Franck Institute, The University of Chicago, Chicago, Illinois, USA

Author Information

  1. 1

    Radiophysical Department, Nizhny Novgorod State University, Nizhny Novgorod, Russia

  2. 2

    Institute for Physics of Microstructures of RAS, Nizhny Novgorod, Russia

  1. Deceased.

Publication History

  1. Published Online: 28 APR 2002
  2. Published Print: 4 JAN 2002

Book Series:

  1. Advances in Chemical Physics

Book Series Editors:

  1. I. Prigogine3,4,
  2. Stuart A. Rice5

Series Editor Information

  1. 3

    Center for Studies in Statistical Mechanics and Complex Systems, The University of Texas, Austin, Texas, USA

  2. 4

    International Solvay Institutes, Université Libre de Bruxelles, Brussels, Belgium

  3. 5

    Department of Chemistry and The James Franck Institute, The University of Chicago, Chicago, Illinois, USA

ISBN Information

Print ISBN: 9780471205043

Online ISBN: 9780471264316

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Keywords:

  • probability distributions;
  • probability averages;
  • evolution times;
  • Kramers' problem;
  • random processes;
  • escape time calculation;
  • first passage time (FPT) approach

Summary

The aim of this chapter is to describe approaches of obtaining exact time characteristics of diffusion stochastic processes (Markov processes) that are in fact a generalization of first passage time (FPT) approach and are based on the definition of characteristic timescale of evolution of an observable as integral relaxation time. These approaches allow us to express the required timescales and to obtain almost exactly the evolution of probability and averages of stochastic processes in really wide range of parameters.