Time series path integral expansions for stochastic processes

DOI10.1007/S10955-022-02912-8MaRDI QIDQ2127642zbMATH OpenOpenAlexFDO

Authors Chris D. Greenman

Publication date 21 April 2022

Published in Journal of Statistical Physics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2109.06936

zbMATH Keywords

birth-death processpath integralDoi Pelititime series expansion

Mathematics Subject Classification ID

Applications of branching processes (60J85) Population dynamics (general) (92D25) Queueing theory (aspects of probability theory) (60K25) Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds (46T12)

Abstract: A form of time series path integral expansion is provided that enables both analytic and numerical temporal effect calculations for a range of stochastic processes. Birth-death processes with linear rates are analysed via coherent state Doi-Peliti techniques. The $mathfraksu(1,1)$ Lie algebra is utilised to capture quadratic rate birth-death processes. The techniques are also adapted to diffusion processes. All methods rely on finding a suitable reproducing kernel associated with the underlying algebra to perform the expansion. The resulting series differ from those found in standard Dyson time series field theory techniques.

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Cited in

(4)

• Doi-Peliti path integral methods for stochastic systems with partial exclusion
• Exponential power series expansion for the propagator of general diffusion processes
• Redundant basis interpretation of Doi-Peliti method and an application
• Series Representation of Time-Stable Stochastic Processes

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