On Bernstein processes generated by hierarchies of linear parabolic systems in R^d

DOI10.1016/J.SPA.2019.09.003zbMATH Open1442.60045arXiv1802.07077OpenAlexW2972727904MaRDI QIDQ2309596FDOQ2309596

Authors: Jean-Claude Zambrini, Pierre-A. Vuillermot 

Publication date: 1 April 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: In this article we investigate the properties of Bernstein processes generated by infinite hierarchies of forward-backward systems of decoupled linear deterministic parabolic partial differential equations defined in Rd, where d is arbitrary. An important feature of those systems is that the elliptic part of the parabolic operators may be realized as an unbounded Schr"odinger operator with compact resolvent in standard L2-space. The Bernstein processes we are interested in are in general non-Markovian, may be stationary or non-stationary and are generated by weighted averages of measures naturally associated with the pure point spectrum of the operator. We also introduce time-dependent trace-class operators which possess most of the attributes of density operators in Quantum Statistical Mechanics, and prove that the statistical averages of certain bounded self-adjoint observables usually evaluated by means of such operators coincide with the expectation values of suitable functions of the underlying processes. In the particular case where the given parabolic equations involve the Hamiltonian of an isotropic system of quantum harmonic oscillators, we show that one of the associated processes is identical in law with the periodic Ornstein-Uhlenbeck process.

Full work available at URL: https://arxiv.org/abs/1802.07077

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Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stationary stochastic processes (60G10)

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Cited In (4)

• Bernstein processes and spin-1/2 particles
• On the time evolution of Bernstein processes associated with a class of parabolic equations
• On Bernstein processes of maximal entropy
• Bernstein diffusions for a class of linear parabolic partial differential equations

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