Hidden symmetries and equilibrium properties of multiplicative white-noise stochastic processes

DOI10.1088/1742-5468/2012/12/P12005zbMATH Open1456.82769arXiv1210.3383MaRDI QIDQ3301309FDOQ3301309

Authors: Zochil González Arenas, D. G. Barci 

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Abstract: Multiplicative white-noise stochastic processes continuously attract the attention of a wide area of scientific research. The variety of prescriptions available to define it difficults the development of general tools for its characterization. In this work, we study equilibrium properties of Markovian multiplicative white-noise processes. For this, we define the time reversal transformation for this kind of processes, taking into account that the asymptotic stationary probability distribution depends on the prescription. Representing the stochastic process in a functional Grassman formalism, we avoid the necessity of fixing a particular prescription. In this framework, we analyze equilibrium properties and study hidden symmetries of the process. We show that, using a careful definition of equilibrium distribution and taken into account the appropriate time reversal transformation, usual equilibrium properties are satisfied for any prescription. Finally, we present a detailed deduction of a covariant supersymmetric formulation of a multiplicative Markovian white-noise process and study some of the constraints it imposes on correlation functions using Ward-Takahashi identities.

Full work available at URL: https://arxiv.org/abs/1210.3383

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Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Multiplicative functionals and Markov processes (60J57)

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Cited In (7)

• The role of multiplicative noise in critical dynamics
• Magnetization dynamics: path-integral formalism for the stochastic Landau-Lifshitz-Gilbert equation
• Stochastic dynamics of planar magnetic moments in a three-dimensional environment
• Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions
• Dynamical symmetries of Markov processes with multiplicative white noise
• Hidden symmetries of stochastic models
• A functional renormalization method for wave propagation in random media

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