Cauchy noise and affiliated stochastic processes

DOI10.1063/1.532706zbMATH Open0958.60070arXivmath-ph/9804014OpenAlexW3103856294MaRDI QIDQ4701738FDOQ4701738

Authors: Piotr Garbaczewski, R. Olkiewicz 

Publication date: 21 November 1999

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Abstract: By departing from the previous attempt (Phys. Rev. {�f E 51}, 4114, (1995)) we give a detailed construction of conditional and perturbed Markov processes, under the assumption that the Cauchy law of probability replaces the Gaussian law (appropriate for the Wiener process) as the model of primordial noise. All considered processes are regarded as probabilistic solutions of the so-called Schr"{o}dinger interpolation problem, whose validity is thus extended to the jump-type processes and their step process approximants.

Full work available at URL: https://arxiv.org/abs/math-ph/9804014

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zbMATH Keywords

Markov processesjump processesGaussian noiseCauchy noise

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Cites Work

• The growth of random walks and Levy processes
• Reciprocal processes
• Schrödinger semigroups
• Statistical-Mechanical Foundation of the Ubiquity of Lévy Distributions in Nature
• Variational processes and stochastic versions of mechanics
• Intrinsic ultracontractivity and conditional gauge for symmetric stable processes
• Relativistic Schrödinger operators: Asymptotic behavior of the eigenfunctions
• Feynman–Kac kernels in Markovian representations of the Schrödinger interpolating dynamics
• Master equations for subordinated processes
• Poincaré-invariant Markov processes and Gaussian random fields on relativistic phase space
• Non-negative Feynman-Kac kernels in Schrödinger's interpolation problem
• Stochastic mechanics of a relativistic spinless particle

Cited In (7)

• Lévy flights and nonlocal quantum dynamics
• A generalized Cauchy process having cubic nonlinearity
• Nonlocally induced (fractional) bound states: shape analysis in the infinite Cauchy well
• Title not available (Why is that?)
• Title not available (Why is that?)
• Lévy flights in confining environments: random paths and their statistics
• Nonprobabilistic analogs of the Cauchy process

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