Martingale drift of Langevin dynamics and classical canonical spin statistics

DOI10.1103/PHYSREVE.109.014106arXiv2305.04976MaRDI QIDQ6510011FDOQ6510011

Abstract: The martingale characterizes a kind of fairness or unbiased nature of the stochastic process which is associated with another stochastic process. If

x_{t}

evolves according to the Langevin equation whose mean drift is

a_{t}

as function of

x_{t},

and that

a_{t}

as induced stochastic process is martingale in turn associated with the former process, then we show that the amplitude of

a_{t}

is the Langevin function, which is originally the canonical response of a single classical Heisenberg spin under static field.

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