Extended duality relations between birth-death processes and partial differential equations
Statistical Mechanics
2013-09-04 v2 Mathematical Physics
math.MP
Abstract
Duality relations between continuous-state and discrete-state stochastic processes with continuous-time have already been studied and used in various research fields. We propose extended duality relations, which enable us to derive discrete-state stochastic processes from arbitrary diffusion-type partial differential equations. The derivation is based on the Doi-Peliti formalism and the algebraic probability theory, and it will be clarified that additional states for the discrete-state stochastic processes must be considered in some cases.
Cite
@article{arxiv.1304.4293,
title = {Extended duality relations between birth-death processes and partial differential equations},
author = {Jun Ohkubo},
journal= {arXiv preprint arXiv:1304.4293},
year = {2013}
}
Comments
13 pages