Time Series Path Integral Expansions for Stochastic Processes
Statistical Mechanics
2022-05-04 v1 Mathematical Physics
math.MP
Abstract
A form of time series path integral expansion is provided that enables both analytic and numerical temporal effect calculations for a range of stochastic processes. Birth-death processes with linear rates are analysed via coherent state Doi-Peliti techniques. The Lie algebra is utilised to capture quadratic rate birth-death processes. The techniques are also adapted to diffusion processes. All methods rely on finding a suitable reproducing kernel associated with the underlying algebra to perform the expansion. The resulting series differ from those found in standard Dyson time series field theory techniques.
Cite
@article{arxiv.2109.06936,
title = {Time Series Path Integral Expansions for Stochastic Processes},
author = {Chris D Greenman},
journal= {arXiv preprint arXiv:2109.06936},
year = {2022}
}
Comments
21 Pages, 2 Figures