Related papers: The path integral formula for the stochastic evolu…
We consider a multi-type Moran model (in continuous time) with selection and type-dependent mutation. This paper is concerned with the evolution of genealogical information forward in time. For this purpose we define and analytically…
We formulate Bayesian updates in Markov processes by means of path integral techniques and derive the imaginary-time Schr\"{o}dinger equation with likelihood to direct the inference incorporated as a potential for the posterior probability…
With the goal to provide absolute lower bounds for the best possible running times that can be achieved by $(1+\lambda)$-type search heuristics on common benchmark problems, we recently suggested a dynamic programming approach that computes…
The trace formula for the evolution operator associated with nonlinear stochastic flows with weak additive noise is cast in the path integral formalism. We integrate over the neighborhood of a given saddlepoint exactly by means of a smooth…
This paper suggests a perfect-information game, along the lines of Levy's characterization of Brownian motion, that formalizes the process of Brownian motion in game-theoretic probability. This is perhaps the simplest situation where…
Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…
We consider the Moran process, as generalized by Lieberman, Hauert and Nowak (Nature, 433:312--316, 2005). A population resides on the vertices of a finite, connected, undirected graph and, at each time step, an individual is chosen at…
The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a…
The evolution of the discrete Wigner function is formally similar to a probabilistic process, but the transition probabilities, like the discrete Wigner function itself, can be negative. We investigate these transition probabilities, as…
We present a version of the classical Moran model, in which mutations are taken into account; the possibility of mutations was introduced by Moran in his seminal paper, but it is more often overlooked in discussing the Moran model. For this…
Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…
For a population with any given number of types, we construct a new multivariate Moran process with frequency-dependent selection and establish, analytically, a correspondence to equilibrium Lotka-Volterra phenomenology. This…
We consider the evolution of a quantum simple harmonic oscillator in a general Gaussian state under simultaneous time-continuous weak position and momentum measurements. We deduce the stochastic evolution equations for position and momentum…
Understanding the evolutionary dynamics of reinforcement learning under multi-agent settings has long remained an open problem. While previous works primarily focus on 2-player games, we consider population games, which model the strategic…
In the operatorial formulation of quantum statistics, the time evolution of density matrices is governed by von Neumann's equation. Within the phase space formulation of quantum mechanics it translates into Moyal's equation, and a formal…
We present the path integral formulation of a broad class of generalized diffusion processes. Employing the path integral we derive exact expressions for the path probability densities and joint probability distributions for the class of…
We present an investigation of stochastic evolution in which a family of evolution equations in $L^1$ are driven by continuous-time Markov processes. These are examples of so-called piecewise deterministic Markov processes (PDMP's) on the…
Even though existence of non-convergent evolution of the states of populations in ecological and evolutionary contexts is an undeniable fact, insightful game-theoretic interpretations of such outcomes are scarce in the literature of…
We define a correlated random walk (CRW) induced from the time evolution matrix (the Grover matrix) of the Grover walk on a graph $G$, and present a formula for the characteristic polynomial of the transition probability matrix of this CRW…
The concept of entropy in statistical physics is related to the existence of irreversible macroscopic processes. In this work, we explore a recently introduced entropy formula for a class of stochastic processes with more than one absorbing…