Related papers: Stochastic Master Fields
We illustrate the stochastic method for solving the Schwinger-Dyson equations in large-N quantum field theories described in ArXiv:1009.4033 on the example of the Gross-Witten unitary matrix model. In the strong-coupling limit, this method…
We use a simple N-player stochastic game with idiosyncratic and common noises to introduce the concept of Master Equation originally proposed by Lions in his lectures at the Coll\`ege de France. Controlling the limit N tends to the infinity…
We propose a stochastic method for solving Schwinger-Dyson equations in large-N quantum field theories. Expectation values of single-trace operators are sampled by stationary probability distributions of the so-called nonlinear random…
In his lectures at College de France, P.L. Lions introduced the concept of Master equation, see [5] for Mean Field Games. It is introduced in a heuristic fashion, from the system of partial differential equations, associated to a Nash…
We study the wellposedness of the master equation for a second-order mean field games with the Grushin type diffusion. In order to do this, we obtain the properties of its solution by investigating a degenerate mean field games system for…
It has been argued that the bosonic large-$N$ master field of the IIB matrix model can give rise to an emergent classical spacetime. In a recent paper, we have obtained solutions of a simplified bosonic master-field equation from a related…
In this talk results of study in various dimensions of the Boltzmann master field for a subclass of planar diagrams, so called half-planar diagrams, found in the recent work by Accardi, Volovich and one of us (I.A.) are presented.
By extending the mean-field Hamiltonian to include nonhermitian operators, the master equations for fermions and bosons can be derived. The derived equations reduce to the Markoff master equation in the low-density limit and to the…
We analyze a class of nonlinear partial differential equations (PDEs) defined on $\mathbb{R}^d \times \mathcal{P}_2(\mathbb{R}^d),$ where $\mathcal{P}_2(\mathbb{R}^d)$ is the Wasserstein space of probability measures on $\mathbb{R}^d$ with…
Stochastic quantization is applied to derivation of the equations for the Wilson loops and generating functionals of the Wilson loops in the large-N limit. These equations are treated both in the coordinate and momentum representations. In…
Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…
We present a systematic treatment of non-Gaussianity in stochastic systems using the Schwinger-Keldysh effective field theory framework, in which the non-Gaussianity is realized as nonlinear terms in the fluctuation field. We establish two…
Stochastic Master equations or quantum filtering equations for mixed states are well known objects in quantum physics. Building a mathematically rigorous theory of these equations in infinite-dimensional spaces is a long standing open…
We use the global stochastic analysis tools introduced by P. A. Meyer and L. Schwartz to write down a stochastic generalization of the Hamilton equations on a Poisson manifold that, for exact symplectic manifolds, are characterized by a…
The master equation for a linear open quantum system in a general environment is derived using a stochastic approach. This is an alternative derivation to that of Hu, Paz and Zhang, which was based on the direct computation of path…
The master equation and, more generally, Markov processes are routinely used as models for stochastic processes. They are often justified on the basis of randomization and coarse-graining assumptions. Here instead, we derive n-th order…
Statistical field theory methods have been very successful with a number of random graph and random matrix problems, but it is challenging to apply these methods to graphs with prescribed degree sequences due to the extensive number of…
The master fields for the large $N$ limit of matrix models and gauge theory are constructed. The master fields satisfy to standard equations of relativistic field theory but fields are quantized according to a new rule. To define the master…
In this paper we study the classical solution to the master equation arising from mean-field games (MFGs) driven by jump-diffusion processes. The master equation, a nonlinear partial differential equation on Wasserstein space, characterizes…
We analyze the Gaussian approximation as a method to obtain the first and second moments of a stochastic process described by a master equation. We justify the use of this approximation with ideas coming from van Kampen's expansion approach…