Discrete Feynman-Kac formulas for branching random walks
Statistical Mechanics
2012-07-10 v1
Abstract
Branching random walks are key to the description of several physical and biological systems, such as neutron multiplication, genetics and population dynamics. For a broad class of such processes, in this Letter we derive the discrete Feynman-Kac equations for the probability and the moments of the number of visits of the walker to a given region in the phase space. Feynman-Kac formulas for the residence times of Markovian processes are recovered in the diffusion limit.
Cite
@article{arxiv.1202.2811,
title = {Discrete Feynman-Kac formulas for branching random walks},
author = {Andrea Zoia and Eric Dumonteil and Alain Mazzolo},
journal= {arXiv preprint arXiv:1202.2811},
year = {2012}
}
Comments
4 pages, 3 figures