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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 su(1,1)\mathfrak{su}(1,1) 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.

Keywords

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

R2 v1 2026-06-24T05:58:07.137Z