Time series path integral expansions for stochastic processes

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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. All methods rely on finding a suitable reproducing kernel associated with an underlying representative algebra to perform the expansion. Birth–death processes can be analysed with these techniques, using either standard Doi-Peliti coherent states, or the su(1 , 1) Lie algebra. These result in simplest expansions for processes with linear or quadratic rates, respectively. The techniques are also adapted to diffusion processes. The resulting series differ from those found in standard Dyson time series field theory techniques.

Original languageEnglish
Article number24
JournalJournal of Statistical Physics
Volume187
Issue number3
DOIs
Publication statusPublished - 16 Apr 2022

Keywords

  • Birth–death process
  • Doi Peliti
  • Path integral
  • Time series expansion

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