Abstract:
We have studied Markov processes on denumerable state space and continuous time. We found that all these processes are connected via gauge transformations. We have used this result before as a method to resolve equations, included the case in a previous work in which the sample space is time-dependent [Phys. Rev. E 90, 022125 (2014)PLEEE81539-375510.1103/PhysRevE.90.022125]. We found a general solution through dilation of the state space, although the prior probability distribution of the states defined in this new space takes smaller values with respect to that in the initial problem. The gauge (local) group of dilations modifies the distribution on the dilated space to restore the original process. In this work, we show how the Markov process in general could be linked via gauge (local) transformations, and we present some illustrative examples for this result. © 2015 American Physical Society.
Registro:
Documento: |
Artículo
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Título: | Equivalent Markov processes under gauge group |
Autor: | Caruso, M.; Jarne, C. |
Filiación: | Departamento de Física Teórica y Del Cosmos, Universidad de Granada, Campus de Fuentenueva, Granada, 18071, Spain Instituto de Física de Buenos Aires, CONICET, Facultad de Ciencias Exactas y Naturales, Pabellón i Ciudad Universitaria, Buenos Aires, 1428, Argentina
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Palabras clave: | Continuous time systems; Markov processes; Continuous-time; Gauge group; Gauge transformation; General solutions; Initial problem; Sample space; Time dependent; Probability distributions |
Año: | 2015
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Volumen: | 92
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Número: | 5
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DOI: |
http://dx.doi.org/10.1103/PhysRevE.92.052132 |
Título revista: | Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
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Título revista abreviado: | Phys. Rev. E Stat. Nonlinear Soft Matter Phys.
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ISSN: | 15393755
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CODEN: | PLEEE
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Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_15393755_v92_n5_p_Caruso |
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Citas:
---------- APA ----------
Caruso, M. & Jarne, C.
(2015)
. Equivalent Markov processes under gauge group. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, 92(5).
http://dx.doi.org/10.1103/PhysRevE.92.052132---------- CHICAGO ----------
Caruso, M., Jarne, C.
"Equivalent Markov processes under gauge group"
. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 92, no. 5
(2015).
http://dx.doi.org/10.1103/PhysRevE.92.052132---------- MLA ----------
Caruso, M., Jarne, C.
"Equivalent Markov processes under gauge group"
. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, vol. 92, no. 5, 2015.
http://dx.doi.org/10.1103/PhysRevE.92.052132---------- VANCOUVER ----------
Caruso, M., Jarne, C. Equivalent Markov processes under gauge group. Phys. Rev. E Stat. Nonlinear Soft Matter Phys. 2015;92(5).
http://dx.doi.org/10.1103/PhysRevE.92.052132