Path integral approach to birth-death processes on a lattice

Modern Stochastics: Theory and Applications

The aim of this work is to establish essential properties of spatial birth-and-death processes with general birth and death rates on ${\mathbb{R}^{\mathrm{d}}}$. Spatial birth-and-death processes with time dependent rates are obtained as solutions to certain stochastic equations. The existence, uniqueness, uniqueness in law and the strong Markov property of unique solutions are proven when the integral of the birth rate over ${\mathbb{R}^{\mathrm{d}}}$ grows not faster than linearly with the number of particles of the system. Martingale properties of the constructed process provide a rigorous connection to the heuristic generator. The pathwise behavior of an aggregation model is also studied. The probability of extinction and the growth rate of the number of particles under condition of nonextinction are estimated.

Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 2000

We present a systematic formalism to derive a path-integral formulation for hard-core particle systems far from equilibrium. Writing the master equation for a stochastic process of the system in terms of the annihilation and creation operators with mixed commutation relations, we find the Kramers-Moyal coefficients for the corresponding Fokker-Planck equation (FPE), and the stochastic differential equation (SDE) is derived by connecting these coefficients in the FPE to those in the SDE. Finally, the SDE is mapped onto field theory using the path integral, giving the field-theoretic action, which may be analyzed by the renormalization group method. We apply this formalism to a two-species reaction-diffusion system with drift, finding a universal decay exponent for the long-time behavior of the average concentration of particles in arbitrary dimension.

Journal of Statistical Mechanics: Theory and Experiment, 2015

Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of Lévy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times leads to a description of the process in terms of multiple states, whose distributions evolve according to a set of delay differential equations, amenable to analytic treatment. We obtain an exact expression of the mean squared displacement associated with such processes and discuss the emergence of asymptotic scaling laws in regimes of diffusive and superdiffusive (subballistic) transport, emphasizing, in the latter case, the effect of initial conditions on the transport coefficients. Of particular interest is the case of rare ballistic propagation, in which case a regime of superdiffusion may lurk underneath one of normal diffusion.

Proceedings of the American Mathematical Society, 1976

The identification of the mass of the integrator at zero is made for the integral representation obtained by Reuter and Ledermann for the transition probabilities of birth and death processes. An ergodic theorem is given as an application of this result.

2001

Electronic Journal of Probability, 2016

We study the evolution of genealogies of a population of individuals, whose type frequencies result in an interacting Fleming-Viot process on Z. We construct and analyze the genealogical structure of the population in this genealogy-valued Fleming-Viot process as a marked metric measure space, with each individual carrying its spatial location as a mark. We then show that its time evolution converges to that of the genealogy of a continuum-sites stepping stone model on R, if space and time are scaled diffusively. We construct the genealogies of the continuum-sites stepping stone model as functionals of the Brownian web, and furthermore, we show that its evolution solves a martingale problem. The generator for the continuum-sites stepping stone model has a singular feature: at each time, the resampling of genealogies only affects a set of individuals of measure 0. Along the way, we prove some negative correlation inequalities for coalescing Brownian motions, as well as extend the theory of marked metric measure spaces (developed recently by Depperschmidt, Greven and Pfaffelhuber [DGP11]) from the case of probability measures to measures that are finite on bounded sets.

Journal of Statistical Physics

We study a spatial birth-and-death process on the phase space of locally finite configurations Γ`ˆΓ´over R d. Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator L`pγ´q`1 ε L´, ε ą 0. Here L´describes the environment process on Γ´and L`pγ´q describes the system process on Γ`, where γ´indicates that the corresponding birth-and-death rates depend on another locally finite configuration γ´P Γ´. We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states µ ε t on Γ`ˆΓ´. Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let µ inv be the invariant measure for the environment process on Γ´. In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of µ ε t onto Γ`converges weakly to an evolution of states on Γ`associated with the averaged Markov birth-and-death operator L " ş Γ´L`p γ´qdµ inv pγ´q.

Journal of Physics A: Mathematical and General, 2002

We introduce an operator description for a stochastic sandpile model with a conserved particle density, and develop a path-integral representation for its evolution. The resulting (exact) expression for the effective action highlights certain interesting features of the model, for example, that it is nominally massless, and that the dynamics is via cooperative diffusion. Using the path-integral formalism, we construct a diagrammatic perturbation theory, yielding a series expansion for the activity density in powers of the time.

Journal of Mathematical Analysis and Applications, 2019

We consider stochastic UL and LU block factorizations of the one-step transition probability matrix for a discrete-time quasi-birth-and-death process, namely a stochastic block tridiagonal matrix. The simpler case of random walks with only nearest neighbors transitions gives a unique LU factorization and a one-parameter family of factorizations in the UL case. The block structure considered here yields many more possible factorizations resulting in a much enlarged class of potential applications. By reversing the order of the factors (also known as a Darboux transformation) we get new families of quasi-birth-and-death processes where it is possible to identify the matrix-valued spectral measures in terms of a Geronimus (UL) or a Christoffel (LU) transformation of the original one. We apply our results to one example going with matrix-valued Jacobi polynomials arising in group representation theory. We also give urn models for some particular cases.

Electronic Journal of Probability, 2013

We consider the tree-valued Fleming-Viot process, (Xt) t≥0 , with mutation and selection as studied in Depperschmidt, Greven and Pfaffelhuber (2012). This process models the stochastic evolution of the genealogies and (allelic) types under resampling, mutation and selection in the population currently alive in the limit of infinitely large populations. Genealogies and types are described by (isometry classes of) marked metric measure spaces. The long-time limit of the neutral tree-valued Fleming-Viot dynamics is an equilibrium given via the marked metric measure space associated with the Kingman coalescent. In the present paper we pursue two closely linked goals. First, we show that two well-known properties of the neutral Fleming-Viot genealogies at fixed time t arising from the properties of the dual, namely the Kingman coalescent, hold for the whole path. These properties are related to the geometry of the family tree close to its leaves. In particular we consider the number and the size of subfamilies whose individuals are not further than ε apart in the limit ε → 0. Second, we answer two open questions about the sample paths of the tree-valued Fleming-Viot process. We show that for all t > 0 almost surely the marked metric measure space Xt has no atoms and admits a mark function. The latter property means that all individuals in the tree-valued Fleming-Viot process can uniquely be assigned a type. All main results are proven for the neutral case and then carried over to selective cases via Girsanov's formula giving absolute continuity.