Tuesday, February 14, 2012

1202.2811 (Andrea Zoia et al.)

Discrete Feynman-Kac formulas for branching random walks    [PDF]

Andrea Zoia, Eric Dumonteil, Alain Mazzolo
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 $n_V$ of the walker to a given region $V$ in the phase space.
Feynman-Kac formulas for the residence times of Markovian processes are
recovered in the diffusion limit.
View original: http://arxiv.org/abs/1202.2811

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