CrossRef Open Access 2022 2 sitasi

Riemann surfaces for integer counting processes

Sylvain Prolhac

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Abstrak

Abstract Integer counting processes increment the integer value at transitions between states of an underlying Markov process. The generator of a counting process, which depends on a parameter conjugate to the increments, defines a complex algebraic curve through its characteristic equation, and thus a compact Riemann surface. We show that the probability of a counting process can then be written as a contour integral on that Riemann surface. Several examples are discussed in detail.

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Sylvain Prolhac

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Prolhac, S. (2022). Riemann surfaces for integer counting processes. https://doi.org/10.1088/1742-5468/ac9615

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Lihat di Sumber doi.org/10.1088/1742-5468/ac9615

Informasi Jurnal

Tahun Terbit: 2022
Bahasa: en
Total Sitasi: 2×
Sumber Database: CrossRef
DOI: 10.1088/1742-5468/ac9615
Akses: Open Access ✓