In this section
@article{Walter:2022:10.1103/PhysRevResearch.4.043197,
author = {Walter, B and Pruessner, G and Salbreux, G},
doi = {10.1103/PhysRevResearch.4.043197},
journal = {Physical Review Research},
pages = {1--21},
title = {Field theory of survival probabilities, extreme values, first-passage times, and mean span of non-Markovian stochastic processes},
url = {http://dx.doi.org/10.1103/PhysRevResearch.4.043197},
volume = {4},
year = {2022}
}
TY - JOUR
AB - We provide a perturbative framework to calculate extreme events ofnon-Markovian processes, by mapping the stochastic process to a two-speciesreaction diffusion process in a Doi-Peliti field theory combined with theMartin-Siggia-Rose formalism. This field theory treats interactions and theeffect of external, possibly self-correlated noise in a perturbation about aMarkovian process, thereby providing a systematic, diagrammatic approach toextreme events. We apply the formalism to Brownian Motion and calculate itssurvival probability distribution subject to self-correlated noise.
AU - Walter,B
AU - Pruessner,G
AU - Salbreux,G
DO - 10.1103/PhysRevResearch.4.043197
EP - 21
PY - 2022///
SN - 2643-1564
SP - 1
TI - Field theory of survival probabilities, extreme values, first-passage times, and mean span of non-Markovian stochastic processes
T2 - Physical Review Research
UR - http://dx.doi.org/10.1103/PhysRevResearch.4.043197
UR - http://arxiv.org/abs/2109.03649v1
UR - https://journals.aps.org/prresearch/abstract/10.1103/PhysRevResearch.4.043197
UR - http://hdl.handle.net/10044/1/101123
VL - 4
ER -