Field theory of survival probabilities, extreme values, first-passage times, and mean span of non-Markovian stochastic processes
We provide a perturbative framework to calculate extreme events of non-Markovian processes, by mapping the stochastic process to a two-species reaction-diffusion process in a Doi-Peliti field theory combined with the Martin-Siggia-Rose formalism. This field theory treats interactions and the effect...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
American Physical Society
2022-12-01
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| Series: | Physical Review Research |
| Online Access: | http://doi.org/10.1103/PhysRevResearch.4.043197 |