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Spectral Properties of Stochastic Processes Possessing Finite Propagation Velocity
This article investigates the spectral structure of the evolution operators associated with the statistical description of stochastic processes possessing finite propagation velocity. Generalized Poisson–Kac processes and Lévy walks are explicitly considered as paradigmatic examples of regular and a...
Autores principales: | , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8870993/ https://www.ncbi.nlm.nih.gov/pubmed/35205496 http://dx.doi.org/10.3390/e24020201 |
Sumario: | This article investigates the spectral structure of the evolution operators associated with the statistical description of stochastic processes possessing finite propagation velocity. Generalized Poisson–Kac processes and Lévy walks are explicitly considered as paradigmatic examples of regular and anomalous dynamics. A generic spectral feature of these processes is the lower boundedness of the real part of the eigenvalue spectrum that corresponds to an upper limit of the spectral dispersion curve, physically expressing the relaxation rate of a disturbance as a function of the wave vector. We also analyze Generalized Poisson–Kac processes possessing a continuum of stochastic states parametrized with respect to the velocity. In this case, there is a critical value for the wave vector, above which the point spectrum ceases to exist, and the relaxation dynamics becomes controlled by the essential part of the spectrum. This model can be extended to the quantum case, and in fact, it represents a simple and clear example of a sub-quantum dynamics with hidden variables. |
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