Methods of Hilbert spaces in the birth and death processes formalism
Krzysztof Kowalski
Physica A: Statistical Mechanics and its Applications, 1985, vol. 133, issue 3, 551-560
Abstract:
It is shown that classical birth and death processes can be described by a Hilbert space, Schrödinger-like equation with the Hamiltonian (a non-Hermitian one) expressed in terms of Bose creation and annihilation operators. A new algebraic method of solving the master equations of birth and death type is introduced.
Date: 1985
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:133:y:1985:i:3:p:551-560
DOI: 10.1016/0378-4371(85)90149-9
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