Methods of Hilbert spaces in the birth and death processes formalism

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.

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Year of publication:	1985
Authors:	Kowalski, Krzysztof
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 133.1985, 3, p. 551-560
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011059891