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The Feynman graph representation of convolution semigroups and its applications to L\'{e}vy statistics
We consider the Cauchy problem for a pseudo-differential operator which has a translation-invariant and analytic symbol. For a certain set of initial conditions, a formal solution is obtained by a perturbative expansion. The series so obtained can be re-expressed in terms of generalized Feynman grap...
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Published in: | arXiv.org 2008-05 |
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Main Authors: | , , |
Format: | Article |
Language: | English |
Subjects: | |
Online Access: | Get full text |
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Summary: | We consider the Cauchy problem for a pseudo-differential operator which has a translation-invariant and analytic symbol. For a certain set of initial conditions, a formal solution is obtained by a perturbative expansion. The series so obtained can be re-expressed in terms of generalized Feynman graphs and Feynman rules. The logarithm of the solution can then be represented by a series containing only the connected Feynman graphs. Under some conditions, it is shown that the formal solution uniquely determines the real solution by means of Borel transforms. The formalism is then applied to probabilistic L\'{e}vy distributions. Here, the Gaussian part of such a distribution is re-interpreted as a initial condition and a large diffusion expansion for L\'{e}vy densities is obtained. It is outlined how this expansion can be used in statistical problems that involve L\'{e}vy distributions. |
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ISSN: | 2331-8422 |
DOI: | 10.48550/arxiv.0601278 |