Analytic Solutions of Equation for Random Evolution on a Complex Plane

Autor: Igor Samoilenko, Ganna Verovkina, Tetiana Samoilenko
Jazyk: angličtina
Rok vydání: 2023
Předmět:
Zdroj: Austrian Journal of Statistics, Vol 52, Iss SI (2023)
Druh dokumentu: article
ISSN: 1026-597X
DOI: 10.17713/ajs.v52iSI.1757
Popis: We discuss a generalization of Goldstein-Kac model on a complex plane and apply probabilistic approach to construct solutions of the corresponding Cauchy problem for complex-analytic initial conditions. The method is based on reconstruction of complex- analytic functions by combination of power functions, for which corresponding solutions are the moments of evolution process. As soon as in the hydrodynamic limit the equation for our model approximates a Schrödinger-type equation, the solutions constructed for pre-limit Cauchy problem may approximate solutions for corresponding Cauchy problem for a Schrödinger-type equation.
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