Equivalent Markov processes under gauge group

M. CARUSO, C. JARNE

PHYSICAL REVIEW E

AMER PHYSICAL SOC

Lugar: New York; Año: 2015

1539-3755

We have studied Markov processes on denumerable state space and continuous time. We found that all these processes are connected via gauge transformations. We have used this result before as a method for resolution of equations, included the case where the sample space is time dependent in a previous work Phys. Rev. E 90, 022125 (2014). We found a general solution through a dilation of the state space, although the prior probability distribution of the states defined in this new space takes smaller values with respect to the one in the initial problem. The gauge (local) group of dilations modifies the distribution on the dilated space to restore the original process. In this work we show how Markov process in general could be linked via gauge (local) transformations and we present some illustrative examples for this results.