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Supersymmetry in random two-velocity processes

Author

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  • Filliger, Roger
  • Hongler, Max-Olivier

Abstract

We discuss a random two-velocity process on the line with space-dependent exogenous drift. For this process, the probability density and the associated “probability current” are shown to be in a supersymmetric relation.

Suggested Citation

  • Filliger, Roger & Hongler, Max-Olivier, 2004. "Supersymmetry in random two-velocity processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 332(C), pages 141-150.
    • Handle: RePEc:eee:phsmap:v:332:y:2004:i:c:p:141-150
    DOI: 10.1016/j.physa.2003.09.048
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    References listed on IDEAS

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    1. Orsingher, Enzo, 1985. "Hyperbolic equations arising in random models," Stochastic Processes and their Applications, Elsevier, vol. 21(1), pages 93-106, December.
    2. Hongler, M.-O., 1986. "Supersymmetry and signal propagation in inhomogeneous transmission lines," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 137(1), pages 407-416.
    3. Hongler, M.-O. & Streit, L., 1990. "Generalized master equations and the telegrapher's equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 165(2), pages 196-206.
    4. Weiss, George H, 2002. "Some applications of persistent random walks and the telegrapher's equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 311(3), pages 381-410.
    5. Sibani, P. & van Kampen, N.G., 1983. "An exactly soluble relaxation problem," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 122(3), pages 397-412.
    6. Masoliver, Jaume & Weiss, George H., 1992. "First passage times for a generalized telegrapher's equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 183(4), pages 537-548.
    Full references (including those not matched with items on IDEAS)

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