Symmetries and Asymmetries in Branching Processes
Reviewartikel, 2023
As is known in stochastic particle theory, the same random process can be described by two different master equations for the evolution of the probability density, namely, by a forward or a backward master equation. These are the generalised analogues of the direct and adjoint equations of traditional transport theory. At the level of the first moment, these two equations show considerable resemblance to each other, but they become increasingly different with increasing moment order. The purpose of this paper is to demonstrate this increasing asymmetry and to discuss the underlying reasons. It is argued that since the reason of the different forms of the forward and the backward equations lies in the lack of invariance of the process to time reversal, the reason for the increasing asymmetry between the two forms for higher-order moments or processes with several variables (particle types) can be related to the increasing level of the violation of the invariance to time reversal, as is illustrated with some examples.
master equations
branching processes
stochastic transport
Chapman–Kolmogorov
backward equation
forward equation