Complex paths for real stochastic processes

D. A. Baldwin; A. J. McKane; S. P. Fitzgerald

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arXiv · 2604.09398

Complex paths for real stochastic processes

D. A. Baldwin·A. J. McKane·S. P. Fitzgerald

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Abstract

The calculation of the decay rate of a metastable state in the path-integral formulation of stochastic processes is revisited. Previous derivations of this rate were achieved at the cost of a step that is difficult to justify mathematically. We show that this difficulty can be resolved by working with an extremal solution that arises naturally in the Ito formulation of the path integral. To make the analysis as transparent as possible, we choose a simple potential for which the extremal solution can be written in terms of elementary functions. The mechanism identified here, however, is not restricted to this example and holds more generally.

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D. A. Baldwin, A. J. McKane, S. P. Fitzgerald. 2026-04-10. Complex paths for real stochastic processes. https://arxiv.org/abs/2604.09398

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