Oscillatory and dissipative dynamics of complex probability in non-equilibrium stochastic processes

Abstract

For a Markov and stationary stochastic process described by the well-known classical master equation, we introduce complex transition rates instead of real transition rates to study the pre-thermal oscillatory behaviour in complex probabilities. Further, for purely imaginary transition rates we obtain persistent infinitely long lived oscillations in complex probability whose nature depends on the dimensionality of the state space. We also take a peek into cases where we perturb the relaxation matrix for a dichotomous process with an oscillatory drive where the relative sign of the angular frequency of the drive decides whether there will be dissipation in the complex probability or not.