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Then the normalization condition (D1) becomes c∆t N Z 1 −1 eα √ 1−u2 −1 du=1.(D2) Hence N=c∆t I(α)−2 ,I(α) = Z 1 −1 eα √ 1−u2 du.(D3)

Change of variables Introduce the dimensionless variable u= xb −x a c∆t ,−1≤u≤1,dx b =c∆t du, the shorthand α=ηm 0c∆t

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Stochastic dynamics from maximum entropy in action space

cond-mat.stat-mech · 2026-01-17 · unverdicted · novelty 7.0

Derives a Boltzmann-like distribution over actions via maximum entropy subject to a mean-action constraint, producing a Markovian stochastic propagator that matches Brownian motion and remains covariant at relativistic speeds.

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  • Stochastic dynamics from maximum entropy in action space cond-mat.stat-mech · 2026-01-17 · unverdicted · none · ref 19

    Derives a Boltzmann-like distribution over actions via maximum entropy subject to a mean-action constraint, producing a Markovian stochastic propagator that matches Brownian motion and remains covariant at relativistic speeds.