pith:QRKLIXN7
Matrix-noise Jacobians in stochastic-calculus inference and optimal paths
In multidimensional systems with matrix-valued multiplicative noise, a Jacobian term from the noise amplitude survives scalar cancellations and alters fitted stochastic prescriptions and optimal paths.
arxiv:2605.12972 v1 · 2026-05-13 · cond-mat.stat-mech
Record completeness
Claims
For a specified noise-amplitude representation σ, the quantity J_σ vanishes in one-dimensional, scalar-isotropic, and strictly diagonal cases, but can survive when state-dependent noise directions mix different components and produce measurable changes in fitted stochastic prescriptions and Onsager-Machlup paths.
The finite-step path-likelihood framework for θ-discretized diffusions accurately isolates the continuous-limit Jacobian contribution without additional discretization artifacts that would cancel J_σ.
A matrix-noise Jacobian J_σ = ∂_j σ_ik ∂_i σ_jk − (∂_i σ_ik)(∂_l σ_lk) survives scalar cancellations and measurably affects path likelihoods and Onsager-Machlup paths in multidimensional systems.
References
Receipt and verification
| First computed | 2026-05-18T03:09:08.903244Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
8454b45dbf73d825e349b1ed0b2ab0fdbcf79efdfbd26928c2a0deb8a9b615a1
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Canonical record JSON
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