Convergence of the Langevin simulation for complex Gaussian integrals
Richard W. Haymaker A, Yingcai Peng · Physical review. D. Particles, fields, gravitation, and cosmology/Physical review. D. Particles and fields · 1990
We solve the two-variable Fokker-Planck equation for the real probability distribution generated by the complex Langevin equation for a complex Gaussian integral. We find the eigenvalues, eigen-vectors, and time-dependent behavior.