We extend the recently developed real-time diagrammatic Monte Carlo method, in its hybridization expansion formulation, to the full Kadanoff-Baym-Keldysh contour. This allows us to study real-time dynamics in correlated impurity models starting from an arbitrary, even interacting, initial density matrix. As a proof of concept, we apply the algorithm to study the nonequilibrium dynamics after a local quantum quench in the Anderson impurity model. Being a completely general approach to real-time dynamics in quantum impurity models, it can be used as a solver for nonequilibrium dynamical mean field theory.
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