Superpositions of probability distributions
نویسندگان
چکیده
منابع مشابه
Superpositions of probability distributions.
Probability distributions which can be obtained from superpositions of Gaussian distributions of different variances v=sigma;{2} play a favored role in quantum theory and financial markets. Such superpositions need not necessarily obey the Chapman-Kolmogorov semigroup relation for Markovian processes because they may introduce memory effects. We derive the general form of the smearing distribut...
متن کامل2 7 A ug 2 00 8 Superpositions of Probability Distributions
Abstract Probability distributions which can be obtained from superpositions of Gaussian distributions of different variances v = σ2 play a favored role in quantum theory and financial markets. Such superpositions need not necessarily obey the Chapman-Kolmogorov semigroup relation for Markovian processes because they may introduce memory effects. We derive the general form of the smearing distr...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2008
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.78.031122