2 7 A ug 2 00 8 Superpositions of Probability Distributions

نویسنده

  • Hagen Kleinert
چکیده

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 distributions in v which do not destroy the semigroup property. The smearing technique has two immediate applications. It permits simplifying the system of Kramers-Moyal equations for smeared and unsmeared conditional probabilities, and can be conveniently implemented in the path integral calculus. In many cases, the superposition of path integrals can be evaluated much easier than the initial path integral. Three simple examples are presented, and it is shown how the technique is extended to quantum mechanics.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

ar X iv : 0 80 2 . 06 95 v 1 [ co nd - m at . o th er ] 5 F eb 2 00 8 Superpositions of Probability Distributions

Probability distributions which can be obtained from superpositions of Gaussian distributions of different variances v = σ 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 distributions i...

متن کامل

ar X iv : 0 80 8 . 36 90 v 1 [ qu an t - ph ] 2 7 A ug 2 00 8 Entanglement dynamics of two - qubit system in different types of noisy channels ∗

X iv :0 80 8. 36 90 v1 [ qu an tph ] 2 7 A ug 2 00 8 Entanglement dynamics of two-qubit system in different types of noisy channels ∗ C. J. Shan, J. B. Liu, W. W. Cheng, T. K. Liu, Y. X. Huang, and H. Li College of Physics and Electronic Science, Hubei Normal University, Huangshi 435002, China (Dated: August 27, 2008) Abstract In this paper, we study entanglement dynamics of a two-qubit extende...

متن کامل

7 A ug 2 00 8 Local analytic classification of q - difference

2 Analytic factorization of q-difference operators 7 2.1 The Newton polygon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 2.2 Admissible q-difference operators . . . . . . . . . . . . . . . . . . . . . . . . . 8 2.3 Analytic factorization of admissible q-difference operators . . . . . . . . . . . 9 2.4 A digression on formal factorization of q-difference operators . . . . . ...

متن کامل

A ug 2 00 5 RAINBOW HAMILTON CYCLES IN RANDOM REGULAR GRAPHS SVANTE JANSON

A rainbow subgraph of an edge-coloured graph has all edges of distinct colours. A random d-regular graph with d even, and having edges coloured randomly with d/2 of each of n colours, has a rainbow Hamilton cycle with probability tending to 1 as n → ∞, provided d ≥ 8.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2008