Superpositions of Probability Distributions
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Publication:6208313
DOI10.1103/PHYSREVE.78.031122arXiv0802.0695WikidataQ51867011 ScholiaQ51867011MaRDI QIDQ6208313FDOQ6208313
Authors: Petr Jizba, Hagen Kleinert 
Publication date: 5 February 2008
Abstract: 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 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.
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