Challenges
Datasets
Workspaces
Papers
Discussions
Leaderboard
Log inSign up
Challenges
Datasets
Workspaces
Papers
Discussions
Leaderboard
Blog
Job Board
Q3AS

© 2026 Aqora Quantum S.A.S.

TermsPrivacyLegal Notice

arXiv:0811.0933 · Journal of Mathematical Physics

Discrete-time classical and quantum Markovian evolutions: Maximum entropy problems on path space

Michele Pavon, Francesco Ticozzi

Published Apr 1, 2010• 40 citations
arXivHTMLPDF

Abstract

The theory of Schrödinger bridges for diffusion processes is extended to classical and quantum discrete-time Markovian evolutions. The solution of the path-space maximum entropy problems is obtained from the a priori model in both cases via a suitable multiplicative functional transformation. In the quantum case, nonequilibrium time reversal of quantum channels is discussed and space-time harmonic processes are introduced.

DOI
10.1063/1.3372725

Related papers

Maximum entropy on path space for classical and quantum Markov chains

Michele Pavon, Francesco Ticozzi

The theory of Schrödinger bridges for diffusion processes is extended to classical and quantum Markov chains. Taking into account the past-future lack of symmetry of the discrete-time setting, results bear a striking resemblance to the classical ones. In particular, the solution of the path space maximum entropy problems is always obtained from the a priori model by means of a suitable multiplicative functional transformation. In the quantum case, nonequilibrium time reversal of quantum channels is discussed and space-time harmonic processes are introduced.

•Nov 6, 2008•0 citations

Schr ¨ odinger bridges for discrete-time, classical and quantum Markovian evolutions

Michele Pavon, Francesco Ticozzi

The theory of Schr¨ odinger bridges for diffusion processes is extended to discrete-time Markov chains, and to some problems for quantum discrete-time processes. Taking into account the past-future lack of symmetry of the discrete-time setting, results bear a striking resemblance to the classical ones. In particular, the solution of the path space maximum entropy problems is always obtained from the model by means of a suitable multiplicative functional transformation. Index Terms—Markov chain, maximum entropy problem, Schr¨ odinger bridge, time reversal evolution, space-time har- monic function, quantum operation. odinger considered, and basically solved, the following abstract probabilistic problem: Suppose a large number N of independent Brownian particles have been observed to have density ρ0(x) at time t0 and density ρ1(x) at some later time t1. Suppose the latter density considerably differs from what is predicted by the law of large numbers. It is apparent that the particles have been transported in an unlikely way. But of the many unlikely ways in which this could have happened, which one is the most likely? In modern terminology, this is a problem of large deviations of the empirical distribution. Using a coarse graining approach, Schrcomputed the most likely endpoint distribution under the prior tran- sition density of the Brownian motion p(s,x,t,y) and with the prescribed marginals. It turned out that the solution, namely the bridge from ρ0 to ρ1 over Brownian motion, has at each time a density q that factors as q(x,t )= ϕ(x,t)ˆ ϕ(x,t), where ϕ and ˆ ϕ are, in the language of Doob, a p-harmonic and a p-coharmonic functions, respectively. The existence and uniqueness of such a pair (ϕ, ˆ ϕ) satisfying the factorization above and the boundary conditions was guessed by Schron the basis of his intuition. He was later shown to be quite right in various degrees of generality by Fortet (9), Beurling (4), Jamison (11), F¨

•Jan 1, 2010•1 citation

Time-reversal and strong H-theorem for quantum discrete-time Markov channels

Francesco Ticozzi, Michele Pavon

The time reversal of a completely-positive, nonequilibrium discrete-time quantum Markov evolution is derived via a suitable adjointness relation. Space-time harmonic processes are introduced for the forward and reverse-time transition mechanisms, and their role for relative entropy dynamics is discussed.

•Jan 1, 2009•0 citations

Why quantum dynamics can be formulated as a Markov process

Piotr Garbaczewski, Robert Olkiewicz

We invert the well-developed strategy of studying dynamics in terms of probability densities and investigate the problem of the most likely microscopic propagation scenario, which is consistent with the given priori (possibly phenomenological) input-output statistics data for the process taking place in a finite-time interval. A solution of this so-called Schr\"odinger problem is known to provide an adequate probabilistic framework for the measure preserving dynamics which is Markovian. We pay particular attention to the subclass of nonstationary solutions, determined by unitary-wave-packet evolution (Schr\"odinger wave mechanics). The existence of the pertinent Markovian diffusion is known on general grounds, but no explicit demonstration (through detailed computational arguments) until now was available even in the simplest cases. We give a definitive probabilistic description of the free quantum dynamics as a stochastic process solving Schr\"odinger's interpolation problem. The Markov diffusion arised as a particular case singled out by a suitable Feynman-Kac semigroup.

Physical Review A•May 1, 1995•19 citations

Schrödinger equations and diffusion theory

正雄 長沢

Preface.- I Introduction and Motivation.- II Diffusion Processes and their Transformations.- III Duality and Time Reversal of Diffusion Processes.- IV Equivalence of Diffusion and Schrodinger Equations.- V Variational Principle.- VI Diffusion Processes in q-Representation.- VII Segregation of a Population.- VIII The Schrodinger Equation can be a Boltzmann Equation.- IX Applications of the Statistical Model for Schrodinger Equations.- X Relative Entropy and Csiszar's Projection.- XI Large Deviations.- XII Non-Linearity Induced by the Branching Property.- Appendix.- References.- Index.

Birkhäuser-Verlag eBooks•Jan 1, 1993•0 citations

Quantum Schrödinger bridges: Large deviations and time-symmetric ensembles

Olga Movilla Miangolarra, Ralph Sabbagh, Tryphon T. Georgiou

Quantum counterparts of Schrodinger's classical bridge problem have been around for the better part of half a century. During that time, several quantum approaches to this multifaceted classical problem have been introduced. In the present work, we unify, extend, and interpret several such approaches through a classical large deviations perspective. To this end, we consider time-symmetric ensembles that are pre- and post-selected before and after a Markovian experiment is performed. The Schrodinger bridge problem is that of finding the most likely joint distribution of initial and final outcomes that is consistent with obtained endpoint results. The derived distribution provides quantum Markovian dynamics that bridge the observed endpoint states in the form of density matrices. The solution retains its classical structure in that density matrices can be expressed as the product of forward-evolving and backward-evolving matrices. In addition, the quantum Schrodinger bridge allows inference of the most likely distribution of outcomes of an intervening measurement with unknown results. This distribution may be written as a product of forward- and backward-evolving expressions, in close analogy to the classical setting, and in a time-symmetric way. The derived results are illustrated through a two-level amplitude damping example.

arXiv:2503.05886•Physical Review A•Jun 11, 2025•1 citation
The theory of Schrödinger bridges for diffusion processes is extended to classical and quantum discrete-time Markovian evolutions. The solution of the path-space maximum entropy problems is obtained from the a priori model in both cases via a suitable multiplicative functional transformation. In the quantum case, nonequilibrium time reversal of quantum channels is discussed and space-time harmonic processes are introduced.
The theory of Schrödinger bridges for diffusion processes is extended to classical and quantum Markov chains. Taking into account the past-future lack of symmetry of the discrete-time setting, results bear a striking resemblance to the classical ones. In particular, the solution of the path space maximum entropy problems is always obtained from the a priori model by means of a suitable multiplicative functional transformation. In the quantum case, nonequilibrium time reversal of quantum channels is discussed and space-time harmonic processes are introduced.
The theory of Schr¨ odinger bridges for diffusion processes is extended to discrete-time Markov chains, and to some problems for quantum discrete-time processes. Taking into account the past-future lack of symmetry of the discrete-time setting, results bear a striking resemblance to the classical ones. In particular, the solution of the path space maximum entropy problems is always obtained from the model by means of a suitable multiplicative functional transformation. Index Terms—Markov chain, maximum entropy problem, Schr¨ odinger bridge, time reversal evolution, space-time har- monic function, quantum operation. odinger considered, and basically solved, the following abstract probabilistic problem: Suppose a large number N of independent Brownian particles have been observed to have density ρ0(x) at time t0 and density ρ1(x) at some later time t1. Suppose the latter density considerably differs from what is predicted by the law of large numbers. It is apparent that the particles have been transported in an unlikely way. But of the many unlikely ways in which this could have happened, which one is the most likely? In modern terminology, this is a problem of large deviations of the empirical distribution. Using a coarse graining approach, Schrcomputed the most likely endpoint distribution under the prior tran- sition density of the Brownian motion p(s,x,t,y) and with the prescribed marginals. It turned out that the solution, namely the bridge from ρ0 to ρ1 over Brownian motion, has at each time a density q that factors as q(x,t )= ϕ(x,t)ˆ ϕ(x,t), where ϕ and ˆ ϕ are, in the language of Doob, a p-harmonic and a p-coharmonic functions, respectively. The existence and uniqueness of such a pair (ϕ, ˆ ϕ) satisfying the factorization above and the boundary conditions was guessed by Schron the basis of his intuition. He was later shown to be quite right in various degrees of generality by Fortet (9), Beurling (4), Jamison (11), F¨
We invert the well-developed strategy of studying dynamics in terms of probability densities and investigate the problem of the most likely microscopic propagation scenario, which is consistent with the given priori (possibly phenomenological) input-output statistics data for the process taking place in a finite-time interval. A solution of this so-called Schr\"odinger problem is known to provide an adequate probabilistic framework for the measure preserving dynamics which is Markovian. We pay particular attention to the subclass of nonstationary solutions, determined by unitary-wave-packet evolution (Schr\"odinger wave mechanics). The existence of the pertinent Markovian diffusion is known on general grounds, but no explicit demonstration (through detailed computational arguments) until now was available even in the simplest cases. We give a definitive probabilistic description of the free quantum dynamics as a stochastic process solving Schr\"odinger's interpolation problem. The Markov diffusion arised as a particular case singled out by a suitable Feynman-Kac semigroup.
Preface.- I Introduction and Motivation.- II Diffusion Processes and their Transformations.- III Duality and Time Reversal of Diffusion Processes.- IV Equivalence of Diffusion and Schrodinger Equations.- V Variational Principle.- VI Diffusion Processes in q-Representation.- VII Segregation of a Population.- VIII The Schrodinger Equation can be a Boltzmann Equation.- IX Applications of the Statistical Model for Schrodinger Equations.- X Relative Entropy and Csiszar's Projection.- XI Large Deviations.- XII Non-Linearity Induced by the Branching Property.- Appendix.- References.- Index.
Quantum counterparts of Schrodinger's classical bridge problem have been around for the better part of half a century. During that time, several quantum approaches to this multifaceted classical problem have been introduced. In the present work, we unify, extend, and interpret several such approaches through a classical large deviations perspective. To this end, we consider time-symmetric ensembles that are pre- and post-selected before and after a Markovian experiment is performed. The Schrodinger bridge problem is that of finding the most likely joint distribution of initial and final outcomes that is consistent with obtained endpoint results. The derived distribution provides quantum Markovian dynamics that bridge the observed endpoint states in the form of density matrices. The solution retains its classical structure in that density matrices can be expressed as the product of forward-evolving and backward-evolving matrices. In addition, the quantum Schrodinger bridge allows inference of the most likely distribution of outcomes of an intervening measurement with unknown results. This distribution may be written as a product of forward- and backward-evolving expressions, in close analogy to the classical setting, and in a time-symmetric way. The derived results are illustrated through a two-level amplitude damping example.