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arXiv:0912.4767

Extended Probabilities: Mathematical Foundations

Mark Burgin

Published Dec 24, 2009• 4 citations
arXivHTMLPDF

Abstract

There are important problems in physics related to the concept of probability. One of these problems is related to negative probabilities used in physics from 1930s. In spite of many demonstrations of usefulness of negative probabilities, physicists looked at them with suspicion trying to avoid this new concept in their theories. The main question that has bothered physicists is mathematical grounding and interpretation of negative probabilities. In this paper, we introduce extended probability as a probability function, which can take both positive and negative values. Defining extended probabilities in an axiomatic way, we show that classical probability is a positive section of extended probability.

DOI
10.48550/arxiv.0912.4767

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There are important problems in physics related to the concept of probability. One of these problems is related to negative probabilities used in physics from 1930s. In spite of many demonstrations of usefulness of negative probabilities, physicists looked at them with suspicion trying to avoid this new concept in their theories. The main question that has bothered physicists is mathematical grounding and interpretation of negative probabilities. In this paper, we introduce extended probability as a probability function, which can take both positive and negative values. Defining extended probabilities in an axiomatic way, we show that classical probability is a positive section of extended probability.
Negative probability has found diverse applications in theoretical physics. Thus, construction of sound and rigorous mathematical foundations for negative probability is important for physics. There are different axiomatizations of conventional probability. So, it is natural that negative probability also has different axiomatic frameworks. In the previous publications (Burgin, 2009; 2010), negative probability was mathematically formalized and rigorously interpreted in the context of extended probability. In this work, the axiomatic system that synthesizes conventional probability and negative probability is constructed in the form of combined probability. In a mathematically rigorous way, both theoretical concepts - combined probability and extended probability - stretch conventional probability so that it can takes negative values. After introducing axioms for combined probability, we study its properties, as well as relations to extended probability and conventional probability.
This paper is devoted to foundations of probability theory. We discuss interpretations of probability, corresponding mathematical formalisms, and applications to quantum physics. One of the aims of this paper is to show that the probability model based on Kolmogorov's axiomatics cannot describe all stochastic phenomena, i.e., that quantum physics induces natural restrictions of the use of Kolmogorov's theory and that we need to develop non-Kolmogorov models for describing some quantum phenomena. The physical motivations are presented in a clear and brief manner. Thus the reader does not need to have preliminary knowledgeof quantum physics. Our main idea is that we cannot develop non-Kolmogorov models by the formal change of Kolmogorov's axiomatics. We begin with interpretations (classical, frequency, and proportional). Then we present a class of non-Kolmogorov models described by so-called p-adic numbers. Here, in particular, we obtain a quite natural realization of negative probabilities. These negative probability distributions might provide a solution of some quantum paradoxes.
Summary It has been shown that orthodox probability theory may consistently be extended to include probability numbers outside the conventional range, and in particular negative probabilities. Random variables are correspondingly generalized to include extraordiary random variables; these have been defined in general, however, only through their characteristic functions. This generalized theory implies redundancy, and its use is a matter of convenience. Eddington(3) has employed it in this sense to introduce a correction to the fluctuation in number of particles within a given volume. Negative probabilities must always be combined with positive ones to give an ordinary probability before a physical interpretation is admissible. This suggests that where negative probabilities have appeared spontaneously in quantum theory it is due to the mathematical segregation of systems or states which physically only exist in combination.
Foundational issues in statistical mechanics and the more general question of how probability is to be understood in the context of physical theories are both areas that have been neglected by philosophers of physics. This book fills an important gap in the literature by providing a most systematic study of how to interpret probabilistic assertions in the context of statistical mechanics. The book explores both subjectivist and objectivist accounts of probability, and takes full measure of work in the foundations of probability theory, in statistical mechanics, and in mathematical theory. It will be of particular interest to philosophers of science, physicists and mathematicians interested in foundational issues, and also to historians of science.
The concept of „negative probability” has become one of interest in research. Initially developed in connection with physics (negative probabilities are important in the analysis of quantum phenomena), nowadays it has applications in many other scientific disciplines. Its main advantage is that it extends the classical probability theory, which involves values between 0 and 1, allowing negative or supraunitary values. From this point of view, negative probabilities are a useful tool that facilitates the calculation and makes analysis more flexible through models. This paper aims to present the theoretical framework, the principles in relation to which the use of negative probabilities in economics, in general, can be understood. The existing literature highlights that the negative probabilities are appropriate in the analysis of stochastic processes and, from this perspective, has developed applications especially in the field of finance. In this sense, negative probabilities are used in models such as the binomial CRR model (The Cox-Ross-Rubinstein Market Model), that evaluate the price of derivatives on the capital market, those that include hidden variable (non-observable) etc. In our analysis we describe these models and, based on them, we try to identify the features of the negative probabilities that can be used in the economic field. The research is a theoretical one, leading the way for new approaches in the direction of using negative probabilities in macroeconomic modelling.
This paper addresses the central question of what a coherent concept of probability might look like that would do justice to both classical probability theory, axiomatized by Kolmogorov, and quantum theory. At a time when quanta are receiving increased and expanded attention -- think, for example, of the advances in quantum computers or the promises associated with this new technology (National Academies of Sciences: Engineering, and Medicine, 2019) -- an adequate interpretation of probability, which is no less important, should be given due attention, particularly with regard to quantum theory.