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arXiv:1308.2363 · Markov Processes And Related Fields

Feynman-Kac formula for Levy processes and semiclassical (Euclidean) momentum representation

Nicolas Privault, Xiangfeng Yang, Jean-Claude Zambrini

Published Aug 11, 2013• 1 citation
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Abstract

We prove a version of the Feynman-Kac formula for Levy processes and integro-differential operators, with application to the momentum representation of suitable quantum (Euclidean) systems whose Hamiltonians involve Lévy-type potentials. Large deviation techniques are used to obtain the limiting behavior of the systems as the Planck constant approaches zero. It turns out that the limiting behavior coincides with fresh aspects of the semiclassical limit of (Euclidean) quantum mechanics. Non-trivial examples of Levy processes are considered as illustrations and precise asymptotics are given for the terms in both configuration and momentum representations.

DOI
10.48550/arxiv.1308.2363

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We prove a version of the Feynman-Kac formula for Levy processes and integro-differential operators, with application to the momentum representation of suitable quantum (Euclidean) systems whose Hamiltonians involve Lévy-type potentials. Large deviation techniques are used to obtain the limiting behavior of the systems as the Planck constant approaches zero. It turns out that the limiting behavior coincides with fresh aspects of the semiclassical limit of (Euclidean) quantum mechanics. Non-trivial examples of Levy processes are considered as illustrations and precise asymptotics are given for the terms in both configuration and momentum representations.
A new class of Gaussian (‘‘Bernstein’’) diffusion processes associated with semiclassical quantum dynamics is introduced and studied according to a new Euclidean strategy for the quantization of systems of particles in a potential (‘‘Euclidean quantum mechanics’’). All the measures known by other means, up to now, are included as particular cases of the present framework. It is shown that the theory may be regarded as a well-defined probabilistic version of Feynman’s space-time approach distinct, in particular, from the one due to Kac, and with much closer relations with classical Lagrangian dynamics. Many explicit examples are considered.
Evolution semigroups generated by pseudo-differential operators are considered. These operators are obtained by different (parameterized by a number τ) procedures of quantization from a certain class of functions (or symbols) defined on the phase space. This class contains Hamilton functions of particles with variable mass in magnetic and potential fields and more general symbols given by the Lévy-Khintchine formula. The considered semigroups are represented as limits of n-fold iterated integrals when n tends to infinity. Such representations are called Feynman formulae. Some of these representations are constructed with the help of another pseudo-differential operator, obtained by the same procedure of quantization; such representations are called Hamiltonian Feynman formulae. Some representations are based on integral operators with elementary kernels; these are called Lagrangian Feynman formulae. Langrangian Feynman formulae provide approximations of evolution semigroups, suitable for direct computations and numerical modeling of the corresponding dynamics. Hamiltonian Feynman formulae allow to represent the considered semigroups by means of Feynman path integrals. In the article, a family of phase space Feynman pseudomeasures corresponding to different procedures of quantization is introduced. The considered evolution semigroups are represented as phase space Feynman path integrals with respect to these Feynman pseudomeasures, i.e., different quantizations correspond to Feynman path integrals with the same integrand but with respect to different pseudomeasures. This answers Berezin’s problem of distinguishing a procedure of quantization on the language of Feynman path integrals. Moreover, the obtained Lagrangian Feynman formulae allow also to calculate these phase space Feynman path integrals and to connect them with some functional integrals with respect to probability measures.
In this work is introduced the harmonic oscillator process that in probability is known as Ornstein-Uhlenbeck process or velocities process of Ornstein-Uhlenbeck and is established that the mathematical expectation of certain functionals of this process coincides with the expected value of certain observables in the fundamental state or basis state to the oscillator and with it is found a relation between the spaces of classical and quantum probability. Furthermore is established a certain algebra of operators that gives rise to the dynamics of quantum harmonic oscillator and to consider certain class of perturbations of the Hamiltonian corresponding to their harmonic oscillator is obtained a version of the Feynman-Kac formula with a dilatation generated by the unitary group of translations for a co-cycle. Finally are given some generalizations of the Feynman-Kac formula.
Evolution semigroups generated by pseudo-differential operators are considered. These operators are obtained by different (parameterized by a number τ) procedures of quantization from a certain class of functions (or symbols) defined on the phase space. This class contains Hamilton functions of particles with variable mass in magnetic and potential fields and more general symbols given by the Lévy-Khintchine formula. The considered semigroups are represented as limits of n-fold iterated integrals when n tends to infinity. Such representations are called Feynman formulae. Some of these representations are constructed with the help of another pseudo-differential operator, obtained by the same procedure of quantization; such representations are called Hamiltonian Feynman formulae. Some representations are based on integral operators with elementary kernels; these are called Lagrangian Feynman formulae. Langrangian Feynman formulae provide approximations of evolution semigroups, suitable for direct computations and numerical modeling of the corresponding dynamics. Hamiltonian Feynman formulae allow to represent the considered semigroups by means of Feynman path integrals. In the article, a family of phase space Feynman pseudomeasures corresponding to different procedures of quantization is introduced. The considered evolution semigroups are represented as phase space Feynman path integrals with respect to these Feynman pseudomeasures, i.e., different quantizations correspond to Feynman path integrals with the same integrand but with respect to different pseudomeasures. This answers Berezin’s problem of distinguishing a procedure of quantization on the language of Feynman path integrals. Moreover, the obtained Lagrangian Feynman formulae allow also to calculate these phase space Feynman path integrals and to connect them with some functional integrals with respect to probability measures.
The main purpose of the paper is an essentially probabilistic analysis of relativistic quantum mechanics. It is based on the assumption that whenever probability distributions arise, there exists a stochastic process that is either responsible for temporal evolution of a given measure or preserves the measure in the stationary case. Our departure point is the so-called Schrödinger problem of probabilistic evolution, which provides for a unique Markov stochastic interpolation between any given pair of boundary probability densities for a process covering a fixed, finite duration of time, provided we have decided a priori what kind of primordial dynamical semigroup transition mechanism is involved. In the nonrelativistic theory, including quantum mechanics, Feyman-Kac-like kernels are the building blocks for suitable transition probability densities of the process. In the standard "free" case (Feynman-Kac potential equal to zero) the familiar Wiener noise is recovered. In the framework of the Schrödinger problem, the "free noise" can also be extended to any infinitely divisible probability law, as covered by the Lévy-Khintchine formula. Since the relativistic Hamiltonians ∣∇∣|\nabla |∣∇∣