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Physics Letters B

On complex probabilities

Giorgio Parisi A

Published Nov 1, 1983• 416 citations
Publisher
DOI
10.1016/0370-2693(83)90525-7

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A probability density is proposed in complex space. This probability density is defined by replacing xxx with zzz in the Born probability density of quantum mechanics, and it is real valued and non-negative in complex space. In addition, the Eulerian rate equation for the probability density is derived, and the rate of change of the probability density is determined by the total energy density. Furthermore, this complex-extended Born probability density correctly reflects information of the trajectory dynamics for the wave function in complex space.
Probability theory is fundamental for modeling uncertainty, with traditional probabilities being real and non-negative. Complex probability extends this concept by allowing complex-valued probabilities, opening new avenues for analysis in various fields. This paper explores the information-theoretic aspects of complex probability, focusing on its definition, properties, and applications. We extend Shannon entropy to complex probability and examine key properties, including maximum entropy, joint entropy, conditional entropy, equilibration, and cross entropy. These results offer a framework for understanding entropy in complex probability spaces and have potential applications in fields such as statistical mechanics and information theory.