Electronics and Communications in Japan (Part III Fundamental Electronic Science)
Coherent‐state representations for functionals of the wiener process and the poisson process
Hisanao Ogura
Abstract
Abstract By an analogy between the theories of the Wiener functional and photon quantum field, such as the Wiener‐Itô expansion and the Fock‐space representation, a “coherent‐state” representation is introduced as a functional integral of nonorthogonal, overcomplete basis, corresponding to the coherent‐state representation of a photon field. A discrete‐state version is given to the “coherent‐state” representation in a form convenient for practical application. Analogously, a “coherent‐state” representation is established for functional of the Poisson process, where a remarkable analogy exists between the two. The Wiener‐Itô representation is derived from the coherent‐state representation by interpreting the coherent state as a generating functional of the orthogonal functionals.