Technical Physics
Schrödinger's interpolation problem and its probabilistic solutions
Piotr Garbaczewski
Abstract
Abstract: Probablistic solutions of the so called Schrödinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for a certain dynamical process taking place in a finite-time interval. The key problem is to select the jointly continuous in all variables positive semigroup kernel, appropriate for the phenomenological (physical) situation. The issue of deriving a microscopic dynamics from the input-output statistics data (analyzed in terms of densities) was addressed, as the Schrödinger problem of a probabilistic interpolation, in a number of publications [1] – [6]. We shall consider Markovian propagation scenarios so remaining within the well established framework, where for any two Borel sets A, B ⊂ R on which the strictly positive boundary densities ρ(x, 0) and ρ(x, T) are defined, the transition probability m(A, B) from the set A to the set B in the time interval T> 0 has a bi-variate density given in a specific factorized form: m(x, y) = f(x)k(x, 0, y, T)g(y), with marginals: ∫