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Cambridge University Press eBooks

Elements of probability theory

L. Mandeļ, E. Wolf

Published Sep 29, 1995• 3 citations
Publisher

Abstract

Definitions The concept of probability is of considerable importance in optics, as in any situation in which the outcome of a given trial or measurement is uncertain. Under these conditions it is desirable to be able to associate a measure with the likelihood of the outcome or the event in question; such a measure is called the probability of the event. Several different definitions of probability have been adopted at various times in the past. The classical definition is based on an exhaustive enumeration of the possible outcomes of an experiment or trial. If the trial has N distinguishable, mutually exclusive outcomes, which are equally likely to occur, and if n out of these N possible outcomes have an attribute or characteristic that we call ‘success’, then the probability of success in any one trial is given by the ratio n/N . For example, if we roll a die, and if each of the six digits is equally likely to be on top when the die comes to rest, there are N = 6 distinguishable outcomes. If we identify success with an even number, for example, then since there are three different ways in which success can be achieved, it follows that the probability of success when the die is rolled is given by 3/6 = 1/2. Unfortunately, an exhaustive enumeration of all possibilities is not always feasible. Another common definition of probability is based on the notion of relative frequency of success.

DOI
10.1017/cbo9781139644105.002

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Definitions The concept of probability is of considerable importance in optics, as in any situation in which the outcome of a given trial or measurement is uncertain. Under these conditions it is desirable to be able to associate a measure with the likelihood of the outcome or the event in question; such a measure is called the probability of the event. Several different definitions of probability have been adopted at various times in the past. The classical definition is based on an exhaustive enumeration of the possible outcomes of an experiment or trial. If the trial has N distinguishable, mutually exclusive outcomes, which are equally likely to occur, and if n out of these N possible outcomes have an attribute or characteristic that we call ‘success’, then the probability of success in any one trial is given by the ratio n/N . For example, if we roll a die, and if each of the six digits is equally likely to be on top when the die comes to rest, there are N = 6 distinguishable outcomes. If we identify success with an even number, for example, then since there are three different ways in which success can be achieved, it follows that the probability of success when the die is rolled is given by 3/6 = 1/2. Unfortunately, an exhaustive enumeration of all possibilities is not always feasible. Another common definition of probability is based on the notion of relative frequency of success.
Classical sample space and event algebra Probability theory is based upon the concept of a sample space of mutually exclusive possibilities, one and only one of which actually occurs, or is true, in any given situation. The elements of the sample space are sometimes called points or elements or events . In classical and quantum mechanics the sample space usually consists of various possible states or properties of some physical system. For example, if a coin is tossed, there are two possible outcomes: H (heads) or T (tails), and the sample space S is { H, T }. If a die is rolled, the sample space S consists of six possible outcomes: s = 1, 2, 3, 4, 5, 6. If two individuals A and B share an office, the occupancy sample space consists of four possibilities: an empty office, A present, B present, or both A and B present. Associated with a sample space S is an event algebra B consisting of subsets of elements of the sample space. In the case of a die, “ s is even” is an event in the event algebra. So are “ s is odd”, “ s is less than 4”, and “ s is equal to 2.” It is sometimes useful to distinguish events which are elements of the sample space, such as s = 2 in the previous example, and those which correspond to more than one element of the sample space, such as “ s is even”. We shall refer to the former as elementary events and to the latter as compound events.
Quantum probability and quantum mechanics The formalism of quantum probability theory Discussions of quantum mechanics are often confused by a lack of clarity about what exactly constitutes ‘quantum mechanics’. It is therefore useful to try at the start to isolate a consistent mathematical core of quantum mechanics, and consider anything that goes beyond this core to be ‘interpretation’. For us, this core is quantum probability theory. Quantum probability is a generalization of classical probability, and therefore I begin with a brief review of the latter. I assume that the reader has some familiarity with the ideas of probability theory. What follows is just to provide a quick review, and to establish some notation and terminology. In modern classical probability theory, probabilities are defined over algebras of events. The motivation is straightforward: we begin with a set of ‘primitive’, or ‘simple’, events (the ‘sample space’), and form an algebra of events by taking all logical combinations of the simple events. For example, let us take the simple events to be the possible results of rolling a six-sided die one time, so that the sample space is the set {1,2,3,4,5,6}. We then form an algebra of events from the sample space by taking all possible logical combinations of the simple events. Logical combinations include, for example, ‘either 3 or 5’ and ‘not 3 and not 2’.
The probability of an outcome was taken to be something closely related to the frequency with which that outcome could be expected to occur in a large number of identical repeated trials of some specified kind. A fundamental theorem of probability theory, Bayes' Theorem, relates the probability of a hypothesis on the basis of evidence to the conditional probability of the evidence, given the truth of the hypothesis and the initial probability that the hypothesis is true. "Nonpathological" means, essentially, that the initial probability distribution will give probability zero to any region of microconditions that have zero probability in the familiar, standard measure. Any non-pathological initial probability distribution for a mixing system will, as time goes into past infinity, also evolve into a probability distribution that is coarsely like the equilibrium distribution. The probability distribution is rationalized by showing that it is the uniquely stationary one that gives probability zero to regions given probability zero in that very natural measure.
Classically, probability is considered in terms of the number of possible outcomes. For example, a die toss has six possible outcomes and a coin toss, two. Probability calculations make use of probabilities and hence of the total number of possible outcomes. Thus, they are not deterministic calculations which follow “what happens” as in Newtonian mechanics. We suggest that if free particle quantum mechanics is probabilistic, it must also involve the notion of possible outcomes in an experiment and not represent a deterministic approach. We suggest, however, that something interesting applies to quantum mechanics because we have suggested that free particle quantum mechanics arises from the Lorentz invariant A = -Et+px. We note that there exist x,t trajectory points which follow x=vt. We also note, however, that one may introduce the idea of intervals dx, dt (because Newton’s dx→0, dt→0 is an idealization) and that A is unchanged for x,t and x+hbar/p , t+hbar/E. In other words, we suggest that there are intervals with probability about each x,t trajectory point. A trajectory point is associated with deterministic physics, but probability about this point is not. In other words, one has a kind of hybrid probability scheme. Thus, exp(ipx) and exp(-iEt) really represent fluctuation probabilities about a trajectory point x and t. These ranges of possible x and t fluctuations about a trajectory point x,t allow for further probability to occur in certain interactions. We consider two examples. The first is 2-slit interference which involves a deterministic particle moving along a straight line towards a 2-slit mechanism perpendicular to its path. At the 2-slit apparatus, one considers a probabilistic calculation as the uncertainty in x, i.e. dx=hbar/p allows for possible interaction with both slits. This involves considering all possible outcomes (i.e. motion through one slit or the other which is a classical situation), but exp(i p dot r1) and exp(i p dot r2) “sit on top” of these trajectories at the 2-slit apparatus and one has interference of the probabilities linked with each classical possible outcome. Thus, there are two sets of probabilities which are intertwined, the probability range hbar/p for each path and the two possible paths which have equal probability. One must consider the possible outcomes for both sets together. We suggest that a similar analysis applies to the case of 1-D reflection-refraction for x=0 at an n1-n2 index of refraction junction. Thus, we suggest that a deterministic free particle with x=vt may encounter probabilistic interaction situations, such as a two-slit apparatus or an n1-n2 index of refraction junction. These are probabilistic only because there is a probability fluctuation scheme in x associated with each deterministic x point. It is this probability which allows for a second probability to arise due to interaction with the slits or at the 1-D n1-n2 junction. In such a case, one must consider all possible outcomes which means that one does not only consider the exp(ipx) type probabilities, but also those linked with the physical interaction, i.e. two possible paths, one from each slit, or an incident, reflected and refracted photon at x=0 (n1-n2 junction). It is a combination of all possible paths which must be used in calculations. We thus suggest that even though there is a sense of determinism, i..e free particles move as x=vt and these exist in the 2-slit case and the 1-D reflection-refraction case, in a probabilistic calculation one must consider all probabilistic outcomes consistent with these. Thus, quantum mechanical calculations are true probabilistic calculations in the sense that they involve all possible outcomes in an analysis.
A striking characteristic of contemporary science is its emphasis upon probability. This is especially notable in quantum mechanics. There is a respect in which probability is the same for all scientific theories. Verifiability requires that any theory predict certain numbers which can be compared with the numbers gained by actual operations of measuring. In actual practice these numbers, which we shall term theoretical measurables and operative measurables respectively, never correspond. It becomes necessary, therefore, for the scientist to specify when the deviation between them is such that verification occurs. These specifications are defined by the theory of errors in which the concept of probability has an essential place and a specific meaning. But the theory of errors is the same for all applications; hence, probability as defined by the theory of errors is the same for all scientific theories.
Probability allows predicting the most and least probable outcomes. However, the probability of an outcome is affected by the physical quantities that describe the universe. The certainty of a single outcome and uncertainties of many outcomes are determined by how uniformly a scalar field (i.e. Potential field, entropy, mass) is distributed over an entity. It is known that an increase in entropy increases the likelihood. In this paper, this knowledge is taken one step further to understand the likelihood of the possible outcomes within an entity which have either a uniform or non-uniform scalar field. Uniform scalar fields over an entity have net-zero scalar field value. An example of Uniform scalar fields over an entity is rolling an unloaded dice where every individual six outcomes have an equal likelihood. Uniform scalar fields over an entity are where most uncertainty occurs as all outcomes have an equal likelihood. The non-uniform scalar field over an entity is where there is most certainty towards a single outcome. For example, a loaded dice has the highest probability for a single outcome. The theoretical model created in this paper is based on two square six by 6 cm dice, where one die is loaded non-uniformly with different chemical molecules of different entropy and mass value and represented with contour lines in a contour map. Another dice is loaded uniformly with the same chemical molecule of the same entropy and mass all over the dice. As the distribution of the chemical molecule is uniform, this configuration represents an unloaded die. Neither entropy nor mass scalar fields alone are capable of determining the outcome of the dice alone. The outcome is also determined by the type of external force, energy acting on the entity (i.e. dice), and the definition of probability. All in all, the Important result is that regardless of the definition of probability, type of external force, energy, or internal scalar field within the entity, the most probable outcome, and the least probable outcome are determined and connected by the gradient of the scalar field (i.e. Gradient of Entropy, ∇ S ) within the entity.