Generalized quantum Fokker-Planck, diffusion and Smoluchowski equations with true probability distribution functions

Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum regime. In this paper a simple approach to non-Markovian theory of quantum Brownian motion using {\it true probability distribution functions} is presented. Based on an initial coherent state representation of the bath oscillators and an equilibrium canonical distribution of the quantum mechanical mean values of their co-ordinates and momenta we derive a generalized quantum Langevin equation in $c$-numbers and show that the latter is amenable to a theoretical analysis in terms of the classical theory of non-Markovian dynamics. The corresponding Fokker-Planck, diffusion and the Smoluchowski equations are the {\it exact} quantum analogues of their classical counterparts. The present work is {\it independent} of path integral techniques. The theory as developed here is a natural extension of its classical version and is valid for arbitrary temperature and friction (Smoluchowski equation being considered in the overdamped limit).Comment: RevTex, 16 pages, 7 figures, To appear in Physical Review E (minor revision

Approach to Quantum Kramers' Equation and Barrier Crossing Dynamics

We have presented a simple approach to quantum theory of Brownian motion and barrier crossing dynamics. Based on an initial coherent state representation of bath oscillators and an equilibrium canonical distribution of quantum mechanical mean values of their co-ordinates and momenta we have derived a $c$-number generalized quantum Langevin equation. The approach allows us to implement the method of classical non-Markovian Brownian motion to realize an exact generalized non-Markovian quantum Kramers' equation. The equation is valid for arbitrary temperature and friction. We have solved this equation in the spatial diffusion-limited regime to derive quantum Kramers' rate of barrier crossing and analyze its variation as a function of temperature and friction. While almost all the earlier theories rest on quasi-probability distribution functions (like Wigner function) and path integral methods, the present work is based on {\it true probability distribution functions} and is independent of path integral techniques. The theory is a natural extension of the classical theory to quantum domain and provides a unified description of thermal activated processes and tunneling.Comment: RevTex, 18 pages, 2 figures; Minor corrections; To appear in Phys. Rev.

Geometric RSK correspondence, Whittaker functions and symmetrized random polymers

We show that the geometric lifting of the RSK correspondence introduced by A.N. Kirillov (2001) is volume preserving with respect to a natural product measure on its domain, and that the integrand in Givental's integral formula for GL(n,R)-Whittaker functions arises naturally in this context. Apart from providing further evidence that Whittaker functions are the natural analogue of Schur polynomials in this setting, our results also provide a new `combinatorial' framework for the study of random polymers. When the input matrix consists of random inverse gamma distributed weights, the probability distribution of a polymer partition function constructed from these weights can be written down explicitly in terms of Whittaker functions. Next we restrict the geometric RSK mapping to symmetric matrices and show that the volume preserving property continues to hold. We determine the probability law of the polymer partition function with inverse gamma weights that are constrained to be symmetric about the main diagonal, with an additional factor on the main diagonal. The third combinatorial mapping studied is a variant of the geometric RSK mapping for triangular arrays, which is again showed to be volume preserving. This leads to a formula for the probability distribution of a polymer model whose paths are constrained to stay below the diagonal. We also show that the analogues of the Cauchy-Littlewood identity in the setting of this paper are equivalent to a collection of Whittaker integral identities conjectured by Bump (1989) and Bump and Friedberg (1990) and proved by Stade (2001, 2002). Our approach leads to new `combinatorial' proofs and generalizations of these identities, with some restrictions on the parameters.Comment: v2: significantly extended versio

Interest Rates and Information Geometry

The space of probability distributions on a given sample space possesses natural geometric properties. For example, in the case of a smooth parametric family of probability distributions on the real line, the parameter space has a Riemannian structure induced by the embedding of the family into the Hilbert space of square-integrable functions, and is characterised by the Fisher-Rao metric. In the nonparametric case the relevant geometry is determined by the spherical distance function of Bhattacharyya. In the context of term structure modelling, we show that minus the derivative of the discount function with respect to the maturity date gives rise to a probability density. This follows as a consequence of the positivity of interest rates. Therefore, by mapping the density functions associated with a given family of term structures to Hilbert space, the resulting metrical geometry can be used to analyse the relationship of yield curves to one another. We show that the general arbitrage-free yield curve dynamics can be represented as a process taking values in the convex space of smooth density functions on the positive real line. It follows that the theory of interest rate dynamics can be represented by a class of processes in Hilbert space. We also derive the dynamics for the central moments associated with the distribution determined by the yield curve.Comment: 20 pages, 3 figure

Quantum Turing Machines Computations and Measurements

Contrary to the classical case, the relation between quantum programming languages and quantum Turing Machines (QTM) has not being fully investigated. In particular, there are features of QTMs that have not been exploited, a notable example being the intrinsic infinite nature of any quantum computation. In this paper we propose a definition of QTM, which extends and unifies the notions of Deutsch and Bernstein and Vazirani. In particular, we allow both arbitrary quantum input, and meaningful superpositions of computations, where some of them are "terminated" with an "output", while others are not. For some infinite computations an "output" is obtained as a limit of finite portions of the computation. We propose a natural and robust observation protocol for our QTMs, that does not modify the probability of the possible outcomes of the machines. Finally, we use QTMs to define a class of quantum computable functions---any such function is a mapping from a general quantum state to a probability distribution of natural numbers. We expect that our class of functions, when restricted to classical input-output, will be not different from the set of the recursive functions.Comment: arXiv admin note: substantial text overlap with arXiv:1504.02817 To appear on MDPI Applied Sciences, 202