The paradigm of complex probability and the Brownian motion

被引:6
|
作者
Abou Jaoude, Abdo [1 ]
机构
[1] Notre Dame Univ Louaize, Fac Nat & Appl Sci, Dept Math & Stat, Zouk Mosbeh, Lebanon
来源
关键词
extended Kolmogorov's axioms; complex set; probability norm; degree of our knowledge; chaotic factor; Gauss-Laplace distribution; diffusion; entropy; resultant complex random vector;
D O I
10.1080/21642583.2015.1108885
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Andrey N. Kolmogorov's system of axioms can be extended to encompass the imaginary set of numbers and this by adding to his original five axioms an additional three axioms. Hence, any experiment can thus be executed in what is now the complex probability set C which is the sum of the real set R with its corresponding real probability, and the imaginary set M with its corresponding imaginary probability. The objective here is to evaluate the complex probabilities by considering supplementary new imaginary dimensions to the event occurring in the 'real' laboratory. Whatever the probability distribution of the input random variable in R is, the corresponding probability in the whole set C is always one, so the outcome of the random experiment in C can be predicted totally. The result indicates that chance and luck in R is replaced now by total determinism in C. This is the consequence of the fact that the probability in C is got by subtracting the chaotic factor from the degree of our knowledge of the stochastic system. This novel complex probability paradigm will be applied to the classical theory of Brownian motion and to prove as well the law of large numbers in an original way.
引用
收藏
页码:478 / 503
页数:26
相关论文
共 50 条
  • [1] Path probability for a Brownian motion
    PUJOS Cyril
    CALVAYRAC Florent
    WANG Qiuping Alexandre
    [J]. Science Bulletin, 2011, (34) : 3736 - 3740
  • [2] CONVERGENCE IN PROBABILITY TO BROWNIAN MOTION
    DROGIN, R
    [J]. ANNALS OF PROBABILITY, 1973, 1 (02): : 254 - 262
  • [3] Path probability for a Brownian motion
    Lin TongLing
    Pujos, Cyril
    Ou CongJie
    Bi WenPing
    Calvayrac, Florent
    Wang, Qiuping Alexandre
    [J]. CHINESE SCIENCE BULLETIN, 2011, 56 (34): : 3736 - 3740
  • [4] Probability of Brownian motion hitting an obstacle
    Knessl, C
    Keller, JB
    [J]. SIAM JOURNAL ON APPLIED MATHEMATICS, 2000, 60 (02) : 729 - 745
  • [5] The Intersection Probability of Brownian Motion and SLEk
    Zhou, Shizhong
    Lan, Shiyi
    [J]. ADVANCES IN MATHEMATICAL PHYSICS, 2015, 2015
  • [6] Boundary crossing probability for Brownian motion
    Pötzelberger, K
    Wang, LQ
    [J]. JOURNAL OF APPLIED PROBABILITY, 2001, 38 (01) : 152 - 164
  • [7] BROWNIAN-MOTION AND PROBABILITY AFTEREFFECTS
    LAVENDA, BH
    [J]. GAZZETTA CHIMICA ITALIANA, 1987, 117 (05): : 291 - 299
  • [8] Levels of crossing probability for Brownian motion
    Kralchev, Dobromir P.
    [J]. RANDOM OPERATORS AND STOCHASTIC EQUATIONS, 2008, 16 (01) : 79 - 96
  • [9] Probability distribution of Brownian motion in periodic potentials
    Sivan, Matan
    Farago, Oded
    [J]. PHYSICAL REVIEW E, 2018, 98 (05)
  • [10] The probability that Brownian motion almost contains a line
    Pemantle, R
    [J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 1997, 33 (02): : 147 - 165