Two-slit experiment: quantum and classical probabilities

The link between classical and quantum theories is discussed in terms of extensional and intensional viewpoints. The paper aims to bring evidence that classical and quantum probabilities are related by intensionalization, which means that by abandoning sets from classical probability one should obtain quantum theory. Unlike the extensional concept of a set, the intensional probability is attributed to the quantum ensemble, which is contextually dependent. The contextuality offers a consistent realization of the measurement problem, which should require the existence of the time operator. The time continuum by Brouwer has satisfied such a requirement, which makes it fundamental to mathematical physics. The statistical model it provides has been proven tremendously useful in a variety of applications.

Our aim is to emphasize the role of mathematical models in physics, especially models of geometry and probability. We briefly compare developments of geometry and probability by pointing to similarities and differences: from Euclid to Lobachevsky and from Kolmogorov to Bell. In probability, Bell could play the same role as Lobachevsky in geometry. In fact, violation of Bell’s inequality can be treated as implying the impossibility to apply the classical probability model of Kolmogorov (1933) to quantum phenomena. Thus the quantum probabilistic model (based on Born’s rule) can be considered as the concrete example of the non-Kolmogorovian model of probability, similarly to the Lobachevskian model — the first example of the non-Euclidean model of geometry. This is the “probability model” interpretation of the violation of Bell’s inequality. We also criticize the standard interpretation—an attempt to add to rigorous mathematical probability models additional elements such as (non)locality and (un)realism. Finally, we compare embeddings of non-Euclidean geometries into the Euclidean space with embeddings of the non-Kolmogorovian probabilities (in particular, quantum probability) into the Kolmogorov probability space. As an example, we consider the CHSH-test.

In this chapter we present a brief introductions to Kolmogorov’s measure-theoretic and von Mises’ frequency probability theories. These are classical probability theories. A rather common opinion is that classical probability can not describe the probabilistic structure of quantum mechanics. Such an opinion is based on belief that classical probability can not reproduce the main distinguishing probabilistic features of quantum formalism, e.g., interference of probabilities and Born’s rule. It is also believed that the violation of Bell’s inequality can not be explained in the framework of classical probability theory. The aim of this book is to show that such a viewpoint to the relation between classical and quantum probabilities is not justified. We shall see that the mathematical formalisms of Kolmogorov’s measure-theoretic [Kolmogoroff, Grundbegriffe der Wahrscheinlichkeitsrechnung, 1933; Shiryaev in Ann. Probab. 17:866–944, 1989; Shiryaev, Probability, 1984] and Mises’ frequency [Von Mises in Math. Z. 5:52–99, 1919; Von Mises, Probability, Statistics and Truth, 1957; Von Mises, The Mathematical Theory of Probability and Statistics, 1964] models can be represented in the QL way. However, these models should be interpreted in the contextual framework.

Contextual decisions and beliefs and their impact upon market outcomes are at the core of research in behavioural finance. We describe some of the notable probabilistic fallacies that underpin investor behaviour and the consequent deviation of asset prices from the rational expectations equilibrium. In real financial markets, the complexity of financial products and the surrounding ambiguity calls for a more general formalization of agents belief formation than offered by the standard probability theory and dynamic models based on classical stochastic processes. The main advantage of quantum probability (QP) is that it can capture contextuality of beliefs through the notion of non-commuting prospect observables. QP has the potential to model myopia in asset return evaluation, as well as inter-asset valuation. Moreover, the interference term of the agents’ comparison state can provide a quantitative description of their vacillating ambiguity perception characterized by non-additive beliefs of agents. Some of the implications of non-classicality in beliefs for the composite market outcomes can also be modelled with the aid of QP. As a final step we also discuss the contributions of the growing body of psychological studies that reveal a true (quantum type) contextuality in human preference statistics showing that the classical probability theory is too restrictive to capture the very strong non-classical correlations between preference outcomes and beliefs.

Quantum theory provides a comprehensive framework for quantifying uncertainty, often applied in quantum finance to explore the stochastic nature of asset returns. This perspective likens asset returns to microscopic particle motion, governed by quantum probabilities akin to physical laws. However, such approaches presuppose specific microscopic quantum effects in return changes, a premise criticized for lack of guarantee. This paper diverges by regarding that quantum probability as a mathematical extension of classical probability to complex numbers. It isn’t exclusively tied to microscopic quantum phenomena, bypassing the requirement for quantum effects in returns. By directly linking quantum probability’s mathematical structure to traders’ decisions and market behaviors, it avoids assuming quantum effects for returns and invoking the wave function. The complex phase of quantum probability, capturing transitions between long and short decisions while considering information interaction among traders, offers an inherent advantage over classical probability in characterizing the multimodal distribution of asset returns. Utilizing Fourier decomposition, we derive a Schödinger-like trading equation, where each term explicitly corresponds to implications of market trading. The equation indicates discrete energy levels in financial trading, with returns following a normal distribution at the lowest level. As the market transitions to higher trading levels, a phase shift occurs in the return distribution, leading to multimodality and fat tails. Empirical research on the Chinese stock market supports the existence of energy levels and multimodal distributions derived from this quantum probability asset returns model.

There has been a growing trend to develop cognitive models based on the mathematics of quantum theory. A common theme in the motivation of such models has been findings which apparently challenge the applicability of classical formalisms, specifically ones based on classical probability theory. Classical probability theory has had a singularly important place in cognitive theory, because of its (in general) descriptive success but, more importantly, because in decision situations with low, equivalent stakes it offers a multiply justified normative standard. Quantum cognitive models have had a degree of descriptive success and proponents of such models have argued that they reveal new intuitions or insights regarding decisions in uncertain situations. However, can quantum cognitive models further benefit from normative justifications analogous to those for classical probability models? If the answer is yes, how can we determine the rational status of a decision, which may be consistent with quantum theory, but inconsistent with classical probability theory? In this paper, we review the proposal from Pothos, Busemeyer, Shiffrin, and Yearsley (2017), that quantum decision models benefit from normative justification based on the Dutch Book Theorem, in exactly the same way as models based on classical probability theory.

Quantum probability

Classical mechanics is a singular theory in that real-energy classical particles can never enter classically forbidden regions. However, if one regulates classical mechanics by allowing the energy E of a particle to be complex, the particle exhibits quantum-like behavior: complex-energy classical particles can travel between classically allowed regions separated by potential barriers. When Im E → 0, the classical tunneling probabilities persist. Hence, one can interpret quantum tunneling as an anomaly. A numerical comparison of complex classical tunneling probabilities with quantum tunneling probabilities leads to the conjecture that as Re E increases, complex classical tunneling probabilities approach the corresponding quantum probabilities. Thus, this work attempts to generalize the Bohr correspondence principle from classically allowed to classically forbidden regions.

All papers have been peer reviewed. This was the 4th conference arranged by ICMM on probabilistic foundations of classical and quantum physics. The first three conferences took place in 2000, 2002, and 2004. Some closely related conferences are Bohmian Mechanics 2000 and Quantum Theory: Reconsideration of Foundations 2001, 2003, and 2005. The main aim of these conferences is to understand the role that probability plays in the foundations of physics, theoretical as well as experimental, classical as well as quantum. In this conference, as well as during our previous conferences, we are glad to welcome a fruitful assembly of theoretical physicists, experimenters, mathematicians, and even philosophers interested in the foundations of probability and physics. Among important topics discussed during the conference were the probabilistic foundations of quantum mechanics, as well as the foundations of probability itself, the formation theory, quantum computing, quantum cryptography, quantum teleportation, quantum fluctuations in relation with stochastic electrodynamics, Bohmian mechanics, measurement theory, completeness and incompleteness of quantum mechanics, macroscopic quantum systems, experiments on quantum nonlocality and locality, Bell's inequality, entanglement; philosophical problems raised by quantum mechanics, and mathematical formalism. A special session devoted to the Bayesain approach to classical and quantum probability was organized.

Although classical probability theory, as it is encapsulated in the axioms of Kolmogorov and in his criterion for the independence of two events, can consistently be employed in quantum mechanics, this can only be accomplished at an exorbitant price. By considering first the classic two-slit experiment, and then the passage of one photon through three polarizers, the applicability of Kolmogorov's last axiom is called into question, but the standard rebuff of the Copenhagen interpretation is shown to be adequate to this challenge. In the EPR experiment of Aspect, and the violation of the Bell inequalities, the matter is more delicate: it is not directly Kolmogorov's last axiom, but rather his criterion of independence that is at issue. It is explained how two events with space-like separation cannot be independent in Kolmogorov's sense, even in the presence of hidden variables. The escape route of supposing the variables to be nonlocal, with a heavy metaphysical ballast of holism, which however is cosmically censored to prevent superluminal information transfer, has all the trappings of an ad hoc makeshift. The adoption of quantum mechanical probability, which does not obey the rules of Kolmogorov, but does survive empirical testing in terms of relative frequencies of events, is more economical. The solution is simple: correlations obey the rules of quantum mechanics and probability is a theory laden concept that is tested by, but not defined in terms of, the relative frequency of selected classes of events. Quantum mechanics appears to be nonlocal only if one tries to force it into a classical, realist straitjacket. However, this is a shortcoming of the straitjacket: it is not a property of quantum mechanics. That follows from the fact that a Bell telephone does not work!

The understanding of dynamics of research organizations and research production is very important for their successful management. In the text below, selected deterministic and probability models of research dynamics are discussed. The idea of the selection is to cover mainly the areas of publications dynamics, citations dynamics, and aging of scientific information. From the class of deterministic models we discuss models connected to research publications (SI-model, Goffmann–Newill model, model of Price for growth of knowledge), deterministic model connected to dynamics of citations (nucleation model of growth dynamics of citations), deterministic models connected to research dynamics (logistic curve models, model of competition between systems of ideas, reproduction–transport equation model of evolution of scientific subfields), and a model of science as a component of the economic growth of a country. From the class of probability models we discuss a probability model connected to research publications (based on the Yule process), probability models connected to dynamics of citations (Poisson and mixed Poisson models, models of aging of scientific information (death stochastic process model and birth stochastic process model connected to Waring distribution)). The truncated Waring distribution and the multivariate Waring distribution are described, and a variational approach to scientific production is discussed. Several probability models of production/citation process (Paretian and Poisson distribution models of the h-index) as well as GIGP model distribution of bibliometric data are presented. A stochastic model of scientific productivity based on a master equation is described, and a probability model for the importance of the human factor in science is discussed. The chapter ends by providing information about some models and distributions connected to informetrics: limited dependent variable models for data analysis and the generalized Zipf distribution and its connection to the Waring distribution and Yule distribution.

A tenet of quantum mechanics is, in principle, testable with the double-slit experiment, thanks to classically nonsensical light paths. A tenet of quantum mechanics is, in principle, testable with the double-slit experiment, thanks to classically nonsensical light paths.

Non-Commutativity, Incompatibility, Emergent Behavior and Decision Support Systems

A transition of quantum walk induced by classical randomness changes the probability distribution of the walker from a two-peak structure to a single-peak one when the random parameter exceeds a critical value. We first establish the generality of the localization by showing its emergence in the presence of random rotation or translation. The transition point can be located manually by examining the probability distribution, momentum of inertia, and inverse participation ratio. As a comparison, we implement three supervised machine learning methods, the support vector machine (SVM), multilayer perceptron neural network, and convolutional neural network with the same data and show they are able to identify the transition. While the SVM sometimes underestimates the exponents compared to the manual methods, the two neural-network methods show more deviations for the case with random translation due to the fluctuating probability distributions. Our work illustrates potentials and challenges facing machine learning of physical systems with mixed quantum and classical probabilities.

Bayesian theorem is widely used in the fields of machine learning and computer vision. But the classic Bayesian theorem only focuses on the situations with a finite or countable partition of sample space, which sets a limitation on its applications. This paper first generalizes it by means of conditional mathematical expectation, and proceeds to propose a conjecture about it. Second, this paper introduces the concept of rough lower probability in approximation space; thereafter, the multiplication rule, the law of total probability and Bayesian theorem in classic probability are generalized into the rough background. Thirdly, the application of the generalized Bayesian theorem into the computer is suggested.