SERVING THE QUANTITATIVE FINANCE COMMUNITY

Cuchulainn
Posts: 55575
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

### Re: negative transition probability

Collector wrote:
Cuchulainn wrote:
Have  a good flight. I hope the person sitting next to you does not report you to the FBI. Under no circumstances, write anything down.
The main issue is these NegProbs have no +, *,_.

the good thing with such a side job is free parking almost anywhere, the boring part is all the emails one has to skim through, mostly about yoga pants. Hardly any time for investigating negative probabilities. (most academics need a side job to make the ends meet, why not one with free parking almost anywhere)

You look a bit like Mark Wahlberg here. (but tougher )

Collector
Posts: 3593
Joined: August 21st, 2001, 12:37 pm

### Re: negative transition probability

Cuchulainn wrote:
Collector wrote:
Cuchulainn wrote:
Have  a good flight. I hope the person sitting next to you does not report you to the FBI. Under no circumstances, write anything down.
The main issue is these NegProbs have no +, *,_.

the good thing with such a side job is free parking almost anywhere, the boring part is all the emails one has to skim through, mostly about yoga pants. Hardly any time for investigating negative probabilities. (most academics need a side job to make the ends meet, why not one with free parking almost anywhere)

You look a bit like Mark Wahlberg here. (but tougher )

At least finally a new boss! And hopefully faster cars (electric I hope, because silence is golden) !

Cuchulainn
Posts: 55575
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

### Re: negative transition probability

Collector wrote:

Could it be that there are some wrong assumptions in physics somewhere that currently are ''fixed" with negative quasi probabilities?

Of course. More people should study Kant.

Collector
Posts: 3593
Joined: August 21st, 2001, 12:37 pm

### Re: negative transition probability

hemm I see if I do not put a lower boundary on particle size to $l_p$ then I get negative Fake probabilities (under the atomism interpretation of the mystical world). The point particle idea is a disaster!

Negative probabilities = Fake News about Fake probabilities, sorry I mean True News about Fake probabilities.

And do not mistake Fake with not useful. Fake news are very useful and used a lot by top politicians and traded on by real traders.

Or as they say;

Probability Fake it 'til you Probably make it!

Until quantum physics is fully understood negative pseudo probabilities seems useful

Cuchulainn
Posts: 55575
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

### Re: negative transition probability

Collector wrote:
hemm I see if I do not put a lower boundary on particle size to $l_p$ then I get negative Fake probabilities (under the atomism interpretation of the mystical world). The point particle idea is a disaster!

Negative probabilities = Fake News about Fake probabilities, sorry I mean True News about Fake probabilities.

And do not mistake Fake with not useful. Fake news are very useful and used a lot by top politicians and traded on by real traders.

Or as they say;

Probability Fake it 'til you Probably make it!

Until quantum physics is fully understood negative pseudo probabilities seems useful

Just the place for a Quark!
I have said it twice:
That alone should encourage the crew.
Just the place for a Quark I have said it thrice:
What I tell you three times is true."

Collector
Posts: 3593
Joined: August 21st, 2001, 12:37 pm

### Re: negative transition probability

Cuchulainn wrote:
Collector wrote:
hemm I see if I do not put a lower boundary on particle size to $l_p$ then I get negative Fake probabilities (under the atomism interpretation of the mystical world). The point particle idea is a disaster!

Negative probabilities = Fake News about Fake probabilities, sorry I mean True News about Fake probabilities.

And do not mistake Fake with not useful. Fake news are very useful and used a lot by top politicians and traded on by real traders.

Or as they say;

Probability Fake it 'til you Probably make it!

Until quantum physics is fully understood negative pseudo probabilities seems useful

Just the place for a Quark!
I have said it twice:
That alone should encourage the crew.
Just the place for a Quark I have said it thrice:
What I tell you three times is true."

The book quantum quarks by Watson also talks about negative probabilities, I think right up your pentaquark!

Cuchulainn
Posts: 55575
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

### Re: negative transition probability

JJ wrote this!

Three quarks for Muster Mark!
Sure he hasn't got much of a bark
And sure any he has it's all beside the mark.
But O, Wreneagle Almighty, wouldn't un be a sky of a lark
To see that old buzzard whooping about for uns shirt in the dark
And he hunting round for uns speckled trousers around by Palmerstown Park?
Hohohoho, moulty Mark!
You're the rummest old rooster ever flopped out of a Noah's ark
And you think you're cock of the wark.
Fowls, up! Tristy's the spry young spark
That'll tread her and wed her and bed her and red her
Without ever winking the tail of a feather
And that's how that chap's going to make his money and mark!

Collector
Posts: 3593
Joined: August 21st, 2001, 12:37 pm

### Re: negative transition probability

Cuchulainn
Posts: 55575
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

### Re: negative transition probability

Collector
Posts: 3593
Joined: August 21st, 2001, 12:37 pm

### Re: negative transition probability

Cuchulainn wrote:

if correct you could be in Honorificabilitudinitatibus

Cuchulainn
Posts: 55575
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

### Re: negative transition probability

Collector wrote:
Cuchulainn wrote:

if correct you could be in Honorificabilitudinitatibus

"The answer to the ultimate question of life, the universe and everything is 42."

Collector
Posts: 3593
Joined: August 21st, 2001, 12:37 pm

### Re: negative transition probability

Cuchulainn wrote:
Collector wrote:
Cuchulainn wrote:

if correct you could be in Honorificabilitudinitatibus

"The answer to the ultimate question of life, the universe and everything is 42."

yes binary Hitch code 101010

Cuchulainn
Posts: 55575
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

### Re: negative transition probability

JohnLeM
Posts: 172
Joined: September 16th, 2008, 7:15 pm

### Re: negative transition probability

Oops I missed some post sorry, maybe my contribution to this thread is not very accurate
"As vivien said, to help PDE schemes, a general idea is to solve PDE for martingale processes, then to use maps to fit underlyings"

Collector
Posts: 3593
Joined: August 21st, 2001, 12:37 pm

### Re: negative transition probability

In finance we basically quite easily can figure out what is going on when we observe negative pseudo probabilities in some models, it is basically because the model is not valid (for example the forward price outside the state-space).  So a better solution is to build a better model (or in some cases simply add more time-steps) that do not give negative probabilities or probabilities larger than unity.

Something Is Rotten in Standard Probabilistic Quantum Mechanics
In physics on the other hand one are accepting the negative probabilities showing up in quantum mechanics. Instead of saying this is clearly a evidence of incomplete models, one are instead speculating/introducing such things as negative energies, ghost states etc. Negative as well as above unity probabilities are quite often used in modern physics without much critical voices.

Why are Physicists so Positive to Negative Probabilities ? Are they Mad ("Scientists") ?

The Planck mass particle is the only particle that always have momentum $p=mc$ (the particle is dissolving into light within one Planck second), all other particles have large range in their momentum. This because for all non-Planck particles their momentum is function of velocity that again can take a wide range of values. Based on this and assuming when uncertainty in momentum is zero we get a equality instead of a equality, then I get a new simple probabilisitic model out of Heisenberg. Where every particle has its own quantum probability.

Modern physics in my view mistakenly assume the uncertainty in for example position goes to infinite in the Heisenberg uncertainty principle when the uncertainty in momentum goes to zero. This is likely the wrong approach, the correct one is that the uncertainty principle switch from inequality to equality in the special case of the Planck mass particle.

God’s Quantum Dice!  Heisenberg Quantum Probabilities

Each particles quantum probability: (deeper logic of this very simply understood from atomism)

$P=\frac{l_p}{\bar{\lambda}\sqrt{1-\frac{v^2}{c^2}}}$

but limited by my max velocity formula $v\leq c\sqrt{1-\frac{l_p^2}{\bar{\lambda}^2}}$

so quantum probability range:
\begin{eqnarray}
\frac{l_p}{\bar{\lambda}} &\leq& P \leq \frac{l_p}{\bar{\lambda}\sqrt{1-\frac{v_{max}^2}{c^2}}} \nonumber \\
\frac{l_p}{\bar{\lambda}} &\leq& P \leq 1
\end{eqnarray}

Conclusion:

Fake probabilities and infinities goes away at the same time, they are part of the same problem! The same simple solution seems to get rid of infinities and fake probabilities.

Modern quantum mechanics breaks all these rules and they have Fake Probabilities and Infinities popping up everywhere, that they cover over by shell games such as Renormalization as well as ghost states and other crap. Fake it Until You can Make It:

The shell game that we play ... is technically called 'renormalization'. " Richard Feynman