The gambler’s ruin problem and quantum measurement
- F. Debbasch
The gamblers ruin problem and quantum measurement F. Debbasch - - PowerPoint PPT Presentation
The gamblers ruin problem and quantum measurement F. Debbasch Sorbonne Universit e CIRM, 23 January 2020 Quantum Mechanics (QM) QM needs two ingredients: Dynamical law for the unitary evolution of a state ( e.g. Schr odinger
t = i
i ρi t = 1
t ≤ 1
t has a certain probability to increase by the amount δ, it has
t stops when ρi t reaches 0 or 1
t is a martingale
t reaches 0 or 1 is a stopping time
τi) = E(ρi 0)
τi) = 1 × pi w + 0 × (1 − pi w)
w = probability that the gambler i wins the game
0) = ρi
w = ρi
0 = N i 0∆ρ, 0 ≤ N i 0 ≤ N0
0 = 30, N 2 0 = 50, N 3 0 = 20
0) = probability for the random walk, starting at ρi 0 = N i 0∆ρ, to
0) = 1 2
0 + 1) + P(N i 0 − 1)
0 + 1) − P(N i 0) = P(N i 0) − P(N i 0 − 1) = ... = P(1) − P(0) = P(1)
0 + 1) − P(1) = Ni k=1 (P(k + 1) − P(k)) = N i 0P(1)
0 + 1) = (N i 0 + 1)P(1)
0) = N i 0P(1) = N i 0/N0 = ρi
t ≥ 0} + {∀t, TrρS t constant} ⇒ non-linearity