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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1999 Volume 44, Issue 2, Pages 373–383 (Mi tvp773)

This article is cited in 2 papers

An equation of the Kolmogorov–Feller type in a factorized probability space

V. P. Maslov, A. M. Chebotarev

M. V. Lomonosov Moscow State University, Faculty of Physics

Abstract: Calculations of probabilities are considered in the products of separable probability spaces, factored with respect to the permutation group of factors, by means of the trace operation with respect to the symmetric and antisymmetric orthonormal bases. A nonlinear Kolmogorov–Feller type equation is deduced which is the image of the forward linear Kolmogorov–Feller equation under factorization of the initial probability space with respect to the permutation group with certain rules of superselection.

Keywords: nonlinear Kolmogorov–Feller type equations, factored probability spaces, symmetric functions, antisymmetric functions, boson, fermion, vacuum state.

Received: 04.02.1999

DOI: 10.4213/tvp773


 English version:
Theory of Probability and its Applications, 2000, 44:2, 309–318

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