The theory of Schroedinger bridges for diffusion processes is extended to discrete-time Markov chains, and to some problems for quantum discrete-time processes. Taking into account the past-future lack of symmetry of the discrete-time setting, results bear a striking resemblance to the classical ones. In particular, the solution of the path space maximum entropy problems is always obtained from the prior model by means of a suitable multiplicative functional transformation.

Schroedinger Bridges for Discrete-Time, Classical and Quantum Markovian Evolutions.

PAVON, MICHELE;TICOZZI, FRANCESCO
2010

Abstract

The theory of Schroedinger bridges for diffusion processes is extended to discrete-time Markov chains, and to some problems for quantum discrete-time processes. Taking into account the past-future lack of symmetry of the discrete-time setting, results bear a striking resemblance to the classical ones. In particular, the solution of the path space maximum entropy problems is always obtained from the prior model by means of a suitable multiplicative functional transformation.
Proceedings of the Sixteenth International Symposium on Mathematical Theoryof Network and Systems
9789633113707
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/2420629
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