A NNALES DE L ’I. H. P., SECTION A
G. F. DE A NGELIS
M. S ERVA
Jump processes and diffusions in relativistic stochastic mechanics
Annales de l’I. H. P., section A, tome 53, n
o3 (1990), p. 301-317
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301
Jump processes and diffusions in relativistic stochastic mechanics
G. F. DE ANGELIS
M. SERVA
Dipartimento di Matematica, Universita di Roma I Piazzale Aldo Moro 2, 00185 Roma, Italy
Research Center BiBoS
Universität Bielefeld, 4800 Bielefeld 1, F.R.G.
Vol. 53, n° 3, 1990, Physique théorique
ABSTRACT. - There are two stochastic
descriptions
of relativistic quan- tumspinless particles.
In the first one,suggested by Feynman’s path integral approach
to Klein-Gordon propagator, the mainingredients
arediffusions in Minkowski space
parametrized by
some kind of proper time.The second
description,
on the contrary, is based uponjump
Markovprocesses
giving
the spaceposition
of theparticle
in the sense of Newtonand
Wigner
with the time as parameter. In this paper webridge
the gap between these differentprobabilistic
scenariosby constructing
the spacejump
processesby
means ofspace-time
diffusions. Wegive
someapplica-
tions to the nonrelativistic limit of the hamiltonian
semigroup
Partially supported by Consiglio Nazionale delle Ricerche.
Annales de l’Institut Henri Physique théorique - 0246-0211 1
Vol. 53/90/03/301/17/$3.70/ a Gauthier-Villars
where
RÉSUMÉ. - Il y a deux
descriptions stochastiques
de lamécanique quantique
relativiste pour uneparticule
sansspin.
Dans lapremiere, suggere
par la théorie deFeynman,
lesingredients principaux
sont desdiffusions dans
l’espace
de Minkowskiparametrise
par une sorte de tempspropre. La deuxième
description,
par contre,emploie
des processus de Markov à sauts donnant laposition
de laparticule
dansl’espace
au sensde Newton et
Wigner
avec le temps commeparametre.
Notrepapier
varelier les deux
prescriptions probabilistes
car nous construisons les pro-cessus à sauts dans
l’espace
par les diffusions dansl’espace-temps.
Nousdonnons aussi des
applications
a l’étude de la limite non relativiste dusemi-group
hamiltonienou
1. INTRODUCTION
The task of
extending
Nelson’s stochastic mechanics([1]
to[4])
to therelativistic realm has not been yet
fully performed,
nevertheless there arepartial
results both for Klein-Gordon and Diracequations ([5]
to[10]).
Inthe case of Klein-Gordon
theory
two differentapproaches
exist which webriefly
discuss here sincethey
are thestarting point
of our paper. Forsimplicity
we bound ourselves to free evolution where asingle particle picture
of(positive frequency)
Klein-Gordon wave functions isphysically meaningful.
The firstprobabilistic
scenario([5], [6], [8], [9])
rests upondiffusions 1, ..., D in
( 1 + D)-dimensional space-time.
Ifs H xs obeys
classical relativistic mechanics revisited a la Nelson([ 1 ], [5], [8]),
one can reconstruct from it a wave functionAnnales de l’lnstitut Henri Poincaré - Physique théorique
JUMP
Bf1 (s, xO,
...,xD) = ~ (s, x)
which satisfies the"Schrodinger equation
inMinkowski
space":
whose
stationary
solutionsobey
Klein-Gordonequation D
(p +-
(p = 0. The relativistic covariance of suchdescription
istricky
becausespace-time
islacking
of a naturalpositive
definite metric as it isrequired
in the Fokker-Planckequation
for the
probability density p (s, x°,
...,XD) = p (s, x)
In order to overcome this
difficulty, people proposed
two solutions. In the first one[6]
apositive
definite metric(x)
is introduced in Minkowski spaceby
means of suitable fields of Lorentz transformations(a
sort ofgauges
fields)
while the secondapproach [8]
forsakes the Markov propertyby choosing s H xs
inside thelarger
class of Bernstein’s stochastic pro-cesses.
By doing that,
as shown in[8],
theobviously
covariantequation
for p
(s, x) naturally
emerges. The situation isespecially simple
whendescribes a
spinless
relativisticparticle
of mass M at restnamely,
(ground
state for a freeparticle).
Thecorresponding diffusion,
when it is chosen to start from theorigin
of Minkowski space,is,
in bothversions,
with
Here s -
(wf,
...,w~)
is a( 1
+D)-dimensional
Wiener process. In absence of quantum fluctuations(~ = O) S H .xs gives precisely
the worldline of a Vol. 53, n° 3-1990.particle
at restwhile, when h > 0,
thespace-time path s H xs
wanderswildly
over Minkowski spaceby crossing infinitely
often eachspacelike hypersurface
x° = ctcoherently
withFeynman’s
ideas.The second
probabilistic
scenario about Klein-Gordonequation [10]
gives
upexplicit
relativistic covariance as it uses Markov processes in space with the time t as parameter. When apositive frequency
solutionp
(t, x)
of Klein-Gordonequation
is
given,
one can construct ajump
Markov process t such thatat every time t and for each Borel subset
B ~ IRD,
theright
hand side of thisequality just being
the quantum mechanicalprobability
offinding,
attime t,
theparticle
localized inside B in the sense of Newton andWigner [1 1].
Thejump
character of stochastic processes involved is at variance with the Nelson’stheory,
indeed it is a relativistic feature whichdisappears
in the nonrelativistic limit. Ifthe
corresponding jump
Markov process hasindependent
and sta-tionary
incrementsand,
when it is chosen to start from theorigin
of~D,
its characteristic function is
given by
The stochastic
process ~’2014~ admits,
as generator, thepseudodifferential
operator
which is related to the relativistic free quantum hamiltonian
by Ho = - ~ ~ + M c2 0 .
The fact that L is the generator or infinitesimal operator of a timehomogeneous
Markovianfamily,
has beenexploited by
T. Ichinose and H. Tamura[12]
inconstructing
aFeynman-Kac
for-mula for quantum hamiltonians of the form where
V(.):[~)-~
is some wellbehaving potential.
In Ichinose and TamuraAnnales clo l’Institut Henri Poincaré - Physique théorique
formula the
ground
state processplays
the same role as the Wienerprocess t ’2014~ wt in the usual
Feynman-Kac
formula.From the
standpoint
of relativistic stochasticmechanics,
theground
state processes
(3)
and(5),
albeit not associated to a normalizable wavefunction,
are of the utmostimportance.
Infact,
all processesdescribing
other quantum states can be constructed on the
probability
space of(3)
in the first scenario and of
(5)
in the secondby solving
suitable stochastic differentialequations.
Therefore we concentrate ourselves upon the task offinding
useful relations between the two stochastic processes(3) and (5).
We are, infact,
able to construct, in a natural way,(5)
from(3)
andthis
provides
the core of our paper.In the nonrelativistic limit it is known that the
path
spaceprobability
measure of t H
~t,
which lives oncadlag paths,
isweakly
convergent to the Wiener measure and this resultgives
some control[13], by probabilistic techniques,
on the nonrelativistic limit for the hamiltoniansemigroups
where
H = Ho - M C2 ~ + V (.).
We obtain a stronger resultas we construct both
~t-~
and the Wiener process on the sameprobability
space and it is easy to prove that t~ ~
converges inprobability
to as c
i
+ ~,uniformly
in0 ~
t _ T for all T>O. This fact allowsus to get a more transparent
probabilistic
control of the nonrelativistic limit for the hamiltoniansemigroup
H. We derive theground
state
jump
process from thespace-time
diffusionin a very
simple
way. Let be the least of s at which hits the"space
at time t"namely
thespacelike hypersurface
then we claim that other words the space random varia-
ble §§
represents the intersection of thepath
with thespacelike hypersurface 1:t
at the firsthitting
time s.The
plan
of the paper is thefollowing:
in the second section weshow that such construction
provides
theright result, namely
thatis a stochastic process with
independent
and timehomogen-
eous increments whose characteristic function is
exp t L (p).
In the third section westudy
thelimiting
behavior of Markovtime ~ (t)
whenc i
+ 00and we show that converges in
probability
to tuniformly
on eachVol. 53, n° 3-1990.
’
compact interval. It follows converges in
probability
to
/2014w, uniformly
in 0 _ t - T for all T>0. In the fourthsection,
weB M
t y --exploit
this resultby studying,
viaprobabilistic techniques,
the nonrela- tivistic limit of the hamiltoniansemigroup
whereH =
Ho - h
Mc2
D +V (.),
atypical
result will be that t -exp - !
H convergesstrongly
toin each L/ 1
~/?
+ oo,uniformly
in0 _
~T,
when V( . )
is continousand bounded below.
Finally,
in theconclusions,
we describe someproblems
which are worth
studying along
this line.2. CONSTRUCTION OF THROUGH BROWNIAN MOTION We
begin
this sectionby studying
someelementary properties
of theMarkov time
where
~0.
Let be a one-dimensional Wiener processand,
for defineIt is well known
[ 14]
that oc H i(a, 0)
is aLevy
process,namely
a nonnega-tive and
nondecreasing
stochastic process withindependent
and timehomogeneous increments,
moreover a. s.and,
for allnonnegative y, E (exp -
yr(a, 0))
= exp - aJ2
y.LEMMA 1. - For all the stochastic process 03B1 ~ ’t
(oc, #)
is aLevy
process, moreover ’t
(ex, ~3)
+ oo a. s.and, for
allnonnegative
y, E(exp -
yi(a, P))
= exp ex(P -
+ 2y).
Proof. -
The first part o Lemma can beexactly
proven as in the knownparticular
caseP=0
while the easyinequality
’t(ex, 0) >_
’t(oc, B)
assures that a. s.
r(a, P)
+ oo . Therefore theonly thing
we must demon-strate is the formula
Annales cle l’Institul Henri Poincaré - Physique théorique
By Dynkin-Hunt theorem,
the stochastic process s -ws
= (ex, ~~- w~ (a, p)
is a new Wiener process
independent
fromi (a, P).
Let X be anynonnegative
random variableindependent
froms H ws
and?(X)==inf{~0: 5~ = X ) .
It is easy to see, from ’t(oc, 0) >_
’t(oc, fl) ,
thati (oc, 0)=r((x, ~i)
+t (ex, ~i)).
From this observation it follows thatbecause
By choosing J2 y
= -(P 2014
+ 2y)
we obtain the result.If we observe that
we conclude
that ~ ’2014~ (~)
is aLevy
process withIf ...,
wD)
is a D-dimensional Wiener processindependent
from
i c ( ) t
it follows that is a stochastic process withindependent
and timehomogeneous
incrementsstarting
from theorigin
of I~D as i~
(0)
= 0 and theonly thing
we must still show is that t H~~
hasthe
right
characteristic function.THEOREM 1. -
I f 03BEct = h
wTc
(r) then t~ 03BEct
is a stochastic process withindependent
and timehomogeneous
increment whose characteristicfunction
is
given by
Proof -
Wealready
know that hasindependent
and timehomogeneous
increments.Furthermore,
sinceit follows that
Vol. 53, n° 3-1990.
and it is sufficient to
apply
Lemma 1.This theorem is a
straightforward generalisation
of the well knownconstruction of the D-dimensional
Cauchy
process t )2014~ ct, with generator-
J - A
as c~ = where T(t)
= 0 :wf
=t ~
and itprovides
the linkbetween the
space-time
diffusionand the
jump
Markov process t which we described in the introduc- tion.In Nelson’s stochastic
mechanics,
the diffusion associated to theground
state wave function
B(/ (t, x)
= Const. of a free nonrelativisticparticle
withmass M is therefore we ex p ect that the
jump
p rocessB M
converges to t when
c~
+00. In the next section westudy
B M
the nonrelativistic limit of
~’2014~
and weshow, indeed,
that/ 2014w~
inprobability.
c~ +00 B M p Y
3. THE NONRELATIVISTIC LIMIT OF t H
~t
We
begin
this sectionby studying
the behaviour ofwhen in the
following (S2, ~ , ~ ~ . ))
will be theprobability
space
underlying
the( 1 + D)-dimensional
Brownian motionLEMMA 2. - For all
~0
and S>0P~oof. -
Fromit follows that and
E( T,(~)-~P)= 20142014.
and the result is anMe obvious consequence of
Chebyshev’s inequality.
Annales de l’Institut Henri Poincaré - Physique théorique
JUMP
Now we can prove a better result.
Proof - (i) Because ~ ’2014~ (t)
isnondecreasing
and(ii) but,
forarbitrary
ð >0,
and the result follows from Lemma 2 and
LEMMA 4. - Let s H ws be a D-dimensional Wiener process,
then, for
all T>O and s > 0
Proof -
Let6~
be any sequence ofpositive numbers
1 which con-verges to 0 as and sup sup
Since is
uniformly
continous on compact intervals(and
alsoglobally a. s.), XB (w)
will be 0 for nlarge enough.
The resultfollows, therefore,
fromLebesque’s
theorem on dominatedpointwise
convergence.We can discuss now the non relativistic behaviour
Vol. 53, n° 3-1990.
Proof - (i)
’ supby
Lemma3,
that lim [p>s)
=0, (ii)
on the otherhand,
for eachc - + 00
8>0,
and the result follows
by
Lemma 4.The Theorem 2 is our main result about the nonrelativistic limit of the
ground
statejump
process~~~.
As anapplication,
we willstudy
thenonrelativistic limit of the
semigroup t
~--~p~
where4. NONRELATIVISTIC LIMIT OF RELATIVISTIC FEYNMAN- KAC FORMULAS
In this section we want to
apply
the resultspreviously
obtained to thenonrelativistic limit of the hamiltonian
semigroup t
)2014~exp 2014 -
H whereh
for a
potential V(.) which,
forsimplicity,
we suppose continous and bounded below. Let20142014A+V(.)
~ then we want toshow, by using
2M
probabilistic techniques,
thatwhere this convergence is studied in each LP
(R~),
1__p _
+Annales de l’lnstitut Henri Poincaré - Physique théorique
By bearing
in mind Ichinose-Tamura[12]
andFeynman-Kac formulas,
we define the
semigroups
t -I>§
and t 1--+P~ ° by:
and we are interested in the convergence of the first
semigroup
to thesecond when
c i
+00. In order to dothat,
we first consider the free caseV(.)=0.
Because
given
any s > 0 we can first choose a > 0 such thatUnder the conditions xeK both
points x + ~t
andx+h M Wt belong
to some fixed compactK(K, a)
c IRD for eachTherefore, by
the uniformcontinuity of 03A8(.)
insideK
we can chooseVol. 53, n° 3-1990.
for all xeK and all
0 _ t _ T and, finally,
Theorem 2provides
the result.It is easy to see,
by
the sametechnique,
thatuniformly
w. r. t. x E [RD and0 _ t __ T
vanishes to theinfinity,
therefore
when
V ( . ) = 0 and 0/ (.)
isvanishing
to theinfinity.
Let~(.)
be thetranslate
of 0/ ( . ) by ç
E fRDnamely (x) _ ~ (x - ~).
Proof
As
we can choose b > 0 such that the last term be
arbitrarily
small for all and then weexploit again
the Theorem 2.In the free case V
( . )
=0, by
Fubini’stheorem, convexity
of x H xp andtranslation invariance of
Lebesque’s
measuretherefore we
just proved
thatAnnales de l’lnstitut Henri Poincaré - Physique théorique
In order to extend such results to the case of a
nonvanishing potential
we prove first the
following
Lemma.LEMMA 7. - Let V
(. ) :
[RD 1---+ R be continous and boundedbelow, then, for
all compact K c ~Dand for
all T > 0moreover,
for
all 1p
+ 00uniformly in 0 ~
t T .Proof -
We proveonly (i)
as theproof
of(ii)
isexactly
similar.Without any loss of
generality
we can supposeV(.) ~
0.Let
Ba, b, T
as in Lemma 5 andthen
Given any 8>0 we first choose a>0 such that
2P( max >~)e/3.
Under the condition (ù e ~,
can be made
uniformly
small in xeK and0 __
t _ Twhen b ~
0.Then,
sincewe can choose 0
b _
1 such thatVol. 53, n° 3-1990.
In this way, for each
8>0,
we can choose 1 such thatfor all 0 t _ T and the result is
again
a consequence of Theorem 2 Now we can state the first theorem of this section.THEOREM 3. - Let
V ( . )
continous and boundedbelow, then, ~ ~r ( . )
isa continous and bounded
function, for
all T > 0and for
all compact K c f~DProof -
Without any loss ofgenerality
we suppose V(.) ~
0.Let
and
as in Lemma 7. Because
the result is a consequence of Lemma 5 and the first part of Lemma 7.
It is not difficult to see that
uniformly
in0 _ t _ T
whenB)/(.)
vanishes to theinfinity.
In order tomanage lim
Pct 03C8 in
LP(RD)
with 1~p
+ CIJ we need one more Lemma.LEMMA 8. - Let V
( . )
continous and bounded belowand 03C8 ( . )
continouswith compact support
then, for
all 1-p
+ 00 andfor
all T > 0uni.f’ormly
in 0 ~ t_T.Proof -
Without any loss ofgenerality
we supposeV ~ . )
>_ 0.Ajtraulcs de l’Institut Henri Poincaré - Physique théorique
JUMP PROCESSES AND
By exploiting
the easyinequality
we obtain the result from Lemma 6 and the second half of Lemma 7
because, by
translation invariance ofLebesque’s
measurewhere K is the support
of 03C8 (.).
Finally
we can state our last theorem.THEOREM 4. - Let
t~r (. )
E LP([RD)
with 1p
+ oo and V( . )
continousand bounded below
then, for
all T > 0uniformly
inProof - Given B)/ ( . )
E LP(IRD)
we can find a sequenceo/n (.)
of continous functions with compact support which converges toB(/ ( . )
in the LP norm.Now
Without any loss of
generality
we suppose V(.) ~
0.and we can
exploit
the convergence of( . ) to B)/ ( . )
and the Lemma 8.We have therefore seen that the
semigroup t H Pr
hasgood properties
of convergence to t -
P~
forc i
+ oo at least when thepotential
V( . )
iscontinous and bounded below. More
general potential
could be considered but this would be outside our pourposes because the main target of this paper isbuilding
abridge
between thejump
markov processt- §)
andthe Brownian motion with
just
someexamples
ofapplications.
Vol. 53, n° 3-1990.
5. CONCLUSIONS AND OUTLOOK
We
implemented,
at least forground
state processes, our program ofbridging
the gap between the alternative stochasticdescriptions
of aspin-
less relativistic quantum
particle
at which we alluded in the introduction.As an additional
bonus,
we reached adeeper understanding
ofFeynman-
Kac formula for relativistic hamiltonians and a better
perception
of theprobabilistic
mechanism behind the nonrelativistic limit of hamiltoniansemigroups,
we think that thissubject
deserves furtherdevelopments.
Anext
interesting problem
is thestudy
of semiclassical limit(h 1 0)
of rela-tivistic quantum mechanics in the
probabilistic approach
of G. Jona-Lasinio,
F. Martinelli and E.Scoppola [15] through
thetheory
of smallrandom
perturbation
ofdynamical
systems. We feel that the relation wefound between the
jump
Markov process t -~
and the Brownian motionwill
help
suchanalysis
too.After the
completion
of this paper, we learned that the construction of the process t~ ~ through
the Brownian motion is aparticular
case of ageneral
construction first introducedby
D.Bakry [16].
R.Carmona,
W. C.Masters and B. Simon
([17], [18]) recognized
the usefulnessof Bakry’s
ideain their
investigations
on theasymptotic
behavior of theeigenfunctions
ofrelativistic
Schrodinger
operators via the relativisticFeynman-Kac formula (10)
and we refer to them for thedescription
of alarge
class ofacceptable potentials.
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Annales de l’Institut Henri Poincaré - Physique théorique
[11] T. D. NEWTON and E. P. WIGNER, Localized States for Elementary Systems, Rev. Mod.
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[17] R. CARMONA, Path integrals for relativistic Schrödinger operators, in Lect. Notes Phys.,
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( Manuscript received November 6, 1989.)
Vol. 53, n° 3-1990.