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In physics, Wick rotation, named after Italian physicist Gian Carlo Wick, is a method of finding a solution to a mathematical problem in Minkowski space from a solution to a related problem in Euclidean space by means of a transformation that substitutes an imaginary-number variable for a real-number variable.
A common example of a first-hitting-time model is a ruin problem, such as Gambler's ruin. In this example, an entity (often described as a gambler or an insurance company) has an amount of money which varies randomly with time, possibly with some drift. The model considers the event that the amount of money reaches 0, representing bankruptcy.
In probability theory, Isserlis' theorem or Wick's probability theorem is a formula that allows one to compute higher-order moments of the multivariate normal distribution in terms of its covariance matrix. It is named after Leon Isserlis.
The concept of probability current is also used outside of quantum mechanics, when dealing with probability density functions that change over time, for instance in Brownian motion and the Fokker–Planck equation. [1] The relativistic equivalent of the probability current is known as the probability four-current.
Another special case of the master equation is the Fokker–Planck equation which describes the time evolution of a continuous probability distribution. [3] Complicated master equations which resist analytic treatment can be cast into this form (under various approximations), by using approximation techniques such as the system size expansion .
where = is the reduced Planck constant.. The quintessentially quantum mechanical uncertainty principle comes in many forms other than position–momentum. The energy–time relationship is widely used to relate quantum state lifetime to measured energy widths but its formal derivation is fraught with confusing issues about the nature of time.
In statistical mechanics and information theory, the Fokker–Planck equation is a partial differential equation that describes the time evolution of the probability density function of the velocity of a particle under the influence of drag forces and random forces, as in Brownian motion. The equation can be generalized to other observables as ...
In classical wave-physics, this effect is known as evanescent wave coupling. The likelihood that the particle will pass through the barrier is given by the transmission coefficient, whereas the likelihood that it is reflected is given by the reflection coefficient. Schrödinger's wave-equation allows these coefficients to be calculated.