I am still working with stochastic processes and, as my readers know, I have proposed a new view of quantum mechanics assuming that at the square root of a Wiener process can be attached a meaning (see here and here). I was able to generate it through a numerical code. A square root of a number can always be taken, irrespective of any deep and beautiful mathematical analysis. The reason is that this is something really new and deserves a different approach much in the same way it happened to the Dirac’s delta that initially met with skepticism from the mathematical community (simply it did not make sense with the knowledge of the time). Here I give you some Matlab code if you want to try by yourselves:

nstep = 500000;

dt = 50;

t=0:dt/nstep:dt;

B = normrnd(0,sqrt(dt/nstep),1,nstep);

dB = cumsum(B);

% Square root of the Brownian motion

dB05=(dB).^(1/2);

Nothing can prevent you from taking the square root of a number as is a Brownian displacement and so all this has a well sound meaning numerically. The point is just to understand how to give this a full mathematical meaning. The wrong approach in this case is just to throw all away claiming all this does not exist. This is exactly the behavior I met from Didier Piau. Of course, Didier is a good mathematician but simply refuses to accept the possibility that such concepts can have a meaning at all based on what has been so far coded in the area of stochastic processes. This notwithstanding that they can be easily computed on your personal computer at home.

But this saga is not over yet. This time I was trying to compute the cubic root of a Wiener process and I posted this at Mathematics Stackexchange. I put this question with the simple idea in mind to consider a stochastic process with a random mean and I did not realize that I was provoking a small crisis again. This time the question is the existence of the process . Didier Piau immediately wrote down that it does not exist. Again I give here the Matlab code that computes it very easily:

nstep = 500000;

dt = 50;

t=0:dt/nstep:dt;

B = normrnd(0,sqrt(dt/nstep),1,nstep);

dB = cumsum(B);

% Sign and absolute value of a Wiener process

dS = sign(dB);

dA = dB./dS;

Didier Piau and a colleague of him just complain on the Matlab way the sign operation is performed. My view is that it is all legal as Matlab takes + or – depending on the sign of the displacement, a thing that can be made by hand and that does not imply anything exotic. What it is exotic here it the strong opposition this evidence meets notwithstanding is easily understandable by everybody and, of course, easily computable on a tabletop computer. The expected distribution for the signs of Brownian displacements is a Bernoulli with p=1/2. Here is the histogram from the above code

This has mean 0 and variance 1 as it should for and but this can be verified after some Montecarlo runs. This is in agreement with what I discussed here at Mathematics Stackexchange as a displacement in a Brownian motion is a physics increment or decrement of the moving particle and has a sign that can be managed statistically. My attempt to compare all this to the case of Dirac’s delta turns out into a complain of overstatement as delta was really useful and my approach is not (but when Dirac put forward his idea this was just airy-fairy for the time). Of course, a reformulation of quantum mechanics would be a rather formidable support to all this but this mathematician does not seem to realize it.

So, in the end, I am somewhat surprised by the behavior of the community against novelties. I can understand skepticism, it belongs to our profession, but for facing new concepts that can be easily checked numerically to exist I would prefer a more constructive behavior trying to understand rather than an immediate dismissal. It appears like history of science never taught anything leaving us with a boring repetition of stereotyped reactions to something that instead would be worthwhile further consideration. Meanwhile, I hope my readers will enjoy playing around with these new computations using some exotic mathematical operations on a stochastic process.

Marco Frasca (2012). Quantum mechanics is the square root of a stochastic process arXiv arXiv: 1201.5091v2

Did you try publishing this ?

Dear nonlinearism,

We have got published a paper as a follow-on to a preceding one in Signal, Image and Video Processing. This contains the theorem as a statement without a proof but it is not the main concern of this paper as it answers a specific open question here. It should appear online shortly. The paper in the post is just cited there and I have had it around for a while just to hear from the community and to see if there is room enough to get it published somewhere. So far, criticisms, mostly helpful, refrain me from doing so and it is not on my main research track. So, I have no particular perspective for the future about this.