Probability Bracket Notation for Probability Modeling

Abstract

Following the Dirac Notation in Quantum Mechanics (QM), we propose the Bracket Notation (PBN) by defining a probability-bra (P-bra), P-ket, P-bracket, P-identity, etc. Using the PBN, many formulae, such as normalizations and expectations in systems of one or more random variables, can now be written in abstract basis-independent expressions, which are easy to expand by inserting a proper P-identity. The time evolution of homogeneous Markov processes can also be formatted in such a way. Our system P-kets are identified with probability vectors, and our system P-bra is comparable to the Doi state function or the Peliti standard bra. In the Heisenberg picture of the PBN, a random variable becomes a stochastic process, and the Chapman-Kolmogorov equations are obtained by inserting a time-dependent P-identity. Also, some QM expressions in the Dirac notation are naturally transformed into probability expressions in PBN by a special Wick rotation. Potential applications show the usefulness of the PBN beyond the constrained domain and range of Hermitian operators on Hilbert Spaces in QM all the way to IT.