Article ID Journal Published Year Pages File Type
5103210 Physica A: Statistical Mechanics and its Applications 2017 7 Pages PDF
Abstract
We consider properties of the measurement intensity ρ of a random variable for which the probability density function represented by the corresponding Wigner function attains negative values on a part of the domain. We consider a simple economic interpretation of this problem. This model is used to present the applicability of the method to the analysis of the negative probability on markets where there are anomalies in the law of supply and demand (e.g. Giffen's goods). It turns out that the new conditions to optimize the intensity ρ require a new strategy. We propose a strategy (so-called à rebours strategy) based on the fixed point method and explore its effectiveness.
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
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