The propagator has the following transitivity property
[tex]
\int\limits_{-\infty}^{\infty} K(x,t,x',t') K(x',t',x'',t'')dx' = K(x,t,x'',t'')[/tex]
The meaning and importance of this identity become clear if you realize that the propagator (Green function) [itex]K(x,t : y,t_{0})[/itex]can be interpreted as transition amplitude. That is the probability amplitude for the system prepared at [itex]t_{0}[/itex] with position eigenvalue [itex]y[/itex] to be found at a later time [itex]t[/itex] at [itex]x[/itex] ;
[tex]K(x,t : y,t_{0}) = \langle x | e^{-iH(t-t_{0})}| y \rangle = \langle x,t | y,t_{0}\rangle \ \ \ (1)[/tex]
where [itex]\langle x,t|[/itex] and [itex]|y,t_{0}\rangle[/itex] are the eigenket and the eigenbra of the position operator in the Hiesenberg picture. Because at any given time these eigen vectors form a complete set, we can insert the identity operator;
[tex]\int dz |z,t_{1}\rangle \langle z,t_{1}| = \hat{1}[/tex]
at any place we want. So, by dividing the evolution interval [itex](t_{0},t_{2})[/itex] into two parts [itex](t_{0},t_{1})[/itex] and [itex](t_{1},t_{2})[/itex], we can decompose the transition amplitude as :
[tex]\langle x , t_{2} | y , t_{0} \rangle = \int dz \langle x ,t_{2} | z , t_{1} \rangle \langle z , t_{1}| y , t_{0}\rangle \ \ (2)[/tex]
[tex](t_{2} > t_{1} > t_{0})[/tex]
This composition property of the transition amplitude is an important consistency requirement underlying the whole formalism of path integration. Indeed, we can use it to show that the transition amplitude [itex]\langle x , t| y , t_{0} \rangle[/itex] satisfies Schrödinger equation in the variables (x,t), just as the propagater [itex]K(x,t : y,t_{0})[/itex] ;
[tex]i\partial_{t}\langle x , t | y , t_{0} \rangle = H(t_{0})\langle x ,t | y ,t_{0} \rangle \ \ \ (3)[/tex]
( argue that you can write [itex]\langle x , t + \epsilon | y , t_{0} \rangle = \delta (x - y) - i \epsilon\delta(x-y)H(t_{0})[/itex]
and use eq(2) for [itex]t_{1} = t[/itex] and [itex]t_{2} = t + \epsilon[/itex])
When he path integration method is carried over to Brownian motion, eq(2) is known as the Chapman-Kolmogorov equation, and in diffusion theory, the Smoluchowsky equation.
regards
sam