Understanding a boundary condition on the density of probability

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SUMMARY

The discussion centers on the interpretation of boundary conditions in probability density functions, specifically regarding the notation ##P(x|y,t)## and its implications in a system with absorbing and reflective potentials. The boundary conditions outlined are (1) ##P(x|y,0)=\delta (y-x)##, (2) ##P(B|y,t)=0##, and (3) ##P(-\infty |y,t)=0##. The participants clarify that condition (2) indicates that once the potential reaches the absorbing state B, it cannot revert to any other value, contradicting the initial interpretation. This highlights the necessity of precise notation in conveying complex concepts in probability theory.

PREREQUISITES
  • Understanding of probability density functions
  • Familiarity with Dirac delta function notation
  • Knowledge of absorbing and reflective potentials in stochastic processes
  • Basic grasp of conditional probability notation
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  • Study the implications of absorbing states in stochastic processes
  • Learn about the Dirac delta function and its applications in probability theory
  • Explore advanced concepts in conditional probability and its notation
  • Investigate the role of boundary conditions in differential equations
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Mathematicians, physicists, and students studying probability theory, particularly those interested in stochastic processes and boundary conditions in mathematical modeling.

fluidistic
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The book states that ##P(x|y,t)## represents the probability density that the potential has a value x at time t, knowing that it had the value y at t=0.
I understand this, the words are very clear. However I'd find much more intuitive the notation ##P(x,t|y,0)##, but I guess that's just me?

Now comes the problem:
Then the book states that for a particular system where B is an absorbing potential and -infinity is a reflective potential, it states that the boundary conditions are:
(1)##P(x|y,0)=\delta (y-x)##
(2)##P(B|y,t)=0##
(3)##P(-\infty |y,t)=0##
Here is my understanding of (2): Using my own notation I rewrite it as ##P(B,t|y,0)=0## which means that the density of probability that the potential has a value of B at time t, knowing that it had a value of y at time t=0 is 0.
However the book states that (2) says: The second condition reflects the existence of a threshold potential B such that when x(t) takes the value B, the process is absorbed.
For the (1), my understanding is : The probability density that the potential has a value of x at time t=0 knowing that it had the value y at time t=0 is worth ##\delta (y-x)##. Which makes perfect sense to me if this is the Dirac delta. However the book states that (1) : no change can occur in a zero time interval. A weird statement to me, but after all it's true.
So I understand this part and also the 3rd condition.
So I'm stuck at understanding the second condition.
Does this mean that the probability of finding the potential to be very close to B is approximately null, because it is "an absorbing potential"?
 
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fluidistic said:
The book states that ##P(x|y,t)## represents the probability density that the potential has a value x at time t, knowing that it had the value y at t=0.
I understand this, the words are very clear. However I'd find much more intuitive the notation ##P(x,t|y,0)##, but I guess that's just me?

Now comes the problem:
Then the book states that for a particular system where B is an absorbing potential and -infinity is a reflective potential, it states that the boundary conditions are:
(1)##P(x|y,0)=\delta (y-x)##
(2)##P(B|y,t)=0##
(3)##P(-\infty |y,t)=0##
Here is my understanding of (2): Using my own notation I rewrite it as ##P(B,t|y,0)=0## which means that the density of probability that the potential has a value of B at time t, knowing that it had a value of y at time t=0 is 0.
This is exactly backwards. Saying that B is "absorbing" means the probability the potential has value y at time t, knowing it had value B at time t= 0, is 0. The "object" has been "absorbed" and can never have any other value in the future.

However the book states that (2) says: The second condition reflects the existence of a threshold potential B such that when x(t) takes the value B, the process is absorbed.
For the (1), my understanding is : The probability density that the potential has a value of x at time t=0 knowing that it had the value y at time t=0 is worth ##\delta (y-x)##. Which makes perfect sense to me if this is the Dirac delta. However the book states that (1) : no change can occur in a zero time interval. A weird statement to me, but after all it's true.
So I understand this part and also the 3rd condition.
So I'm stuck at understanding the second condition.
Does this mean that the probability of finding the potential to be very close to B is approximately null, because it is "an absorbing potential"?
 
HallsofIvy said:
This is exactly backwards. Saying that B is "absorbing" means the probability the potential has value y at time t, knowing it had value B at time t= 0, is 0. The "object" has been "absorbed" and can never have any other value in the future.

So if I understand you well, mathematically this would translate as ##P(y,t|B,0)=0## using my own notation or ##P(y|B,t)=0## using the book notation.
So in both cases the book is wrong by writting ##P(B|y,t)=0##?
 

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