Starting from Feynman’s Lagrangian description of quantum mechanics, we propose a method to construct explicitly the propagator for the Wigner distribution function of a single system. For general quadratic Lagrangians, only the classical phase space trajectory is found to contribute to the...

We study discrete-time stochastic processes (Xt) on [0,∞) with asymptotically zero mean drifts. Specifically, we consider the critical (Lamperti-type) situation in which the mean drift at x is about c/x. Our focus is the recurrent case (when c is not too large). We give sharp asymptotics for...