The intensity of the random variable intercept in the sector of negative probabilities

TL;DR

This paper investigates the measurement intensity of a random variable with negative probabilities, applying quantum-inspired methods to economic market anomalies like Giffen's goods, and proposes a novel optimization strategy.

Contribution

It introduces a new approach to analyze negative probabilities in markets using a fixed point method and proposes the  rebours strategy for optimization.

Findings

The  rebours strategy shows effectiveness in optimizing measurement intensity.

Negative probabilities can model market anomalies such as Giffen's goods.

The method bridges quantum probability concepts with economic analysis.

Abstract

We consider properties of the measurement intensity $\rho$ 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 $\rho$ require a new strategy. We propose a strategy (so-called $\grave{a}$ rebours strategy) based on the fixed point method and explore its effectiveness.