Conditional probability calculations for the nonlinear Schr\"odinger equation with additive noise

Abstract

The method for computation of conditional probability density function for the nonlinear Schr\"odinger equation with additive noise is developed. We present in a constructive form the conditional probability density function in the limit of a small noise and analytically derive it in a weakly nonlinear case. The general theory results are illustrated using fibre-optic communications as a particular, albeit practically very important, example.