When in the XIX century a major problem of theoretical physics was the description of complex systems, with degrees of freedom, as required for the foundations of thermodynamics and statistical mechanics, it became clear that new mathematical ideas were needed; one could not reasonably think to consider a Cauchy problem with initial data. This led to abandon the idea that a physical state is described by a point in phase space and to rather describe a state as a probability measure on the phase space. In this way probability theory and random variables entered in a crucial and philosophically important way into the framework of Physics, at the basis of Classical Statistical Mechanics.
What follows is from "From Classical to Quantum Mechanics:”How to translate physical ideas into
mathematical language” H. Bergeron", in Calibre.
correspond to the ideal case of a particle perfectly localized in Phase Space and we can represent this situation by the probability density . Now, if we build a general density as superpositions of "δs" as , we find that verifies Liouville equation:
So we say classically that (6) describes the evolution of any probability density .
Now, starting from a density that verifies (6), we can look at the evolution of the expectation value of an observable defined as: