In Quantum Mechanics, the probability for something to go from state a to b is given by

i
2 S tb
P (b, a) = |K(b, a)| where K(b, a) = e and S = L(x,
x, t) dt
ta
2
tb m m (xb xa )
2
For a classical free particle S = dt =
x
ta 2 2 (tb ta )

Equation (3.2) of Quantum Mechanics and Path Integrals gives the amplitude for the classical free particle as

N
im N 2
2
m (xi xi1 )
Ko (x2 , x0 ) = lim0 ( ) e 2 i=1
dx1 dxN 1
2i

im 2 2
m [(x2 x1 ) +(x1 x0 ) ]
N = 2 Ko (x2 , x0 ) = e 2 dx1
2i
1
im 2
m 2
(x2 x0 )
= ( ) e 22 (cfN1)
2i2

3
im 2 2 2
m 2
[(x3 x2 ) +(x2 x1 ) +(x1 x0 ) ]
N = 3 Ko (x3 , x0 ) = ( ) e 2 dx2 dx1
2i

1
im 2 2 im 2
m 2 m [(x2 x1 ) +(x1 x0 ) ] (x3 x2 )
= ( ) {( ) e 2 dx1 } e 2 dx2
2i 2i

1 1
im 2 im 2
m 2 m 2
(x2 x0 ) (x3 x2 )
= ( ) {( ) e 22 } e 2 dx2
2i 2i2

im 2 2
1 m [(x2 x0 ) +2(x3 x2 ) ]
= e 4 dx2
2 2i

im 2 3m 2
1 m (ba) (xc) a+2b
= e 6 e 4i
dx ( where c = , b = x3 , x = x2 , a = x0 )
2 2i 3

im 2
1 m (ba) 4i a(xc)
2
= e 6 ( using e dx = )
m a
2 2i

1
mi 2
m 2 (ba)
= ( ) e 23
2i3

Hence

2 mi 2
m (x2 x0 )
K0 (x2 , x0 ) = ( ) e 22
2i2

2 mi 2
m (x3 x0 )
K0 (x3 , x0 ) = ( ) e 23
2i3

which extents to

2 mi 2
m (xn x0 )
K0 (xn , x0 ) = ( ) e 2n
2in

1 2
mi(x xa )
b
2
m 2(t ta )
= ( ) e b ( which is equation (3.3) of QMPI )
2i(tb ta )

1/2
m + im m im
2 2 2
N1 Ko (x2 , x0 ) = exp { [(x2 x) + (x x0 ) ]} dx = ( ) exp { (x2 x0 ) }
2i 2 2i2 22

c 2 1
2 2 2
Since (x2 x) + (x x0 ) = 2(x ) + (x2 x0 ) where c = x0 + x2
2 2
2
im c 1 2
2
im c
[2(x ) + (x2 x0 ) ] im 2
m + 2 2 2 m (x2 x0 ) + (x )
2
Ko (x2 , x0 ) = e dx = e 4
e dx
2i 2i

im c 2 c 2
+ (x ) + (x ) m
e 2
dx = e 2
dx where =
i
 x
2
x
2
i
= e dx = 2 e dx = =
0 m

im 2 im 2
m i (x2 x0 ) m (x2 x0 )
Ko (x2 , x0 ) = e 4 = e 4
2i m 2i2