The Born Rule in Quantum and Classical Mechanics

Considerable effort has been devoted to deriving the Born rule (e.g. that $|\psi(x)|^2 dx$ is the probability of finding a system, described by $\psi$, between $x$ and $x + dx$) in quantum mechanics. Here we show that the Born rule is not solely quantum mechanical; rather, it arises naturally in the Hilbert space formulation of {\it classical} mechanics as well. These results provide new insights into the nature of the Born rule, and impact on its understanding in the framework of quantum mechanics.