相关论文: Wick polynomials and time-evolution of cumulants
Wick polynomials and Wick products are studied in the context of non-commutative probability theory. It is shown that free, boolean and conditionally free Wick polynomials can be defined and related through the action of the group of…
A Cumulant based method has been introduced to extract quantum corrections in distribution function with the equilibrium Wigner-Boltzmann equation. It is shown that unlike the moment expansion used in hydrodynamic model, cumulant expansion…
We develop a recursive method for perturbative solutions of the Fokker-Planck equation with nonlinear drift. The series expansion of the time-dependent probability density in terms of powers of the coupling constant is obtained by solving a…
We review the cumulant decomposition (a way of decomposing the expectation of a product of random variables (e.g. $\mathbb{E}[XYZ]$) into a sum of terms corresponding to partitions of these variables.) and the Wick decomposition (a way of…
Intractable distributions present a common difficulty in inference within the probabilistic knowledge representation framework and variational methods have recently been popular in providing an approximate solution. In this article, we…
We derive the Wick theorem for the q-Exponential distribution. We use the theorem to derive an algorithm for finding parameters of the correlation matrix of q-Exponentialy distributed random variables given empirical spectral moments of the…
By considering a lattice model of extended phase space, and using techniques of noncommutative differential geometry, we are led to: (a) the conception of vector fields as generators of motion and transition probability distributions on the…
In this paper, we apply the combinatorial proof technique of Description, Involution, Exceptions (DIE) to prove various known identities for the joint cumulant. Consider a set of random variables $S = \{X_1,..., X_n\} $. Motivated by the…
The stochastic parabolic equations with random potentials, driving forces and initial conditions are considered. The Wick product is used to give sense to the product of two generalized stochastic processes, and the existence and uniqueness…
We express classical, free, Boolean and monotone cumulants in terms of each other, using combinatorics of heaps, pyramids, Tutte polynomials and permutations. We completely determine the coefficients of these formulas with the exception of…
We study $k$-point correlators of characteristic polynomials in non-Hermitian ensembles of random matrices, focusing on the real, complex and quaternion $N \times N$ Ginibre ensembles. Our approach is based on the technique of character…
A new family of polynomials, called cumulant polynomial sequence, and its extensions to the multivariate case is introduced relied on a purely symbolic combinatorial method. The coefficients of these polynomials are cumulants, but depending…
We present an exact formula for moments and cumulants of several real compound Wishart matrices in terms of an Euler characteristic expansion, similar to the genus expansion for complex random matrices. We consider their asymptotic values…
We propose an extension of the classical variational theory of evolution equations that accounts for dynamics also in possibly non-reflexive and non-separable spaces. The pivoting point is to establish a novel variational structure, based…
The joint moments of the derivatives of the characteristic polynomial of a random unitary matrix, and also a variant of the characteristic polynomial that is real on the unit circle, in the large matrix size limit, have been studied…
We combine infinite-dimensional integration by parts procedures with a recursive relation on moments (reminiscent of a formula by Barbour (1986)), and deduce explicit expressions for cumulants of functionals of a general Gaussian field.…
We study two types of dynamical extensions of Lucas sequences and give elliptic solutions for them. The first type concerns a level-dependent (or discrete time-dependent) version involving commuting variables. We show that a nice solution…
We study the derivative expansion for the effective action in the framework of the Exact Renormalization Group for a single component scalar theory. By truncating the expansion to the first two terms, the potential $U_k$ and the kinetic…
We define a simplicial differential calculus by generalizing divided differences from the case of curves to the case of general maps, defined on general topological vector spaces, or even on modules over a topological ring K. This calculus…
In this paper, we combine deterministic splitting methods with a polynomial chaos expansion method for solving stochastic parabolic evolution problems. The stochastic differential equation is reduced to a system of deterministic equations…