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In [[statistical mechanics]], an '''Ursell function''' or '''connected correlation function''', is a [[cumulant]] of
a [[random variable]]. It is also called a '''connected correlation function''' as it can often be obtained by summing over
connected [[Feynman diagram]]s (the sum over all Feynman diagrams gives the [[correlation function]]s).
 
The Ursell function was named after [[Harold Ursell]], who introduced it in 1927.
 
==Definition==
 
If ''X'' is a random variable, the [[Moment (mathematics)|moment]]s ''s''<sub>''n''</sub> and cumulants (same as the Ursell functions) ''u''<sub>''n''</sub> are functions of ''X'' related by the [[exponential formula]]:
 
: <math>\operatorname E(\exp(zX)) = \sum_n s_n \frac{z^n}{n!} = \exp\left(\sum_n u_n \frac{z^n}{n!} \right)</math>
 
(where E is the [[Expected value|expectation]]).
 
The Ursell functions for multivariate random variables are defined analogously to the above, and in the same way as multivariate cumulants.<ref>{{cite doi|10.1007/BF01221652}}</ref>
:<math>u_n(X_1,\ldots,X_n) = \frac{\partial}{\partial z_1}\cdots \frac{\partial}{\partial z_n}\log E(\exp\sum z_iX_i)\big|_{h_i=0}</math>
The Ursell functions of a single random variable ''X'' are obtained from these by setting ''X''=''X''<sub>1</sub>=...=''X''<sub>''n''</sub>.
 
The first few are given by
:<math> u_1(X_1)=E(X_1)</math>
:<math> u_2(X_1,X_2)=E(X_1X_2)-E(X_1)E(X_2)</math>
:<math> u_3(X_1,X_2,X_3)=E(X_1X_2X_3)-E(X_1)E(X_2X_3)-E(X_2)E(X_3X_1)-E(X_3)E(X_1X_2)+2E(X_1)E(X_2)E(X_3)</math>
 
==Characterization==
 
{{harvtxt|Percus|1975}} showed that the Ursell functions, considered as multilinear functions of several random variables, are uniquely determined up to a constant by the fact that they vanish whenever the variables ''X''<sub>''i''</sub> can be divided into two nonempty independent sets.
 
==References==
{{reflist}}
*{{Citation | author1-link=James Glimm | author2-link=Arthur Jaffe | last1=Glimm | first1=James | last2=Jaffe | first2=Arthur | title=Quantum physics | publisher=[[Springer-Verlag]] | location=Berlin, New York | edition=2nd | isbn=978-0-387-96476-8 | id={{MathSciNet | id = 887102}} | year=1987}}
*{{citation|MR=0378683  |last=Percus|first= J. K.|title= Correlation inequalities for Ising spin lattices|journal= Comm. Math. Phys.
|volume= 40 |year=1975|pages= 283–308}}
*{{citation|first=H. D. |last=Ursell|title=The evaluation of Gibbs phase-integral for imperfect gases|journal=Proc. Cambridge Philos. Soc|volume=23 |year=1927|pages=685–697|doi=10.1017/S0305004100011191}}
 
[[Category:Statistical mechanics]]
[[Category:Theory of probability distributions]]

Latest revision as of 01:38, 5 May 2013

In statistical mechanics, an Ursell function or connected correlation function, is a cumulant of a random variable. It is also called a connected correlation function as it can often be obtained by summing over connected Feynman diagrams (the sum over all Feynman diagrams gives the correlation functions).

The Ursell function was named after Harold Ursell, who introduced it in 1927.

Definition

If X is a random variable, the moments sn and cumulants (same as the Ursell functions) un are functions of X related by the exponential formula:

E(exp(zX))=nsnznn!=exp(nunznn!)

(where E is the expectation).

The Ursell functions for multivariate random variables are defined analogously to the above, and in the same way as multivariate cumulants.[1]

un(X1,,Xn)=z1znlogE(expziXi)|hi=0

The Ursell functions of a single random variable X are obtained from these by setting X=X1=...=Xn.

The first few are given by

u1(X1)=E(X1)
u2(X1,X2)=E(X1X2)E(X1)E(X2)
u3(X1,X2,X3)=E(X1X2X3)E(X1)E(X2X3)E(X2)E(X3X1)E(X3)E(X1X2)+2E(X1)E(X2)E(X3)

Characterization

Template:Harvtxt showed that the Ursell functions, considered as multilinear functions of several random variables, are uniquely determined up to a constant by the fact that they vanish whenever the variables Xi can be divided into two nonempty independent sets.

References

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    Naturally, you will have to pay a safety deposit and that is usually one month rent for annually of the settlement. That is the place your good religion deposit will likely be taken into account and will kind part or all of your security deposit. Anticipate to have a proportionate amount deducted out of your deposit if something is discovered to be damaged if you move out. It's best to you'll want to test the inventory drawn up by the owner, which can detail all objects in the property and their condition. If you happen to fail to notice any harm not already mentioned within the inventory before transferring in, you danger having to pay for it yourself.

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    15.6.1 As the agent is an intermediary, generally, as soon as the principal and third party are introduced right into a contractual relationship, the agent drops out of the image, subject to any problems with remuneration or indemnification that he could have against the principal, and extra exceptionally, against the third occasion. Generally, agents are entitled to be indemnified for all liabilities reasonably incurred within the execution of the brokers´ authority.

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