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Ursell function

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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 diagrams (the sum over all Feynman diagrams gives the correlation functions).

Contents

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 ⁡ ( z X ) ) = ∑ n s n z n n ! = exp ⁡ ( ∑ n u n z n n ! )

(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.

u n ( X 1 , … , X n ) = ∂ ∂ z 1 ⋯ ∂ ∂ z n log ⁡ E ⁡ ( exp ⁡ ∑ z i X i ) | z i = 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

u 1 ( X 1 ) = E ⁡ ( X 1 ) u 2 ( X 1 , X 2 ) = E ⁡ ( X 1 X 2 ) − E ⁡ ( X 1 ) E ⁡ ( X 2 ) u 3 ( X 1 , X 2 , X 3 ) = E ⁡ ( X 1 X 2 X 3 ) − E ⁡ ( X 1 ) E ⁡ ( X 2 X 3 ) − E ⁡ ( X 2 ) E ⁡ ( X 3 X 1 ) − E ⁡ ( X 3 ) E ⁡ ( X 1 X 2 ) + 2 E ⁡ ( X 1 ) E ⁡ ( X 2 ) E ⁡ ( X 3 ) u 4 ( X 1 , X 2 , X 3 , X 4 ) = E ⁡ ( X 1 X 2 X 3 X 4 ) − E ⁡ ( X 1 ) E ⁡ ( X 2 X 3 X 4 ) − E ⁡ ( X 2 ) E ⁡ ( X 1 X 3 X 4 ) − E ⁡ ( X 3 ) E ⁡ ( X 1 X 2 X 4 ) − E ⁡ ( X 4 ) E ⁡ ( X 1 X 2 X 3 ) − E ⁡ ( X 1 X 2 ) E ⁡ ( X 3 X 4 ) − E ⁡ ( X 1 X 3 ) E ⁡ ( X 2 X 4 ) − E ⁡ ( X 1 X 4 ) E ⁡ ( X 2 X 3 ) + 2 E ⁡ ( X 1 X 2 ) E ⁡ ( X 3 ) E ⁡ ( X 4 ) + 2 E ⁡ ( X 1 X 3 ) E ⁡ ( X 2 ) E ⁡ ( X 4 ) + 2 E ⁡ ( X 1 X 4 ) E ⁡ ( X 2 ) E ⁡ ( X 3 ) + 2 E ⁡ ( X 2 X 3 ) E ⁡ ( X 1 ) E ⁡ ( X 4 ) + 2 E ⁡ ( X 2 X 4 ) E ⁡ ( X 1 ) E ⁡ ( X 3 ) + 2 E ⁡ ( X 3 X 4 ) E ⁡ ( X 1 ) E ⁡ ( X 2 ) − 6 E ⁡ ( X 1 ) E ⁡ ( X 2 ) E ⁡ ( X 3 ) E ⁡ ( X 4 )

Characterization

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 Xi can be divided into two nonempty independent sets.

References

Ursell function Wikipedia
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