Wick polynomials and time-evolution of cumulants

We show how Wick polynomials of random variables can be defined combinatorially as the unique choice which removes all "internal contractions" from the related cumulant expansions, also in a non-Gaussian case. We discuss how an expansion in terms of the Wick polynomials can be used for der...

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Bibliographic Details
Published in:arXiv.org 2017-03
Main Authors: Lukkarinen, Jani, Marcozzi, Matteo
Format: Article
Language:English
Subjects:
Derivation
Evolution
Mathematical analysis
Polynomials
Random variables
Online Access:Get full text
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Summary:We show how Wick polynomials of random variables can be defined combinatorially as the unique choice which removes all "internal contractions" from the related cumulant expansions, also in a non-Gaussian case. We discuss how an expansion in terms of the Wick polynomials can be used for derivation of a hierarchy of equations for the time-evolution of cumulants. These methods are then applied to simplify the formal derivation of the Boltzmann-Peierls equation in the kinetic scaling limit of the discrete nonlinear Schr\"{o}dinger equation (DNLS) with suitable random initial data. We also present a reformulation of the standard perturbation expansion using cumulants which could simplify the problem of a rigorous derivation of the Boltzmann-Peierls equation by separating the analysis of the solutions to the Boltzmann-Peierls equation from the analysis of the corrections. This latter scheme is general and not tied to the DNLS evolution equations.
ISSN:2331-8422
DOI:10.48550/arxiv.1503.05851