Cumulant Expansion: How Does It Work?

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In summary, the conversation discusses the use of a cumulant expansion and taking the logarithm of the expansion in equation (29-26). The speaker expresses confusion about the statement below the expansion and transferring to equation (29-27). The expert advises verifying the derivatives of ##\log(G(k))## at ##k=0## to find the other Ξr.
  • #1
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Can anyone tell me how a cumulant expansion, like the one on the picture, works? If I take the logarithm of the expansion in eq. (29-26) I don't get what is stated below. What should I do to get that?
 

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aaaa202 said:
If I take the logarithm of the expansion in eq. (29-26) I don't get what is stated below. What should I do to get that?
I also don't agree with the transfer from (29-26) to (29-27). Either there is something very wrong with the statement or there is something going on backstage that we are not shown.
 
  • #3
You need to verify that the derivatives of ##\log(G(k))## evaluated at ##k=0## are exactly the Ξr
For example: ##\frac{d}{dk}\log(G(k)) = \frac{G^\prime(k)}{G(k)}##. Remember that ##G(0) = 1## and ##G^\prime(0) = <Y>##. Hence the derivative evaluated at ##0## is ##<Y>##, as desired. I will let you compute the other Ξr.
 

1. What is a cumulant expansion?

A cumulant expansion is a mathematical technique used to simplify complex probability distributions. It involves expressing the probability distribution as a series of terms called cumulants, which can be calculated from the moments of the distribution.

2. How does a cumulant expansion work?

A cumulant expansion works by expressing the probability distribution as a power series in terms of cumulants. The first term in the series is the mean, the second term is the variance, and so on. This allows for a simpler representation of the distribution and makes it easier to perform calculations and make approximations.

3. What are the benefits of using a cumulant expansion?

Using a cumulant expansion can make complex probability distributions more tractable and easier to work with. It can also provide insights into the behavior of the distribution and allow for approximations to be made. Additionally, cumulant expansions are often used in statistical physics and other fields to analyze systems with many degrees of freedom.

4. Are there any limitations to using a cumulant expansion?

One limitation of using a cumulant expansion is that it only works well for distributions that are not too far from a normal distribution. If the distribution is highly skewed or has heavy tails, the cumulant expansion may not provide accurate results. Additionally, the accuracy of the expansion depends on the number of terms included in the series, so it may not always provide an exact solution.

5. How is a cumulant expansion used in practical applications?

Cumulant expansions are used in a variety of practical applications, including in statistical physics, finance, and signal processing. They are often used to simplify complex probability distributions in order to make calculations or approximations. They can also be used to analyze the behavior of systems with many interacting components, such as in the study of phase transitions.

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