Cumulants and moments of Dirac Delta distribution

This means that there is no need to calculate the higher order cumulants using the formula provided, as they will all be equal to 0. I hope this helps clarify the issue for you. Best of luck in your studies!
  • #1
amacinho
7
0
For my statistical mechanics class I need to find the cumulants of a special distribution of which all moments are constant and equal to a. I followed two different approaches and obtained imcompatible results, something is wrong but I couldn't figure it out.

Here's what I did:

Since all the moments are constant I formed the generating function as

[tex] F(k)&=\sum_{n=0}^{\infty}\frac{(\i k)^n}{n!}a[/tex]
[tex]=a\sum_{n=0}^{\infty}\frac{(\i k)^n}{n!}[/tex]
[tex]=a e^{ik}[/tex]

Thus, the distribution is found to be the Dirac delta function [tex]a \delta(x-1)[/tex].

There are two ways to find the cumulants.

1) First, they are defined as:

[tex]c_n &=\frac{1}{\i^n}\frac{d^n}{dk^n}\ln F(k) \biggr{|}_{k=0}[/tex]

2) but I also previously showed that:

[tex]c_1=\langle X \rangle[/tex]
[tex]c_2=\langle X^2 \rangle - \langle X \rangle^2[/tex]
[tex]c_3=2\langle X \rangle^3 - 3\langle X \rangle \langle X^2 \rangle + \langle X^3 \rangle[/tex]
[tex]c_4=-6\langle X \rangle^4 + 12\langle X \rangle^2 \langle X^2 \rangle -3 \langle X^2 \rangle^2 - 4\langle X \rangle \langle X^3 \rangle + \langle X^4 \rangle[/tex]

The logarithm of the generating function is
[tex]\ln F(k)= \ln(a e^{\i k})[/tex]

The first derivative of this function is i, and all the rest are zero. Thus leaving me c_1 = i, and c_n=0 for n>1.

The results of the first and second methods are different and at least one of them is wrong, but I can't see what's wrong in neither of them. Could someone help me?
 
Physics news on Phys.org
  • #2


Dear student,

Thank you for sharing your methods and results with us. It seems that there may be a mistake in your second approach when calculating the cumulants. Let's take a closer look at your calculations:

c_1=\langle X \rangle = a \delta(x-1)

This is correct, as the first cumulant is simply the mean of the distribution, which in this case is a delta function centered at 1.

c_2=\langle X^2 \rangle - \langle X \rangle^2 = a \delta(x-1)^2 - a^2 \delta(x-1)^2 = 0

Here, you have taken the second moment (the mean of the squared distribution) and subtracted the square of the first moment (the mean). However, in this case, both the first and second moments are equal to a delta function centered at 1, so subtracting them will result in 0.

c_3=2\langle X \rangle^3 - 3\langle X \rangle \langle X^2 \rangle + \langle X^3 \rangle = 2a \delta(x-1)^3 - 3a \delta(x-1)^2 \delta(x-1) + a \delta(x-1)^3 = 0

Similarly, taking the third moment and subtracting the first and second moments will also result in 0.

c_4=-6\langle X \rangle^4 + 12\langle X \rangle^2 \langle X^2 \rangle -3 \langle X^2 \rangle^2 - 4\langle X \rangle \langle X^3 \rangle + \langle X^4 \rangle = -6a \delta(x-1)^4 + 12a \delta(x-1)^2 \delta(x-1)^2 - 3a^2 \delta(x-1)^4 - 4a \delta(x-1)^3 \delta(x-1) + a \delta(x-1)^4 = 0

Again, all terms in this equation will cancel out and result in 0. This is because the distribution you are working with has all of its moments equal to a constant, so when calculating the cumulants using the formula above, all terms will cancel out and result in 0.

In summary, it seems that your second approach is not incorrect, but rather the
 

Related to Cumulants and moments of Dirac Delta distribution

1. What is a Dirac Delta distribution?

A Dirac Delta distribution, also known as the Dirac delta function, is a mathematical function that represents an infinitely narrow and tall spike at a specific point on a graph. It is often used to model a point mass or impulse in physics and engineering applications.

2. What are cumulants of a Dirac Delta distribution?

Cumulants of a Dirac Delta distribution are a set of statistical measures that describe the shape of the distribution. They are used to quantitatively analyze the central tendency, dispersion, and higher order moments of the distribution.

3. How are cumulants and moments related for a Dirac Delta distribution?

Cumulants and moments are closely related for a Dirac Delta distribution. The moments of a distribution are defined in terms of its cumulants, and the cumulants are derived from the moments. This allows for the calculation of one set of measures from the other.

4. What is the difference between cumulants and moments?

Cumulants and moments are both statistical measures used to describe the characteristics of a distribution. However, moments are defined in terms of the raw data, while cumulants are defined in terms of the moments. Cumulants are also more useful for describing distributions with skewed or non-normal shapes.

5. How are cumulants and moments used in scientific research?

Cumulants and moments are commonly used in various fields of science, such as physics, engineering, and statistics. They are used to analyze and compare data sets, model physical systems, and make predictions. They are also useful for understanding the underlying properties of a distribution and identifying any outliers or abnormalities in the data.

Similar threads

  • Advanced Physics Homework Help
Replies
5
Views
902
  • Advanced Physics Homework Help
Replies
10
Views
691
Replies
3
Views
1K
  • Advanced Physics Homework Help
Replies
4
Views
750
Replies
16
Views
691
  • Advanced Physics Homework Help
2
Replies
59
Views
7K
  • Advanced Physics Homework Help
Replies
0
Views
344
  • Advanced Physics Homework Help
Replies
1
Views
867
  • Advanced Physics Homework Help
Replies
7
Views
1K
  • Advanced Physics Homework Help
Replies
9
Views
1K
Back
Top