advanced27 min studyLesson 664 in Physics

Extract connected fluctuations with a logarithm

Distinguish full moments, cumulants, vacuum normalization, and Gaussian pairing.

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What you’ll understand

  • Derive connected two- and four-point functions from log Z.
  • Explain why independent subsystems add their cumulant generators.
  • Separate connectedness from one-particle irreducibility.

Full correlation functions include pieces that factor into simpler expectations. The logarithm of a normalized generating function removes those factorized pieces in a systematic way, producing cumulants or connected correlations. At a finite Euclidean regulator this is familiar probability algebra, provided the weight is positive and normalized. The same combinatorial organization survives in regulated real-time perturbation theory with different factors of i. Connected does not mean that a quantity is automatically a scattering amplitude or an irreducible vertex.

Differentiate the logarithm

Use the dimensionless Euclidean convention of a source plus Jx in the exponent, with ℏ=1. Define W as the logarithm of the normalized source function. Its first derivative is the tilted mean. Applying the quotient rule to the next derivative subtracts the product of means, giving the covariance. This subtraction is needed even if the underlying theory has no interactions, because a nonzero mean contributes a disconnected piece to the full two-point function.

For several sources the derivative indices identify the field positions or regulated coordinates. Mixed derivatives produce connected cross correlations. At zero mean the connected two-point function equals the full two-point function, but that equality is a special simplification rather than the definition. Higher derivatives require all set partitions, not just one subtraction. Declaring the mean and source point therefore makes a proposed connected-correlation formula much easier to audit.

WE(J)=log⁡ZE(J),∂iWE=⟨xi⟩J,∂i∂jWE=⟨xixj⟩J−⟨xi⟩J⟨xj⟩JW_E(J)=\log\mathcal Z_E(J),\qquad \partial_iW_E=\langle x_i\rangle_J,\qquad \partial_i\partial_jW_E=\langle x_ix_j\rangle_J-\langle x_i\rangle_J\langle x_j\rangle_J
Here ℏ=1, the finite generating function is normalized at zero source, and all quantities are dimensionless. For a positive measure the Hessian of W is a positive semidefinite covariance matrix.↔ Scroll wide equations horizontally.

Factorization becomes additivity

If two independent regulated systems have separate actions and a product measure, their normalized source functions multiply. Their logarithms add, so cumulants of independent sums add and mixed connected correlations vanish. In diagrammatic language the partition function collects arbitrary products of connected components, while the logarithm retains one connected component at a time. Dividing by the zero-source partition function removes source-independent vacuum normalization without requiring the interacting vacuum to be identical to the free one.

For a centered Gaussian, W is exactly quadratic. Every cumulant above second order therefore vanishes, although even full moments remain nonzero through pairings. A nonzero full four-point function is thus not by itself evidence of an interaction. Conversely, a nonzero fourth cumulant signals departure from a Gaussian distribution in this finite setting; it does not directly identify a particular interaction Hamiltonian without additional information.

ZA+B(J)=ZA(J)ZB(J)⟹WA+B=WA+WB,κ4=⟨(x−⟨x⟩)4⟩−3κ22\mathcal Z_{A+B}(J)=\mathcal Z_A(J)\mathcal Z_B(J)\quad\Longrightarrow\quad W_{A+B}=W_A+W_B,\qquad \kappa_4=\langle(x-\langle x\rangle)^4\rangle-3\kappa_2^2
The first identity assumes independent A and B driven by the same scalar source for their sum. κ₂ is the variance and κ₄ the fourth cumulant, evaluated at the stated source point.↔ Scroll wide equations horizontally.

Connected graphs can still be reducible

A connected diagram can fall apart when one internal propagator is cut. Such a diagram contributes to connected correlations but is not one-particle irreducible. The Legendre transform introduced next reorganizes connected functions into those irreducible building blocks. Confusing the logarithm with that additional transform would, for example, mistake an external-leg propagator factor for an elementary interaction vertex. Connectedness and amputation also answer different questions and should be checked separately.

The probability lab supplies exact finite moments. Reset and set success probability to 0.25 and trials to 4; predict mean 1 and variance 0.75. Reset and set probability to 0.5 and trials to 4; predict mean 2 and variance 1. The changing variance is a second cumulant of the binomial count. Playback only highlights exact bars; it does not resample data or generate field-theory diagrams, and the displayed mean alone is insufficient to infer higher cumulants.

ZM=eiWM,δWMδJ(x)=⟨ϕ(x)⟩J,δ2WMδJ(x)δJ(y)=i⟨Tϕ(x)ϕ(y)⟩J,c\mathcal Z_M=e^{iW_M},\qquad \frac{\delta W_M}{\delta J(x)}=\langle\phi(x)\rangle_J,\qquad \frac{\delta^2W_M}{\delta J(x)\delta J(y)}=i\langle T\phi(x)\phi(y)\rangle_{J,c}
These real-time formulas use ℏ=1 and source +Jφ inside i(S+∫Jφ). They explicitly differ from the Euclidean Hessian rule by i; c denotes the connected subtraction.↔ Scroll wide equations horizontally.

A fourth moment that is not Gaussian

Let x=±1 with equal probabilities and zero source. Find its second and fourth cumulants, and compare its fourth moment with that of a centered Gaussian having the same variance.

  1. The symmetric distribution has mean zero, second moment 1, and fourth moment 1. Its second cumulant is therefore κ₂=1.

  2. The fourth cumulant subtracts the three pairings: κ₄=1−3×1²=−2. Equivalently, expanding W(J)=log cosh J gives J²/2−J⁴/12 plus higher powers.

  3. A centered Gaussian of variance 1 instead has fourth moment 3 and fourth cumulant zero. Equal variances do not imply equal four-point functions, and a negative fourth cumulant is compatible with a positive normalized distribution.

The result

The binary variable has κ₂=1 and κ₄=−2; the same-variance Gaussian has fourth moment 3 and κ₄=0.

Explore the model

Interactive lab

Interactive lab · probability

Inspect a second cumulant

Reset and set p=0.25,n=4; predict mean 1 and variance 0.75. Reset and set p=0.5,n=4; predict mean 2 and variance 1.

Inspect a second cumulantThese are exact binomial probabilities for independent trials with one fixed success probability. Playback tours the distribution; it does not resample outcomes. Current readings: Mean · np: 5; Variance · np(1−p): 2.5; Total probability: 1. All parameters are adjustable with the labeled controls below.03581000.070.150.220.3Successes kP(X = k)k = 0 · P = 9.77e-4
Exact probabilityHighlighted outcomeMean np
Mean · np
5
Variance · np(1−p)
2.5
Total probability
1
t = 0 s

These are exact binomial probabilities for independent trials with one fixed success probability. Playback tours the distribution; it does not resample outcomes. Parameter changes pause playback and recompute the model at the current elapsed time. Reset restores both parameters and returns time to zero. Playback starts paused. Adjust either parameter, then choose Play or Step.

Look forThese exact binomial bars display a count variance. They do not sample measurements or calculate connected quantum graphs.

Check your understanding

For a centered Gaussian, what is true of its full fourth moment and connected fourth cumulant?

Try it yourself

A Gaussian variable has mean 2 and variance 3. Find its full second moment, connected second moment, centered fourth moment, and fourth cumulant.

Take a moment to make a prediction or work it out on paper. Open a hint when you need one.

Give me a hint

Separate the shift of the mean from the centered Gaussian fluctuations.

Compare with the solution

The full second moment is 3+2²=7, while the connected second moment is the variance 3. The centered fourth moment is 3×3²=27. Subtracting three variance-squared pairings gives κ₄=27−27=0. A nonzero mean changes raw moments without creating higher Gaussian cumulants.

Take it with you

  • Log generating functions subtract every disconnected partition systematically.
  • Independent systems contribute additively to cumulants.
  • Connected correlations still contain propagators and one-particle-reducible contributions.

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