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Complicated partition function emerges from simple constraints

Physics Asked by jeaster on July 1, 2021

I’m working on a statistical model which involves many degrees of freedom $?=1…?$. Each degree of freedom is described by a gamma distribution with its own parameters, which we will assume to be all different $v_i sim Gamma(k_i,theta_i)$ with $?_i>0$, $?_i>0$

I want to calculate the joint pdf of all the variables, given their sum:

$$ P(vec{v}|V) = frac{1}{Z_V} Big [ prod_{i=1}^{S} p(v_i) Big ] delta Big ( sum_{i=1}^{S}v_i – V Big ).$$

Now, my degrees o freedom are gamma-distributed: to be rigorous, I have to use incomplete gamma pdfs, in order to make sense of the integral. In my setting $v_i << V$ allowing us, if needed, to send $V to infty$.

$$ Z_V = frac{1}{prod_{i=1}^{S} gamma(V,k_i) theta^{k_i}}int_{0}^{V} dv_1 dots int_{0}^{V} dv_s prod_{i=1}^{S} v^{k_i-1}_i e^{-frac{v_i}{theta_i}} delta Big ( sum_{i=1}^{S}v_i – V Big ) .$$

Using the Fourier representation of the delta function to split the integrals one gets :

$$ Z_V propto int_{0}^{V} dv_1 dots int_{0}^{V} dv_s prod_{i=1}^{S} v^{k_i-1}_i e^{-frac{v_i}{theta_i}} int_{-infty}^{infty} dt e^{ it( sum_{i=1}^{S}v_i – V} ).$$

Each term in the productory is the moment generating function of a Gamma, and I end up with this integral

$$ Z_V propto int_{-infty}^{infty} dt e^{ – it V} frac{1}{prod_{i=1}^{S} (1-ittheta_i)^{k_i}}. $$

I can not go further with the problem. I tried some tricks, like Feynman and Schwinger parameterization, but it did not helped. Alternatively, one may consider it as the Fourier transform of the product of the generating functions and try to apply the residues theorem, but the $k_i$ s are not integers and, at least to me, is not clear how to deal with "fractional" singularities. Another thing that one may try is to introduce the grand canonical formulation of the problem.

Anyone has an idea about how to tackle this integral?

One Answer

In the limit $V to infty$ you can apply the saddle-point method. We need the stationary points of the action

$S(t) = i t V + sum_{j=1}^S k_j log (1-i t theta_j)$,

that is,

$0 = dS/dt = i V - i sum_{j=1}^S k_j theta_j (1-i t theta_j)^{-1}$

In general this equation needs to be solved numerically, but we can look for a limit in which this becomes simple. The natural guess is that $t$ is small; we can later look for conditions that make this self-consistent. I will assume that the $k$ and $theta$ are $O(1)$ and leave the scaling of $S$ for later. If $t ll 1$ then we have

$ 0 = V - sum_{j=1}^S k_j theta_j (1 + i t theta_j + O(t^2))$

$ = V - S langle k theta rangle - i t S langle k theta^2 rangle + O(S t^2)$

where $langle k theta^n rangle equiv frac{1}{S} sum_j k_j theta_j^n$, so that

$i t = frac{V - S langle k theta rangle}{S langle k theta^2 rangle} + ldots$

Now if $V sim S$ then $t = O(1)$ and in general the ansatz is not self consistent. Also, if $V ll S$ or $S ll V$ then again the ansatz is not self consistent. However, we see that if we tune $S$ or $V$ such that $V - S langle k theta rangle ll S$ then obviously $t ll 1$, and then the ansatz is self consistent. Whether or not this gives a good approximation depends on how large $S$ and $V$ are for your problem.

In any case, once you have the saddle-point value $t^*$, the saddle point method (alias stationary phase) gives the asymptotics of the integral,

$Z_V propto e^{-S(t^*)} (d^2 S/dt^2)^{-1/2}|_{t=t^*} + ldots$

where I am neglecting some prefactors of $2 pi$.

Answered by eric on July 1, 2021

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