Interdisciplinary Information Sciences
Online ISSN : 1347-6157
Print ISSN : 1340-9050
ISSN-L : 1340-9050
Special Issue on Fundamental Structures of Statistical Inference and Its Applications
Moment Problem in Replica Method
Toshiyuki TANAKA
著者情報
キーワード: replica method, moment problem
ジャーナル フリー

2007 年 13 巻 1 号 p. 17-23

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抄録
The main objective of this paper is to discuss mathematical validity of the replica method. We focus on the observation that the replica method calculates {\\Bbb E}(logZ) from the moment sequence {\\Bbb E}(Zn)} of a positive random variable Z, or equivalently, it calculates expectation {\\Bbb E}(X) of a random variable X on the basis of its moment generating function \\overline{\\varphi}(u)={\\Bbb E}(euX) while evaluating \\overline{\\varphi}(u) only at positive integers u=1,2,…. This aspect of the replica method will be justified if the moment problem is solved affirmatively. In this paper, we provide some counterexamples for each of which the moment sequence of Z does not uniquely determine {\\Bbb E}(logZ), thereby invalidating unconditional justification of the replica method.
著者関連情報
© 2007 by the Graduate School of Information Sciences (GSIS), Tohoku University

This article is licensed under a Creative Commons [Attribution 4.0 International] license.
https://creativecommons.org/licenses/by/4.0/
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