Spectral Mean Flow and Variance Dynamics of Completely Monotone Functions

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Authors: Louis Morissette
Cited by: 13
References: 1

Abstract

[English] We study functions representable as finite positive mixtures of exponential modes, F(t) = sum_k a_k exp(-lambda_k t), and their associated effective rate r(t) = -F'(t)/F(t). We prove four exact results. (1) A universal variance identity: r'(t) = -Var_t(lambda)

Fields of Study & Subjects

Bayesian Methods and Mixture Models Markov Chains and Monte Carlo Methods Statistical Mechanics and Entropy

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
13 March 2026
Language
EN
Document type
Preprint