Spectral Mean Flow and Variance Dynamics of Completely Monotone Functions
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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)
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Topics
Keywords
- Exponential function
- Measure (data warehouse)
- Monotonic function
- Quadratic equation
- Exponential polynomial
- Monotone polygon
- Dynamical systems theory
- Natural exponential family
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