Spectral Mean Flow and Variance Dynamics of Completely Monotone Functions

Université Sainte-Anne

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Abstract

━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━[English]━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━We study functions representable as finite positive mixtures of exponential modes, F(t) = Σ aₖ exp(−λₖt), and their associated effective rate r(t) = −F′(t)/F(t). We prove three exact results: a universal variance identity r′(t) = −Varₜ(λ) ≤ 0; a bi-exponential Riccati closure r′(t) = −(r−p)(q−r) which characterizes observables of the form Ae^{−pt} + Be^{−qt}; and a cumulant hierarchy r^(n)(t) = (−1)ⁿ κₙ₊₁(t). The Riccati dynamics is the projective image of a simple exponential flow in a hidden coordinate z(t). This provides a dynamical interpretation of hazard-rate evolution in exponential mixtures.…

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Topics & keywords

Keywords
  • Observable
  • Riccati equation
  • Exponential function
  • Simple (philosophy)
  • Exponential family
  • Cumulant
  • Hierarchy
  • Dynamical systems theory
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