Complex relative entropy principle for imaginary arguments

Let EN(z;σ)E_N(z;\sigma) be the expected-value polynomial defined for the multivariate normal random polynomial model, and let yRy\in\mathbb{R}. Consider positive and negative subsequences of {EN1/N(iy;σ)}NN\{E_N^{1/N}(iy;\sigma)\}_{N\in\mathbb{N}}. The complex continuum free-energy functional hy;σ(ς˙)\mathfrak{h}_{y;\sigma}(\dot\varsigma) is defined by allowing normalized complex densities relative to the signed measure νiy;σ\nu_{iy;\sigma}, with finite second moment.

Complex relative entropy principle. For each positive subsequence, the limit points of the normalized critical complex entropies are contained in the real parts of the critical values of hy;σ\mathfrak{h}_{y;\sigma}, while for each negative subsequence they are contained in the critical values themselves:

limpt1Ncritς(N)Hy;σ(N)(ς˙(N))Ree(critςhy;σ(ς˙))\operatorname{limpt}\,\frac{1}{N'}\operatorname{crit}_{\varsigma^{(N')}}{\cal H}_{y;\sigma}^{(N')} (\dot\varsigma^{(N')})\subset \operatorname{Re}\mathfrak{e}\left(\operatorname{crit}_{\varsigma}\,\mathfrak{h}_{y;\sigma}(\dot\varsigma)\right)

and

limpt1Ncritς(N)Hy;σ(N)(ς˙(N))critςhy;σ(ς˙).\operatorname{limpt}\,\frac{1}{N'}\operatorname{crit}_{\varsigma^{(N')}}{\cal H}_{y;\sigma}^{(N')} (\dot\varsigma^{(N')})\subset \operatorname{crit}_{\varsigma}\,\mathfrak{h}_{y;\sigma}(\dot\varsigma).

This heuristic principle is proposed to explain the possible large-NN limit curves for imaginary zz, including sign changes that are not obtained by direct analytic continuation of the real-zz formulas. Its status is conjectural and the source presents heuristic and graphical rather than rigorous evidence.

Sources & referencesView supporting material

Primary source

Michael K. -H. Kiessling, “Heuristic Relative Entropy Principles with Complex Measures: Large-Degree Asymptotics of a Family of Multi-Variate Normal Random Polynomials”, arXiv:1608.08931 (2017).

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