Talk:Wick product

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[edit] The Definition

I'm sorry to be a bother, but I'm finding the definition of this product difficult to follow (I'm just an undergraduate.. hehe). If we have \langle \rangle = 1 and {\partial\langle X_1\rangle \over \partial X_1} = \langle \rangle, and the constraint that \operatorname{E} \langle X_1 \rangle = \int_{\Omega(X_1)} \langle X_1 \rangle d? = 0, and if it follows (as in the example) that \int_{? someSet} 1 d{X_1} = X_1 - \operatorname{E} X_1, what is the set we are integrating over, and also, how is the expectation of \operatorname{E} \langle X_1 \rangle defined? Sorry again, this is probably a really silly question ^_^ Yesitsapril 04:24, 25 September 2006 (UTC)

The Wick product is a polynomial function of the random variables and their expected values and expected values of their products. The partial derivative notation just means the derivative of that polynomial with respect to one of the variables, treating not only the others as constant, but also all expected values as constant. Thus
{\partial\langle X_1\rangle \over \partial X_1} = \langle \rangle = 1
entails that \langle X_1\rangle = X_1 + \mathrm{constant},\, and then the constraint E\langle X_1\rangle = 0\, entails that the "constant" must be -E(X_1).\, When we get to the next step—finding the Wick product of a pair of random variables, and we differenatiate it with respect to X1, the "constant" may depend on X2 and also on the expected values of X1, X2, and X1X2. And so on.
It may not be the most felicitous notation. I followed fairly closely the notation of the paper I cited. Michael Hardy 20:33, 25 September 2006 (UTC)
Aah, I see now! Oh dear, my question was a bit silly, thank you very much for the clarification Michael :) Yesitsapril 04:11, 26 September 2006 (UTC)