1981
DOI: 10.1007/bf01941661
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Moments of the auto-correlation function and the KMS-condition

Abstract: Abstract.Inequalities between successive moments of the time dependent auto-correlation function are derived. Furthermore, we prove that they provide an infinite set of characterizations of an equilibrium state.

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Cited by 5 publications
(2 citation statements)
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“…Thus, it is rarely possible to obtain the susceptibility from the defining equation (8). For our model, using (4), we show in Appendix A that gi(co') jz(co) = ( -1/ir)P f dco' (15) where co and co' are real variables and P denotes the Cauchy principal value. Sirice yz(co) is odd in co, (14) may also be expressed as co gz(co ) j, (co)=(2/ir)P f dco' CO CO (16) The above has the advantage in that yz(co) is now limited to positive values of co.…”
Section: Dynamic Susceptibilitymentioning
confidence: 99%
“…Thus, it is rarely possible to obtain the susceptibility from the defining equation (8). For our model, using (4), we show in Appendix A that gi(co') jz(co) = ( -1/ir)P f dco' (15) where co and co' are real variables and P denotes the Cauchy principal value. Sirice yz(co) is odd in co, (14) may also be expressed as co gz(co ) j, (co)=(2/ir)P f dco' CO CO (16) The above has the advantage in that yz(co) is now limited to positive values of co.…”
Section: Dynamic Susceptibilitymentioning
confidence: 99%
“…For instance, various characterisation related to correlation inequalities and to variational principles have been derived (see e.g. [13,6,9]). Other perspectives have also been explored related for instance to the Tomita-Takasaki theory and to the Heck algebra and number theory (see e.g.…”
mentioning
confidence: 99%