The cumulant expansion of the shell integral keeps precisely connected Feynman diagrams built from shell-restricted scalar propagators. The external low fields are backgrounds, not propagators. Connected graphs with bridges can contribute, so the expansion is not limited to one-particle-irreducible Feynman diagrams.
Writing the interaction as and averaging over the fast modes, which have a Gaussian distribution, gives the cumulant expansion . The second cumulant selects connected Feynman diagrams.
For interaction , split into slow and fast Fourier modes, with a centered fast Gaussian measure. The first cumulant expansion term is by Wick theorem. The constant shifts the free energy, the quadratic term gives , and there is no gradient correction at this order. Rescaling gives and . The mass shift mixes thermal and quartic perturbations; the interacting critical tuning need not have zero bare mass.
Changing the ultraviolet cutoff changes which fluctuations remain explicit. Integrating out a shell of Fourier modes shifts the coefficients of all symmetry-allowed operators and a field-independent constant. Hence the cutoff-dependent coefficients are chosen so that the remaining partition function and long-distance observables reproduce the same microscopic system. This is the Wilsonian coarse-grained statistical Hamiltonian; retaining only the printed operators is a local derivative expansion, not an exact closure.
In a massive symmetric phase, the quadratic long-wavelength inverse two-point function has the form . Its Landau scalar correlation length satisfies in this approximation. For canonical normalization of a scalar gradient term, set ; then the mass and quartic coefficients become and . With this normalization the infrared mass is the inverse correlation length, , within the massive quadratic or one-loop approximation. More generally the decay rate is a pole mass, whereas the zero-momentum inverse magnetic susceptibility is a curvature mass; an anomalous dimension or nontrivial momentum dependence can distinguish them. In the ordered phase one must first expand about a selected stable equilibrium magnetization, rather than identify a negative quadratic coefficient at the unstable origin with a squared inverse correlation length. Thus the intended mass identification includes a field normalization and a stable-phase qualification.
For momentum-shell renormalization group, split , retaining and eliminating . Define
Taking a logarithm gives the cumulant expansion of a coarse-grained free energy. For a centered fast Gaussian measure with , the first quartic cumulant is
The Wick contractions give a mass shift and an identity-operator contribution, while leaving the quartic term at this order. The second cumulant produces higher interactions and a quartic correction. After the length and field rescalings and , the gradient coefficient remains one, and
The one-loop shell mass renormalization in scalar quartic theory explicitly shows why the critical bare mass is shifted by fluctuations.
Assume short-range interactions, an analytic even local potential, a positive gradient coefficient, and a weak-coupling trajectory in the basin of the Gaussian fixed point. Above four dimensions the quartic interaction has negative engineering dimension and its dimensionless strength decreases under coarse graining; higher local powers and higher derivative terms also decrease. After absorbing analytic short-distance shifts into the coefficients, long-wavelength fluctuations are small compared with the ordered order parameter. The remaining coarse Landau free energy can therefore be evaluated at its stable saddle:
The quartic stabilizer must still be retained for the ordered minimum even though it is dangerously irrelevant. Stationarity, , gives the ordinary Landau-Ginzburg theory and its mean-field critical exponents. This derives the saddle approximation from decreasing fluctuation strength under the stated RG assumptions; it does not assume that every exact coarse-grained functional becomes a quartic polynomial. Below four dimensions the quartic coupling grows, long-wavelength loop corrections cease to be small, and the argument fails. At four dimensions the interaction is marginal and generates logarithmic corrections. The tuned sextic theory has the analogous boundary at three dimensions.
Use a consistent Fourier transform pair for the connected correlation function:
The printed forward-transform expression integrates over while leaving free; that integration variable is an error. The above convention resolves it and produces the loop measure used below. At zero magnetization, ; otherwise the disconnected product of expectations must be subtracted.
In the inverse-propagator identity used here, the truncated two-point function means the full one-particle-irreducible two-point vertex, including its free quadratic part. This convention differs from using “truncated” for a connected cumulant. To derive the inverse relation, introduce , and the effective action . Then and the chain rule gives . Since is the connected correlation function, translation invariance gives .
Now use canonically normalized coefficients, denoting the cutoff mass by and the renormalized infrared mass by . Choose the free propagator and put in the interaction as a quadratic counterterm. With the Euclidean self-energy convention in which an insertion changes the connected propagator by , the perturbative series begins
The self-energy sums one-particle-irreducible loop insertions; the explicit mass counterterm is kept separate. Repeated insertions generate the geometric Dyson resummation, which explains why reducible chains occur in but not as independent terms in its inverse. Beyond one loop a momentum-dependent self-energy and wave-function renormalization must also be included.
At one loop the only quartic two-point graph is the tadpole diagram. At a vertex, attaching the two labeled external fields uses choices and contracts the remaining two fields together. The factor is . Equivalently this is the same quadratic term in the shell cumulant expansion above. Thus
It is positive for and independent of external momentum, so there is no one-loop gradient renormalization. The condition implies , hence
The cutoff is necessary: the unregulated integral is ultraviolet divergent for . Using the renormalized mass internally is a self-consistent one-loop organization, not an exact resummation of all critical fluctuations. With nonunit , this formula instead applies to , after canonical normalization of a scalar gradient term.
To test a linear thermal mass, approach the ordinary transition from the symmetric side and set . For the massless tadpole is infrared finite. Subtract its critical value, absorb regular temperature dependence of the coupling into a nonzero thermal coefficient , and write . The one-loop critical-mass subtraction gives
where
For , is finite, so the bracket tends to a finite constant and is self-consistent. At ,
and the growing logarithm obstructs an asymptotically constant linear coefficient at nonzero coupling. For , put to obtain
The divergent bracket then invalidates the assumed linear thermal mass. The radial critical-mass subtraction in dimensions three to five gives explicit checks of all three behaviors. For , the massless tadpole subtraction itself is infrared divergent; that failure of the Gaussian expansion does not prove absence of an interacting transition. Therefore the ordinary upper critical dimension is , with the unmodified Landau-Ginzburg theory asymptotically justified by this test only for . Exponents inferred by solving the self-consistent one-loop equation below four dimensions would not be exact interacting exponents.
For a tricritical point the renormalized quartic coefficient must be tuned to zero, and a positive sextic interaction stabilizes the order parameter. The gradient term gives the scalar field engineering dimension . A coefficient of therefore has dimension , which becomes marginal at . This gives . A direct Ginzburg criterion reaches the same result: long-wavelength variance in a correlation volume is
while the tricritical saddle has . Their ratio scales as , vanishing only above three dimensions. At three dimensions it is marginal; below three it grows. In contrast the ordinary saddle gives a ratio . Both calculations assume the thermal mass is measured relative to its shifted critical value. A sextic interaction generates quartic terms under coarse graining, so tricriticality requires tuning the renormalized quartic scaling field as well as the mass.
Let the summands be independent and identically distributed random variables with mean , variance , and standardized third cumulant . Define
An Edgeworth expansion refines the central limit theorem using the higher cumulants of one summand. Some smoothness and moment assumptions are essential: finite variance alone does not supply a density expansion. A convenient sufficient set for the expansions here is a smooth density whose derivatives decay faster than every inverse power, together with for some . These assumptions give all required moments, Fourier smoothing and the nonlattice characteristic-function condition. Less restrictive sufficient conditions are possible, but this set covers the logistic model below.
Write and for the standard normal density and standard normal distribution function. The first-order density Edgeworth expansion is
The remainder is uniform on every fixed compact interval under the stated assumptions. To see the origin of the correction, for the cumulant expansion of its characteristic function gives
Exponentiating and using Fourier inversion yields the displayed correction, since the inverse transform of is . The Probabilists' Hermite polynomial convention is being used: and .
The corresponding distribution function expansion is
uniformly on fixed compact intervals. The sign follows from . These are expansions of both the density and distribution function; a uniform density error alone would not justify integrating an error bound over the entire real line without the accompanying tail control.
For a fixed , write . At leading order the proposed quantile expansion gives , and strict monotonicity gives . Substitute into the distribution function expansion. A Taylor expansion at gives
Since , the coefficient of must vanish. Thus the first Cornish-Fisher expansion coefficients are
For the logistic distribution, set . Its density satisfies and has exponentially decreasing tails. Symmetry and integrability give , and the supplied integral gives
Therefore , , and the central limit theorem gives
Writing and , the condition is equivalent to
Consequently the confidence interval
has limiting coverage . Whether the finite endpoints are included makes no probability difference because the sample mean has a density.
The centered logistic distribution is symmetric, so . Its smooth density and exponentially decreasing derivatives satisfy the conditions stated above; in particular all moments exist and Fourier smoothing is available. The first correction in the Edgeworth expansion vanishes, leaving at each of the two fixed quantiles. Subtracting gives the stronger conclusion
The standardized law is independent of , so this coverage-error conclusion holds with the same bound for every location parameter.
Let the shell-restricted scalar propagator be
Write and average with the normalized Gaussian shell measure. The cumulant expansion gives
The subtraction removes disconnected Feynman diagrams; the logarithm retains connected Feynman diagrams made from shell contractions. This is the connected shell-contraction expansion. An external line denotes the background low field, not an additional low-momentum propagator.
Figure 1.
Connected quartic shell diagrams through second order, including vacuum terms and the two momentum-support zeros
. Details.
At order , panel A is the existing four-field interaction vertex. The new shell contractions are B, a tadpole diagram contributing a two-field vertex, and C, a Vacuum Feynman diagram contributing a constant. The Gaussian functional determinant in panel L is another field-independent term, of order ; the original quadratic kinetic term and mass term are retained as well.
For completeness, all two-vertex topologies from Wick contractions at order are shown. Let be the number of shell lines joining the vertices and their numbers of self-contractions. The external-field counts are
Interchanging the two vertices identifies the same topology. Enumerating these conditions gives exactly the following eight possibilities:
The support qualification is important. In E or F, a vertex with one external low field and one bridge also has a tadpole whose two momenta cancel. Conservation forces the bridge momentum to equal that single low momentum, outside the shell. Equivalently, convolution by annihilates . This is momentum-support exclusion for Wilsonian bridge diagrams. D is different: its bridge carries the sum of three low momenta, which can lie in the shell. Its kernel is proportional to and need not vanish. Thus one-particle-reducible Feynman diagrams must not be excluded merely because the object being computed is an effective action.
These kernels need not be local before a derivative expansion. Their momentum dependence generates derivative interactions where such an expansion is valid. If all external momenta are sufficiently far below , D vanishes too; in particular it does not produce a zero-momentum local coupling at order . A local six-field term is allowed and is generated at higher orders, for example by a three-vertex shell triangle.
To all orders, expect every scalar interaction allowed by the original symmetries: arbitrary even powers of the field and their allowed derivative couplings, together with vacuum terms. The Z2 symmetry excludes odd-field vertices. The original quartic form is therefore not closed under exact Wilsonian integration.
Use dimensionless interaction couplings in the exponent of the Boltzmann weight. In the following formulas denote the physical interaction energies divided by if that factor has not already been absorbed into the displayed Hamiltonian. This convention is required for temperature-independent numerical fixed-point coordinates.
Split the original square lattice into retained sites with even and eliminated sites with odd , where coordinates are in units of . Every nearest-neighbour bond joins to , whereas a diagonal next-nearest-neighbour bond stays within one sublattice. Denote retained Ising spins by and eliminated Ising spins by . For fixed retained Ising spins define
The blocked Boltzmann weight in the checkerboard decimation of the square-lattice Ising model is
Use the independent uniform product measure on Ising spins on to perform a cumulant expansion. Its one-spin mean vanishes, and . Consequently the first-order term, the first-order eliminated-sublattice term, and the mixed term vanish. To the requested order,
Here the truncation keeps and the linear term in ; equivalently count as order . At higher orders the interaction family will generally not close.
Each eliminated site has four retained neighbours, so
Its six distinct neighbour pairs comprise four corner pairs at distance and two opposite pairs at distance . A given retained diagonal pair shares two eliminated centres; a given opposite pair shares only one. Thus the generated pair couplings are for diagonal pairs and for axial pairs separated by two original spacings. The original interaction directly contributes to each retained diagonal pair. No single-spin term survives spin inversion symmetry, and no three-spin or four-spin term is present in this second cumulant. This proves closure on exactly two nonconstant interactions at the retained order.
The primitive vectors of the retained square lattice are and . Rotate the axes by degrees and rescale lengths by ; retained diagonal pairs become nearest neighbours, and the axial distance- pairs become next-nearest neighbours. With , the leading checkerboard Ising decimation recursion is therefore
The constant part of the weight is also determined: , so the original partition function equals
to the same order in the logarithm of the weights. That normalization changes free energy but not the retained-spin interaction operators. If physical energy couplings are kept instead, at fixed the relations read and .
Figure 1.
Two shared eliminated neighbours generate a nearest-neighbour bond; one generates a next-nearest-neighbour bond after checkerboard decimation
. Details.
The fixed-point equations are and . Their only finite real solutions are
The origin is the high-temperature fixed point; its Jacobian matrix is , with both multipliers zero. The nontrivial candidate critical point is . Linearize the discrete renormalization-group transformation there:
The characteristic polynomial is , giving
Eigenvectors may be chosen as . The positive eigenvalue greater than one is the relevant direction of a fixed point; the other is irrelevant because its magnitude is less than one. Its negative sign only alternates the sign of the perturbation between steps. For a discrete map the magnitude relative to one decides relevance, not the sign rule used for continuous beta-function eigenvalues.
Let be the relevant thermal scaling coordinate, so to first order. A correlation length measured in restored lattice units satisfies . If , then . Hence the thermal exponent from a discrete renormalization map is
This is the value predicted by the stated low-order real-space renormalization group, whose nontrivial fixed point is evaluated beyond the strictly infinitesimal-coupling limit. It is an approximation, not an exact solution of the full square-lattice Ising model.
Absorb into the free energy, so the statistical weight is . Under the Gaussian fixed point rescaling, invariance of the gradient energy gives the engineering dimension
The engineering dimensions of are respectively . Their coupling eigenvalues are , hence . The quadratic and quartic interactions are relevant operators; the sextic interaction is a marginal operator at this order.
The three steps of the momentum-shell renormalization group are:
  • Split into slow modes and fast modes , and integrate over .
  • Rescale to restore the ultraviolet cutoff to .
  • Rescale the field as to normalize the gradient energy.
Here , so increasing means flowing toward longer distances. At leading order, the fast field has a Gaussian distribution with covariance
This perturbative integration requires on the shell. By the Wick theorem, odd fast-field moments vanish and , . Therefore the first term of the cumulant expansion of a coarse-grained free energy is
This is the quartic interaction generated by a sextic interaction. Including the rescaling, the requested flow is
In spherical coordinates, . In particular, for ,
The same integration shifts the quadratic coefficient by before rescaling and adds an irrelevant constant to the free energy. Thus setting the bare quartic coupling to zero does not place the theory on the tricritical critical surface.
To calculate the sextic renormalization-group beta function to second order, let . The required cumulant expansion is
The subtraction removes disconnected contributions. The term at each vertex supplies the primitive sextic correction. The Wick contractions give
The first term contains three propagators connecting the two vertices; its factor is the number of bijections between the three fields at each vertex. The second contains a local tadpole diagram at each vertex and one connecting propagator. The primitive contribution to the free energy is therefore
Expanding the slow fields about a common point gives a negative local sextic correction proportional to
where restricts a momentum to the shell. This connected Feynman diagram has two independent loop momenta. Other Wick contractions also generate lower interactions and tadpole diagrams; they must be included or subtracted consistently when fixing the tricritical critical surface.
To extract the logarithmic tricritical sextic beta function, use normal ordering to remove local tadpoles and tune the quadratic and quartic relevant operators. The massless three-dimensional propagator is . The same three-line contraction over short separations gives
Its positive coefficient and the negative sign of the second cumulant expansion term establish the sign of the flow. Matching this logarithm to a renormalized coupling, or performing consistent iterated shell integration, gives
The precise normalization of is not needed. In a sharp momentum cutoff scheme, simply forcing all three internal momenta into one infinitesimal shell does not extract this two-loop logarithm: the shell restrictions remove its linear-in- phase space. The finite-shell cumulant and the logarithmic renormalized calculation above are distinct stages of the computation. Field normalization corrections at order enter this renormalization-group beta function only at order .
A positive, stabilizing sextic coupling is marginally irrelevant in three dimensions on the tricritical critical surface. Reversing the convention for reverses the sign of the renormalization-group beta function. A negative sextic coupling without higher stabilizing powers makes the potential unbounded; moreover, the untuned bare choice generally flows away through its generated relevant operator.
A momentum-shell renormalization group step has three parts. First split the field into slow and fast Fourier modes, , and integrate over the shell . Second rescale , or equivalently , to restore the ultraviolet cutoff to . Third rescale the field so that the coefficient of returns to its chosen normalization. The resulting free energy has the same operator expansion but new couplings; iteration traces a renormalization-group flow in coupling space.
For the first step only, write and average over the fast modes of the Gaussian field theory. The cumulant expansion gives
Here
At order , the connected contraction of two vertices gives the low-momentum two-point term. Since ,
Expanding at small external momentum and matching yields
The first cumulant also produces a term linear in ; it is removed by fixing the one-point function, or equivalently by a field redefinition, and does not change the displayed one-particle-irreducible correlation function correction to the mass.
The leading vertex correction is order . Taking from each of three vertices, the connected Wick contractions form a triangle. There are eight contractions, so the third cumulant contributes times the triangle integral. At zero external momentum,
For nonzero external momenta the three propagators carry the corresponding shifted loop momenta, with every internal line restricted to the fast shell.
Expand the quintic interaction after the slow-fast split. Its term with three slow fields and two fast fields is
The first term of the cumulant expansion therefore contains
Since the coincident fast-mode propagator is
the lowest-order correction is
Its Feynman diagram is one five-valent vertex with three external slow-field legs and the remaining two legs contracted into a tadpole diagram.
One cubic vertex cannot leave four external legs. Two cubic vertices can be joined by one contracted fast-field line, leaving four slow-field legs, so the first correction to involving is
It arises from the second term of the cumulant expansion.
A momentum-shell renormalization group step has three parts:
1. Split into slow modes and fast modes , then integrate out using a cumulant expansion to obtain a Wilsonian effective action for .
2. Rescale momenta by , equivalently coordinates by , restoring the cutoff from to .
3. Rescale the field by at the Gaussian fixed point, restoring the normalized kinetic term.
The resulting functional has the original form and cutoff but new masses and couplings. Iteration produces a renormalization-group flow.
Choose four of the six fields at one sextic vertex to be slow and contract the remaining two fast fields into a tadpole diagram. There are choices. If
then the first term of the cumulant expansion contributes
After the canonical coordinate and field rescaling, its contribution to the quartic coupling is
In the displayed connected Feynman diagram, each sextic vertex carries two slow external legs and the four remaining legs at each vertex are paired across the vertices. The second cumulant expansion has a factor , the slow legs can be selected in ways, and the four cross-contractions can be paired in ways. The coefficient is therefore
Writing , the local zero-external-momentum contribution is
with the integral restricted further so that . The three independent internal momenta agree with the diagram's loop order .
Classify the connected contractions by the numbers of external slow legs on the two sextic vertices and by the number of fast propagators joining them. Besides the displayed graph, the distinct topologies are:
  • : two joining lines and one tadpole on each vertex.
  • : three joining lines and one tadpole on the one-external-leg vertex.
  • : two joining lines and two tadpoles on the vertex with no external legs.
  • : one joining line, two tadpoles on the one-external-leg vertex, and one tadpole on the three-external-leg vertex.
Exchanging the two vertices gives no new topology. All four are connected Feynman diagrams selected by the logarithm in the cumulant expansion. With an ideal sharp momentum shell and a projection at exactly zero external momentum, the single joining line in the last topology cannot carry shell momentum, so that topology gives zero to the local quartic coupling; it is still the remaining formal connected contraction.
Split and write . The first cumulant of contains . The connected second cumulant of the two terms uses Wick theorem to give . Keeping its leading local term, the quadratic coefficient after integrating out the shell is therefore
The quartic tadpole raises the mass parameter, while the pair of cubic vertices gives the negative bubble contribution. A cubic interaction also generates a linear tadpole , which may be removed by shifting the background but is not part of .
The phase screen adds the phase accumulated across its thickness, so the reduced field just after the screen is
For a zero-mean random variable with a normal distribution and variance , its characteristic function gives
The same expression is approximately valid for a non-Gaussian weak fluctuation: the cumulant expansion begins with , while higher cumulants give higher-order corrections.
For , every realization obeys the parabolic wave equation
Linearity permits ensemble averaging, so
The initial mean is independent of , hence diffraction does not change it and for every .