Wick's theorem

Table of Contents

Wick's theorem [Wic50] (aka Isserlis's theorem [Iss16; Iss18]) describes defining decomposition property of averages in Gaussian integrals.

Basic Gaussian integral (Time-independent 1-particle QM, QFT)

One-dimensional way of doing things

We are interested in finding all the moments

(1)

for the Gaussian distribution

(2)

The choice of the normalization coefficient is such that

(3)

First of all, we see that

(4)

since the integrand is odd.

To find even moments we need to introduce generating function

(5)

We can extract all the moments from it as follows

(6)

so the -th moment is the -th coefficient of Taylor expansion of multiplied by . In this sense it generate all the moments. On the other hand

(7)

We've described how to extract all the moments from this generating function, but haven't calculated what this is. Let's fill this gap. To achieve this, first thing to do is completing the square

(8)

Now, integral (5) can be explicitly evaluated

(9)

and Taylor expanded

(10)

Term-by-term comparison with (6) gives

(11)
(12)

As we expected all the odd moments are zero.

Any-dimensional way of doing things: sum over pairings

So far so good, but we haven't seen any Wick's theorem yet! For this we need to return to the expression

(13)

Let's look closer on it. What happens when we first differentiate exponent is that we just create factor in front of it

(14)

Next derivative has a choice: it can either annihilate just created factor ( remains), or create one more factor by acting on the exponent again

(15)

This or statement can be actually expressed as sign while acting on the proper vacuum. I mean that

(16)

What I've called vacuum is represented by here. The statement above is proved by induction by noting that pre-exponential factor is always polynomial in and this structure is preserved through differentiation steps. In sum of creation and annihilation operators one can recognize coordinate operator of QM harmonic oscillator. Our notation is taken from QFT and in zero dimensional case is exactly the field operator .

We haven't yet considered the last step of our procedure

(17)

It translates to the new language in the most straightforward way

(18)

This last step is the action on our conjugate vacuum which is annihilated by any state containing . We have the following commutation relations between our creation and annihilation operators

(19)

Using them we can drag all the to the right so they annihilate vacuum, and all the to the left, so they annihilate the conjugate one. Let's start

(20)

First term will vanish after action on conjugate vacuum, so

(21)

What we've actually proven is that

(22)

And the answer is already evident by recursion with known base

(23)

But we've seen more. We've seen that factor represents way to couple first with all except first producing multiplier as a result of this coupling. Next factor is due to pairing of one more with one of the rest and so on. multiplier can be represented through the propagator

(24)

so we can rewrite the answer in the form

(25)

where " " is the set of all ways to partition into unordered pairs. Here it is! Wick's theorem! It's the form of answer that can be generalized to more complex cases.

Pairings as fixed-point-free involutions of symmetric group

The nature of the set may be understood better in connection with the well-known set of all permutations . Conjugacy classes of are characterized by cycle types of these permutations, where is a Young diagram. In the conjugacy class we have only permutations that partition set of into pairs and swap entities in these pairs. Such permutaions themselves look like

(26)

where and all and are distinct and comprise the set (note that in permutations notation we can also write and so on). So we see that every pairing of elements has a permutation as a counterpart and vice versa. So we can rewrite our sum over pairings as a sum over symmetric group conjugacy class

(27)

One can refer to this sum as a sum over fixed-point-free involutions. The word involutions means

(28)

And fixed-point-free permutation is such that for any

(29)

These two characteristics unambiguously define our conjugacy class.

Pairings as canonical representatives in symmetric group

There is also one other way to write this sum. To pair elements one can start with the set and act with permutation on it obtaining

(30)

Next, the resulting set is split into pairs of neighbours

(31)

Nice! We've got some pairing. But if one wants to rewrite the sum above hove through sum over pairings obtained by this method, they first should deal with overcounting. We would get the same pairing if we switch ordering IN pairs, this amounts to factor. Moreover, the pairing would be the same if we switch ordering OF pairs, this gives us factor. As a result we have

(32)

The overcounting can be accounted by imposing a canonical ordering on obtained pairings. From all the permutations describing one pairing we can choose one in which elements in pairs are sorted in ascending order

(33)

and pairs are sorted by their first element

(34)

By summing only over such permutations we won't get any overcounting

(35)

Implicitly by that we've established a one-to-one correspondence between permutations , such that and for any , and pairings , which can also be thought as fixed-point-free involutions of permutation group .

Heisenberg algebraq of Gaussian integral

Now, when everything is rigorously enough splitted into pairs, we can rewrite the discussed quantities in maybe more familiar terms. Creation and annihilation operators are correspondingly

(36)

They have a commutation relations of Heisenberg algebra

(37)

Field (or coordinate) operator is

(38)

Vacuums are

(39)

And vacuum expectation values (VEVs) are then written as

(40)

Multivariate Gaussian integral (Time-independent -particle QM, QFT)

In a bit more sophisticated case of multivariate Gaussian distribution

(41)

generating function evaluates to

(42)

And moments are then splitted into pairs

(43)
(44)

with all odd moments vanishing. Comparing to the discussed univariate Gaussian integral case, pair indices as well as product limits have been specified. We need to take product over all -cycles in the permutation. One can name these cycles by their lowest element and take product over these names. This is exactly what we have done. Every individual transposition is of form , thus the indices.

Wick's theorem can also be written in a form

(45)

where, again, the new things are product limits and pair indices in accordance with the logic described in the previous section.

Infinite-dimensional Gaussian integral (QFT)

Here we have quadratic action

(46)

and source . The distribution is

(47)

and generating function reads as

(48)

2-point correlator:

(49)

Wick's theorem for -point correlator:

(50)

and again odd correlators vanish.

Gaussian Hermitian matrix model

In this case we have

(51)

It's now just the product of univariate Gaussian integrals. Generating function of matrix elements correlators is

(52)

Then the propagator is

(53)

and Wick's theorem writes as

(54)

Rectangular complex matrix model

The distribution for this model is

(55)

Let's rewrite it a bit more explicitly

(56)

so in essence this integral in nothing else than univariate Gaussian ones.

Generating function:

(57)

Propagators:

(58)

For the Wick's theorem combinatorics is a bit different. In the -point correlator

(59)

we have to pair all to all (all the other pairings vanish, see (58)). Each pairing is a bijection from onto itself, and we have to sum over all such bijections. Read this sentence again and recognize the sum over all permutations of elements. So we have

(60)

References

[Wic50]
G. C. Wick, “The evaluation of the collision matrix,” Phys. Rev., vol. 80, no. 2, pp. 268–272, 1950, doi: 10.1103/physrev.80.268.
[Iss18]
L. Isserlis, “On a formula for the product-moment coefficient of any order of a normal frequency distribution in any number of variables,” Biometrika, vol. 12, no. 1-2, pp. 134–139, 1918, doi: 10.1093/biomet/12.1-2.134.
[Iss16]
L. Isserlis, “On certain probable errors and correlation coefficients of multiple frequency distributions with skew regression,” Biometrika, vol. 11, no. 3, pp. 185–190, 1916, doi: 10.1093/biomet/11.3.185.