Ref 13,p. 175. 2Scherrer to Meier, 17 June 1938 [CC] * Peter Debye to Bok (in German) [MB] ® Bohr to Fokker (in English) 21 June 1938 [MB]. » Fokker to H. A. Kramers, 13 July 1938 [MB]. >, Cohen to Fokker, 20 une 1938 (MB Fokker to Coster, 21 June 1938 [MB]. = Fokker/Coster to Minster van Jutitie, 28 June 1938 [MB]. Fokker to Minister van Onderwijs, Kunsten, en Wetenschappen, 28 Sune 1938 [MB] WJ. de Haas to Fokker, 24 June 1938 [MB], translation by E, Wa- trou. 2 Coster to Fokker, 27 June 1938 (MB) Fleer to Coster, 2 June 193%; A. E. van Arkel to Fokker, 1 July 1938 (Mp) ™ Coster to A.J. L-v. Basek Calkoen, 29 June 1938 [UG] Paul Jaffe to Fokker, 4 June 1938; A. E, van Arkel to Fokker, 1 July 1938 [MB] Fokker to A. F. Philipps, 22 June 1938 [MB]. “W. van Beuningen to Fokker, 8 June 1938 [MB]. “!Robert May to Fokker, 24 June 1938 [MB] “P.F.S. Otten to Fokker, 28 June 1938; Fokker oP. F.S. Otte, I July 1938 [MB]. “Coster to G. J. Sizo0, 20 June 1938; Siz to Coster, 22 June 1938 (UG), “H.R. Kruyt to Fokker, 4 June 1938 [MB] “Fokker to Coster, 7 June 1938 [MB] “© Meitner Diary, 27 June 1938. Debye to Coster, 29 June 1938 [MB] “Bohr to Fokker, 30 June 1938 (in English) [MB]. “Meitner Diary, 4 July 1938, “Debye to Coster 6 July 1938 [MB], assistance with translation from E. Watrous. 2'Meitner to Hahn, 13 May 1966 [CC] The Ministry of Justice granted provisional admission in writing the nent day: A. B. Calkoen to Fokker, 12 July 1938 [MB]. "Telegram, Debye to Fokker (in German) 11 July 1938 [MB]. Personal communications: Dr. L, K. tr Veld, Groningen, 6 November 1985; H, Coster, A. Klokke-Coster, Ref. 18, » Meitner Diary, 12 July 1938, Fokker to Boh, 16 July 1938 [MB] 5” Meitner to Gerda von Ubisch, 1 July 1947 [CCl “Otto Hahn, My Lif, translated by E. Kaiser and E. Wilkins (Herder and Herder, New York, 1968), p. 149. 2D. Haha, p85, ia Ref. 2 \ arnold Kramish, The Grif: The Greatest Untold Storyof Werid War I, (Houghton-Miflin, New York, 1986), p 49. icp Coster thought the German border guards may have let Meitner ‘through because they assumed "Frau Professor" was oly a professor's wife; A. Klokke-Coster, Ref 18 © Meitner Diary, 13 July 1938 © Hahn to Coster family, 15 July 1938 [CC] “A. Klokke-Coster, Ref 18. ‘Fokker to Miep Coster, 16 July 1938 [MBI], assistance in translation from E. Watrous ‘© Miep Coster to Fokker, 14 or 15 July 1938 [MB]. © Meitner to Scherrer, 20 July 1938 [CC]. © Meitner to Coster, 9 August 1938, collection of A. Klokke-Coster. Random multiplicative processes: An elementary tutorial S. Redner Center for Polymer Studies and Department of Physics, Boston University, Boson, Massachusetts 02215 (Received 16 November 1988; accepted for publication 25 April 1989) ‘An elementary discussion of the statistical properties of the product of NV independent random variablesis given. The motivation is to emphasize the essential differences between the asymptotic N= « behavior of a random product and the asymptotic behavior of a sum of random variables— a random additive process. For this latter process, it is widely appreciated that the asymptotic behavior of the sum and its distribution is provided by the central limit theorem. However, no such universal principle exists for a random multiplicative process. In this case, the ratio between the average value of the product (P) and the most probable value P,,., diverges exponentially in V as N+ eo. Within a continuum approximation, the classical log-normal form is often invoked to describe the distribution of the product. It is shown, however, that the log-normal provides a poor approximation for the asymptotic behavior of the average value and, also, for the higher moments of the product. A procedure for computing the correct leading asymptotic behavior of the ‘moments is outlined. The implications of these results for simulations of random multiplicative processes are also discussed. For such a simulation, the numerically observed “average” value of the product is ofthe order of P,,,, and itis only when the simulation is large enough to sample a finite fraction of all the states in the system that a monotonic crossover to the true average value z,. If there are NV elements in the sequence, we ask what is the average value of this N-fold product (P)? In order to compute (P), define p(n) to be the probability that the binary product of V independent factors assumes the value z{z1~", This probability is sim- ply the binomial Pin) = (“pats a where By averaging over all possible outcomes of the product, one finds the average value y= 3 (“rgd On the other hand, the most probable event is one in which the product contains Np factors of z, and Ng factors of z;. ‘Thi is obtained by maximizing the probebilisti factor ( agi" n with respect to n in Eq. (2). Consequently, the most prob- ‘able value of the product Py. is simply Prag AA)". @) While the most probable event yields a good approxima- tion for the average value of the sum in a random additive (pz, +92)". (2) S.Redner 268process, we see that it is inadequate for determining the average value of the product in a random multiplicative process. In fact, the ratio (P)/Pyp diverges exponentially in Nas N= 2 ‘Another way to compute Pm, is to consider the loga- rithm of the product. This is a random additive process for which the average value and the most probable value di- verge at the same rate as V~ eo. Therefore, by computing (in P),one also obtains the value of In Pp. Then by reex- ponentiating, one has Pry =e"), (4a) while by definition (P) = Ke"). (4b) Mathematically, the interchange of exponentiation and averaging is not generally justified. In fact, by expanding Eqs. (4) in power series and using the basic fact that (x*) > (x)4 it is clear that (P) > Pap. In general, there is no reason why Pq and (P) should have similar values or even be of the same order of magnitude for a sufficiently broad distribution. The disparity between (P) and P,, can be nicely illus- trated by considering several special cases with z, = 2 and 2 =k (i) For p=g=4, (P) = ()"=e""™, while Pap = I; (ii) Forp = Jand q =}, the |'s are twice as likely to occur as 2's in the sequence of numbers comprising the product. In this case (P) while Pa = GXYX 2) D-M ee VIMI, iy For p strictly within the range | to, one has the curious situation where (P)~e**-+ a and P,,,~e~ 940, where or and Bare positive constants, as No. The essential reason for the large discrepancy between (P) and P,, is the relatively important role played by rare events. For example, a sequence consisting only of N fac tors of 2, occurs with an exponentially small probability, but the value of this product is exponentially large com- pared to the typical value. Consequently, this extreme event makes a finite contribution to (P) and a dominant, contribution to the higher moments of the product (P*). From Eq, (2), we see that (P*) reduces to ( pzt)” as k-+en; ie, the kth moment is determined solely by the most extreme event. A closely related feature is that the moments obey the inequalities (P*) = ( pe + qz4)” >(P)*= (pz, +92)", and more generally, (P¥)> (PA ')}/4= 0, ‘These relations also show that there does not exist a unique scale that governs the scaling ofall the moments of the product. That is, (P*) cannot be written in the form (P*)~a, (P)4, with a, a nonsingular function of k and N. This loss of scaling stems from the long tail in the underlying distribution of products. However, as the order of the moment goes to (5/4)” as N— oo. The increase in (P ) compared to the original binomial process becomes much more pronounced as the range of correlation in the se- ‘quence becomes longer. The origin of this increase stems from the relatively larger role played by “rare” events; i.e., ‘a sequence containing only 2's becomes relatively more likely as the correlation range increases. This simple but remarkable result shows that there is no analog of a central limit theorem for a random multiplicative process, as the mean value depends on correlations among the factors ‘comprising the product. IIL, THE CONTINUUM LIMIT An important aspect of treating any stochastic process is determining the distribution of relevant observables in the continuum limit. For a product of random variables, the exact distribution function for the discrete system is simply the binomial function given in Eq. (1). From this form, one is naturally led first to apply Stirling’s approximation and ‘then expand the resulting distribution about its maximum to arrive at the classical log-normal form. While this is the time-honored approach for deriving the continuum limit in virtually all stochastic processes, itis an ill-founded ap- proximation for a random multiplicative process. Let us follow this general prescription, however, in order to illus- trate the pitfalls associated with the Gaussian approxima- tion. We then present an appropriate expansion procedure that leads to the correct continuum limi ‘The k th moment of the product can be approximated by (Pa ferme a, a ‘The Gaussian approximation is based on first applying Stirling's formula to the binomial distribution of Eq. (1) to yield! = Inp(n) =n In(n/N) + (N— nln — n/N) =ninp—(N—nying + (1/2N)In[2aa(1 = n/N) ). 6) We now expand this approximation for In p(n) about its ‘maximum, which is located at n = Np, with corrections to, this condition that vanish in the limit N— oo. Then, by feexponentiaing this expansion, one obtains the Gaussian form Posnusin (11) = (1/)2NPQ) Xexpl — (n — NP)?/2Npq]. om S.Redner 269By writing a generic value ofthe product as P = (z\/2,)"2! and Pry = (2)/2,)**2}, Eq. (7) can be recast as. 1 en (nna?) oO \2aNpg 2Npq[In(z\/z2) } This is the well-known /og-normal distribution," whose name reflects the fact that the logarithm of the product is normally distributed. The k th moment ofthe product within the Gaussian ap- proximation is, from Eq. (7), AP) cinasion = V/A ZN Pomusing (1) = x [Tennant oad : ° and we evaluate this integral by completing the square in the exponential to yield (P*Yosusian = exp (Npq/2)k *[In(z\/22) +N(p ~ Qk In(z,/22) + (Nk /2)In 22,3. (10) It is instructive to compare the values for (P *)oayun with the exact result for (P*) given in Eq, (2). For 2;=2, and for p.q~4, the agreement between the exact result and ‘the Gaussian approximation is reasonable because the role of extreme events is lessened by having z, close to z, and p=q. However, when either of these relations is not satis- fied, then the agreement becomes poor (see Table 1). This is especially true for large k because the Gaussian approxi- ‘mation predicts that the kth moment of an N-fold product increases as e™*', where 7 = ( pq/2){In(2,/z2)}", while the exact value increases only as e'#"* ‘What is wrong with the Gaussian approximation? The essential flaw can be seen in comparing Eqs. (5) and (9) In Eq, (5), the kth moment equals the probability of an event, times the k th power of the value of that event, aver- aged overall events. The th power of the product isexpon- entially largein N, so that both factors in the integral are of the same order of magnitude. However, in writing the Gaussian approximation of Eq, (9), the binomial distribu- tion has first been expanded about the point where it achieves maximum. The process of completing the square in the exponent in Eq, (9) is then tantamount to finding the maximum of the function in the exponent in which one portion of this function has already been expanded to sei ond order. This represents an incorrect application of La- ‘Table1. Comparison between the exact value and the Gaussian estimate of, the average value ofthe product of factors forthe case where p and 2, = 2; Since (P) and (P )onune Both grow as 1%, we write the value oft provide a comparison between two numbers that are ofthe same order of magnitude. The agreement is reasonable for small 2, but ‘becomes poor for larger values of 2, 1 Hos Pounine 2 1.2500 1ams 3 1667 18285 4 21250 26181 5 2.6000 36s15 10 5.0500 14.167 20 1002s B8a73 270 —_-Am.J. Phys, Vol. $8, No. 3, March 1990 place's method’ to provide an asymptotic expansion of the integral in Eq, (9). To see explicitly where such an approach leads, we change variables from n tox = n/N and rewrite Eq. (6) a8 fix), where Minx (1 x)in( =x) —xInp — (= x)lng + (1/2N)In [2x1 ~x))}. ap Equation (5) then becomes eo NI ROLY dg, «a2 kx Inz, + (1 —x)lnz,. In the Gaussian approximation, fix) is first replaced by Frcansian (2) = fl%q) +1 — X)°f" Ko) Where Xo The completion of the square in the exponential in Eq. (9) is equivalent to expanding about the maximum of Sesausian (2) + (x). The interested reader can readily ver- ify that this generally is a poor approximation for the loca- tion of the peak of the exact exponent function, A(x) =f) + g(x). To perform the integral correctly by the Laplace meth- od, we expand (x) about its true maximum. Writing h(x) =xInx + (1—x)In(1— x) —xInp (1 = x)Ing + (1/2N)In[27Nx(1 —x)) — kx In(z,/z,) — kin zy, (13) differentiating with respect to x, and setting this expression to zero, one finds that h(x) has a maximum at xtaE/(1+8), §=pzi/qzt, a4) in the limit N— oo. Notice that this maximum is always greater than the value x,,, =p that corresponds to the ‘most probable value of the product. This shows that the dominant contribution to (P*) generally comes from product values that are larger than P,,,. At x=x*, straightforward algebra gives = £ 1 £ at) =n £5 tn ae $150) (1+ g)pzt © 2 ater and M(t) = (14 S978 (15) Therefore, the kth moment becomes (rry= five ~ [eon sania MN abe oO DENT (16) Employing the expressions for A(x*) and h "(x*) given in Egs. (15) yields. (P*)~ (pat +423)". an ‘Thus the correct value of (P*) is obtained if the contin- uum limit is formulated appropriately. This formulation only requires that Laplace's method is applied to the exact form of the exponent function in Eq. (12). In this circum- stance, Laplace's method is guaranteed to give the correct leading asymptotic behavior of the integral.'? The short- coming of the log-normal approximation stems from the fact that an approximation to one of the two terms in the S.Redner 270exponent function has been made before Laplace’s method is applied. Iti also noteworthy that the correct continuum, distribution function cannot be cast as a single function, such as a simple log-normal. From Eqs. (12) and (16), the product of the distribution function times the value of the keth moment can itself be represented by a Gaussian, but, ‘one in which the location of the peak depends on k. This emphasizes that there does not exist @ uhique scale that accounts for all the moments of the product, but rather, each moment is governed by distinct portions of the under- lying distribution. It is important to keep these basic fea- tures in mind when writing the continuum distribution, functions for stochastic processes in which extreme events, play a major role, IV. THE DEPENDENCE OF THE “OBSERVED” AVERAGE VALUE ON THE SAMPLE SIZE, While the true average value of an N-fold product of random variables is governed by extreme events that are at, the tail of the distribution, most probable events will tend, to dominate in a typical numerical simulation of such a process. That is, most simulations are performed in situa- tions for which one can sample only an infinitesimal frac- tion of all the states of the system. Therefore, the “ob- served” average value of the product in such a simulation will actually be close to Pj,. As the number of realizations Rin the simulation ensemble isincreased, however, there is, a corresponding increase in the accessibility to the tails of. the distribution. In a given simulation, this increased ac- cess will manifest itself in the sporadic appearance of ex- ceptional realizations that will cause the observed averages to fluctuate wildly as a function of R. However, for a large enough ensemble, all events are sampled with the correct, weight, and the fluctuating observations as a function of R will cross over and converge to the true average. We now give a quantitative analysis of this “crossover” within an ‘idealized picture in which the increased access to the tails ‘occurs systematically as a function of R. This approximate treatment predicts a smooth, but sharp increase in the ob- served average as the number of realizations in the simula- tion reaches a crossover value R *~e*, where cris a con- stant. While our analysis is rather crude, to the best of our knowledge, an explicit description of this crossover has not, appeared in the literature previously. ‘A crucial step in our analysis is determining the expected value of the largest product in anensemble of R realizations of an N-fold product. For this largest product, the number of appearances of the factor 2, (the larger factor in the product) attains a maximal value, which we will show increases only logarithmically with the number of realiza- tions R. Consequently, R needs tobe of the order of e%, ie, of the order of all the states in the system, before the ex- ‘treme events that lead to the correct averages are effective- ly sampled. To estimate n ,, we employ the Gaussian ap- proximation for the probability distribution of the product, P(x). This will providean accurate estimate for n , aslong as Risnot too largesothat n , falls within several standard deviations of the Gaussian peak. This is very likely to be true in any realistic simulation. The case where R ap- proaches 2” can also be treated within the present frame- work, but at the expense of introducing unenlightening. technical complications. 271 —Am.J. Phys, Vol $8, No. 3, March 1990 To determine n . ,.we require the probability that in an ensemble of R independent realizations, there exists a sin- ale realization for which the expected maximal number of 2;'sin an N-fold product is greater than or equal to n ,. In other words, we wish to specify the lower limit for the inte- gral over p(n) such that the probability of having n>n , is, equal to 1/R. That is, (is) Employing the Gaussian approximation forp(n), Eq. (18) becomes 1 Lf emai dy \2aNpq Jn. R This can be recast as 1/R=jerfe(u,), where 4... = (nm — Np)/N2Npq and erfe(x) is the error function complement. Finally, using the asymptotic expansion for the error function” yields the fundamental result (19) n, =Np + V2NpginR. (20) Correspondingly, there is a minimal number n_ =Np—J2Npq in R that specifies the smallest value of the product in an ensemble of R realizations. Thus n , is greater than the typical value of n = Np by an amount that is of the order of {N when the scale of the simulation is small, ie., typical random walk fluctuations, and n, ap- proaches the maximum possible value of IV only when the simulation is large enough to sample a finite fraction of all events, ie, when R2R*~O(2"). When R reaches R *, the square root term in Eq. (20) becomes of the order of N, ‘and the most extreme events in the ensemble are now acces sible. We emphasize that although this approach predicts, that nis a smoothly increasing function of R, n., will actually be a sporadically increasing function in a’ given simulation, anditis only the expected value oft , that will conform to Eq. (20). Due to the predicted systematic dependence of the mag- nitude of the extreme event on the number of realizations R in a simulation, there will be a corresponding smooth de- pendence of observed averages on R. Within this formula- n, the k th moment of the product in a simulation con- taining R realizations becomes (Phygm fe MOON ds ~f en MIM) + ANE ARO EN eg, an where x, =, /N. The qualitative behavior of (P) is determined by the relative position of the peak in the inte- grand compared to the limits of the integral, as illustrated in Fig. 1. For relatively small R, both limits of the integral Tie far to the left of the peak, so that (P), is vanishingly small, As the number of realizations R increases, the upper limit of the integral, x , , slowly increases and eventually reaches the location of the peak at x*, From Eqs. (14) and (20), the number of realizations R* required for x., 10 reach x* is given by -ty-2 1+8/ — 2pgl InR® = ~ paladeo 9+ Plzy/22)* (22) S.Redner 271,(a) x xt Fig. |, Qualitative behavior ofthe integral in Eq, (21). For small, the limits of the integral are close together and on the tail ofthe distribution [As R increases, more ofthe peaks included within the integration limits, ‘andthe value ofthe integral increases sharply as RR * asshown in Fig 2 When R = R* =e", with a dependent on the details of the multiplicative process, we have integrated over one- half of the contribution to (P*), in Eq. (21), and (P)q~}(P*),, (see Figs. land 2). For R>R*.x,. has passed the far side of the peak, and (P*), very quickly approaches (P*},,. Since the width of the peak is of order IAIN, (Pq is sharply increasing in the narrow range x, =x" OUNN), and this corresponds to R (O(e'*) (Fig. 2). Furthermore, since there is a distinct peak location for each value of k, which is an in- creasing function of k, progressively more realizations are needed in a simulation to estimate the higher moments to the same degree of accuracy as the low-order moments. The value ofthe k th moment of the product in an ensem- ble containing R realizations can now be obtained by sub- stituting in the expressions for h(x*) and A "(x*) given in Eqs. (15) into Eq. (21). This yields (Pry! Pay 10 06 02 go 40 50. 60 Ink Fig. 2A sketch ofthe “observed” value ofthe th moment ina saul tion, (P*) p a8 function ofthe logarithm of the number of realizations 'R. The sharp increase in (P), moves progressively tothe right for larger values of As an illustrative example, we have chosen p= ¢= 7 =I, and N= 100, The value of In R* 38.93, core sponding to R *~8 10". Thus, tofind the moments ofa product of only 100 random numbers numerically, a simulation beyond the scope of pres ent-day computation is required! 272 Am.J. Phys, Vol. 58, No. 3, March 1990 (ga hCoe at" [ ede (23) where uw, = YR GY (x, —x*). (24) We expect that this expression is quantitatively correct when u, >0, where we are essentially performing a La- place expansion of an exponential integral. For u., <0, we are integrating a rapidly varying exponential function over a range where there is no extremum in the integrand. In this case, the Gaussian approximation is not justified, but it does provide a simple and correct qualitative picture of the behavior of the moments on the number of realizations Equation (23) can be rewritten in terms of error fune- tions, and there are two cases depending on the relative position of the limits with respect to the peak (cf. Fig. 1) We thereby find aC pet + geh)” [ert |) — eft [Ds itu, R*) (Pam sy Thus the observed value of the Ath moment suddenly crosses over from a relatively small number to the true value of the & th moment when R passes through R *. While a real simulation will not actually exhibit such a smooth behavior, Eq. (25) provides an appealing and quantitative account of the expected nature of the crossover. V, CONCLUSIONS The statistical properties of the product of N random variables has been outlined. We have shown that the distri- bution of the product and the behavior of the moments are crucially sensitive to extreme events. Consequently, there is no analog of a central limit theorem, as in the case of random additive processes, in which typical events are suf ficient to determine the statistical properties of the sum of a large number of random variables. We have shown expli- citly why the log-normal approximation fails to represent adequately the statistical properties of the product in the continuum limit. It is worthwhile to be cognizant of these shortcomings, given the wide range of phenomena for ‘which the log-normal is invoked. We have also provided the correct continuum limit that can be viewed asa log- ‘normal function, but one whose precise form depends on theorder of the moment being considered. This emphasizes that there does not exist a unique scale that accounts for all the moments of the product. We have also discussed how these features would appear in numerical simulations of random multiplicative pro- cesses, Numerically observed “averages” are determined by the extreme events that appear in a finite number of realizations of a random product, and we have derived the condition that specifies the nature of these extreme events. When the size of the simulation ensemble is of the order of the total number of possible realizations of the product, then the most extreme events will appear. It is only when this finally happens that a simulation can provide accurate numerical estimates. The logarithmic dependence of the S.Redner 272magnitude of the extreme event on the size of the ensemble provides the basis or an idealized, but quantitative account of the crossover to asymptotic behavior. The basic message of this analysis is that numerical estimates from realistic scale simulations of a random multiplicative process have no relation to true average values. A nice graphics demon- stration of these general features has been given by Blum- berg.” ACKNOWLEDGMENTS | wish to thank Professor B. Shapiro and Professor H. E. Stanley for very useful discussions. I am also grateful to H. E, Stanley for a careful reading of the manuscript and for many helpful suggestions. The Center for Polymer Studies is supported in part by grants from the ARO, NSF, and ONR. This financial support is gratefully acknowledged. "See, eg. F. Reif, Fundamentals of Statistical Thermal Physics (McGraw-Hill, New York, 1965). 41. L, Dob, Stochastic Processes (Wiley, New York, 1953). °B.V. Gnedenko and A. N. Kolmogorov, Limit Disinbution: for Sums of 273° Am.4. Phys., Vol. 58, No.3, March 1990 Independent Random Variables (Addison-Wesley, Reading, MA, 1954), “W. Feller, A Introduction to Probability Theory and Its Applications (Wiley, New York, 1968). SE, W, Montoll and M. F. Shlesinger, “The wonderful world of random walks," in Nonequilibrium Phenomena TT, edited by J.L. Lebowitz and E,W. Montroll (North-Holland, Amsterdam, 1984) °G. H, Weiss and RJ. Rubin, “Random walks: Theory and selected applications,” Adv. Chem. Phys, 82, 363-505 (1983) °S. Havin and D. ben-Avraham, "Diffusion in disordered media,” Adv. Phys. 36, 695-798 1987). "See, eg. J. Aitcheson and J. A.C. Brown, The Lagnormal Distribution (Cambridge U.P, London, England, 1957), and references therein, °S. Redner, “Random multiplicative processes and multfractals,” in Universality in Condensed-Matter Physics, Proceedings of the Les Houches Winter Conference, March 1988 (Springer, Belin 1988) "Fora recent review, se, e.g, HE, Stanley and P. Meakin, “Mulifractal phenomena in physics and chemistry," Nature 335, 405-409 (1988) "S. Havin, RL Blumberg, M. Schwartz, H, E Staley, and A. Bunde, “Random multiplicative processes and transport instructues with cr. related spatial disorder,” Phys. Rev. Let, 61, 1428-1431 (1988), °C. M. Bender and S. A. Orseag, Advanced Mathematical Methods for ‘Scions and Engineers (McGraw-Hill, New York, 1978) M, Abramovwitzand L A. Stegun, Handbook of Mathematical Functions (Dover, New York, 1965) “R. L. Blumberg (private communication); se also Ref 10, S.Redner 273