Physics 112, Spring 2014: Homework 1

Philipp T. Dumitrescu

University of California, Berkeley

(February 2, 2014)
1 Problem 1
1.1 a
The Poisson distribution is:
P
n
= e
m
m
n
n!
, n = 0, 1, 2, . . .
where m is a number characterising the distribution. Check normalisation

n=0
P
n
= e
m

n=0
m
n
n!
= e
m
e
m
= 1
where we have used the Taylor expansion of e
m
.
1.2 b
Mean n is
n =

n=0
nP
n
= e
m

n=0
n
m
n
n!
= me
m

n=0
m
n
n!
= m
where in addition to factoring out on m we have shifted the variable over the sum n n+1
in the second to last equation. We can do this since the n = 0 term in the sum

nm
n
/n!
does not contribute.
To nd the variance, we consider

Please email me at philippd@berkeley.edu for corrections and improvements. These solutions may
not exactly reect the emphasis of the grading.
1
n
2
=

n=0
n
2
P
n
=

n=0
[n(n 1) + n]P
n
=

n=0
[n(n 1)]P
n
+ n
= e
m

n=2
m
n
(n 2)!
+ m = m
2
+ m
where we have shifted n n + 2 in the summation. The variance is

2
= n
2
n
2
= m
[Alternatively we can use the method of dierentiation given in the hint. To do this
consider

n=0
P
n
= e
m

n=0
m
n
n!
= 1
if we dierentiate this equation with respect to m, then the dierentiation of m
n
with give
a term which looks like nm
n1
, which looks similar to what we need to evaluate the sum

nP
n
.
e
m

n=0
m
n
n!
+ e
m

n=0
n
m
n1
n!
= 0 1 +
n
m
= 0
Similarly dierentiating again gives a term similar to

n
2
P
n
.
e
m

n=0
n
m
n1
n!
+ e
m

n=0
n(n 1)
m
n2
n!
= 0
n
m

n
m
2
+
n
2

m
2
= 0
This technique dierentiating an known sum (or an integral) with respect to another
parameter to obtain an implicit expression for an unknown sum (or integral) is very
useful to know].
2 Problem 2
All odd moments of the Gaussian distribution centred on zero are zero, by symmetry.
The integrand x
n
e
x
2
x
n
e
x
2
when x x if n is an odd integer.
x
n
=
1

2
2

dx x
n
e
x
2
/2
2
= 0, n odd
In particular x
3
= 0. For n = 4, the integrand is even
x
4
=
2

2
2

0
dx x
4
e
x
2
/2
2
=
(2
2
)
5/2

2
2

0
du u
3/2
e
u
= 3
4
2
where we used the subsitution u = x
2
/2.
[Aside: Remember that the Gamma function:
(z) =

0
du u
z1
e
u
Has the property (z + 1) = z(z); integrate the denition by parts to verify this. Using
this and the fact that (1/2) =

(from the standard Gaussian integral), we nd

0
dx x
z
e
x
2
=
1
2

z + 1
2

4
, z = 2
3

8
, z = 4
].
3 Problem 3
We wish to consider the change of variables from y to x with x = e
y
. Since this mapping
is injective, we have a unique solution when inverting, viz. y = log x. Hence dy = (dx)/x.
We can now simply change variables
f(y)dy =
1

2
2
e
(y)
2
/2
2
dy =
1
x

2
2
e
(log x)
2
/2
2
dx = g(x)dx
4 Problem 4
We convert the expression form the polar coordinates back to cartesian coordinates gives
with the change of variable given. The Jacobian of the transformation is
v
2
ddv = dv
x
dv
y
dv
z
Hence
f(v)dvd =

M
2

3/2
e
Mv
2
/2
v
2
dvd =

M
2

3/2
e
M(v
2
x
+v
2
y
+v
2
z
)/2
dv
x
dv
y
dv
z
This can be written as a product of the distributions, each depending only on one of the
coorinates:
f(v)dvd = g(v
x
)dv
x
g(v
y
)dv
y
g(v
z
)dv
z
, g(v
x
) =

M
2

1/2
e
Mv
2
x
/2
hence v
x
, v
y
, v
z
are independent.
[Make sure you understand why writing this probability distribution in this way implies
that the three variables are in fact independent and vice versa].
3