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Chapter 1
1.1 Introduction
3
May 28, 2015 15:20 Statistical Physics 9in x 6in b2143 page 4
P =N ! (1.1)
n N!
CN = (1.3)
(N n)!n!
n
One sees that CN is equal to AnN divided by the number of permutations
of n objects: Cn = AnN /n!. In the example given above, if (1,2) and (2,1)
n
are counted only once, and the same for the other similar pairs, then one
has 6 combinations, namely C42 .
1.3 Probability
1.3.1 Denition
One distinguishes two cases: discrete events and continuous events.
ni
Pi = lim (1.4)
N N
Example: One ips N times a coin. One obtains n1 heads and n2 tails.
If N is very large, one expects n1 = n2 = N2 . The ratios nN1 and nN2 are
called probabilities to obtain heads and tails, respectively.
n(x)
P (x) = lim (1.5)
N N
The density of probability is dened by
P (x) dP (x)
W (x) = lim = (1.6)
x0 x dx
The probability of nding x in the interval [x, x + dx] is thus dP (x) =
W (x)dx.
Remarks:
1) W (x) 0
2) For more than one variable one writes dP (x, y, z) = W (x, y, z)dxdydz
or dP (r ) = W (
r )d
r.
f= Pm fm (1.13)
m
f= W (x)f (x)dx (1.14)
P (Ai ) = Pm (1.16)
m,Am =Ai
where the sum is made only on the events m having Am = Ai . In the case
of a continuous variable, one has
A= W (A)AdA (1.17)
2
(f )2 = f f (1.18)
2
(f )2 = Pm fm f
m
2
= Pm fm + (f )2 2fm f
m
= f 2 + (f )2 2f f
= f 2 (f )2 (1.19)
One calls f = (f )2 standard deviation. This quantity expresses
the dispersion of the statistical distribution. In the same manner, one has
for the continuous case
+
2
2
(A) = W (A) A A dA = A2 (A)2 (1.20)
May 28, 2015 15:20 Statistical Physics 9in x 6in b2143 page 9
N
N
n n N n
P (N, n) = CN PA PB
n=0 n=0
= (PA + PB )N
=1 (1.22)
where one has used the formula of the Newton binomial to go from the rst
to the second line.
One shows in the following some main results:
N
N
n n N n
n= nP (N, n) = nCN PA PB
n=0 n=0
N
n n N n
= PA CN PA PB
PA n=0
= PA (PA + PB )N
PA
= PA N (PA + PB )N 1
= N PA (1.23)
where one has used in the last line PA + PB = 1.
May 28, 2015 15:20 Statistical Physics 9in x 6in b2143 page 10
the variance:
The variance is dened by (n)2 = n2 (n)2 . One calculates n2
as follows:
N
n n N n
n2 = n2 P (N, n) = n2 CN PA PB
n=0
N
2 n n N n
= (PA ) CN PA PB
PA n=0
2
= (PA ) (PA + PB )N
PA
= PA PA N (PA + PB )N 1
PA
= N PA + N (N 1)PA2 (1.24)
where one has used in the last equality PA + PB = 1. One nds
0.9
0.8
0.7
0.6
W(X)
0.5
0.4
0.3
0.2
0.1
0
-2 -1 0 1 2 3 4
X
(x)2 = 2 (1.31)
One can also show that (see Problem 1) the binomial law becomes the
Gaussian law when N >> n >> 1. This equivalence is known as central
limit theorem.
A
3
A
2
B A,B,C
1
B,C C
0
Fig. 1.2 Three categories of microstates (left, middle, right) according to occupation
numbers of energy levels.
In the example given above, one can use the following formula to calcu-
late the number of microstates of each category in Fig. 1.2
N!
= (1.34)
n0 !n1 !n2 !...
where ni (i = 0, 1, 2, ...) is the number of particles occupying the i-th level
and N the total number of particles. One can obviously verify that this
formula gives the number of microstates enumerated above in each category.
Furthermore, one sees that the total number of microstates (all categories)
is 10. This number can be calculated in the general case with arbitrary N
and E by
(N + E 1)!
(E) = (1.35)
(N 1)!E!
t0 +
1
f = lim f (t)dt (1.36)
t0
f = Pl fl (1.37)
(l)
S = kB Pl ln Pl (1.38)
l
S(e, e ) = kB
Pm Pm
ln(Pm Pm ) = kB
Pm Pm
[ln Pm + ln Pm ]
m,m m,m
= kB Pm ln Pm Pm kB Pm ln Pm Pm
m m m m
= S(e) + S(e ) (1.39)
using m Pm = 1 and m Pm = 1. The total entropy is the sum of
partial entropies.
1.7 Conclusion
1.8 Problems