IL NUOVO CIMENTO VOL. 109 B, N.

11 Novembre 1994

Model for the Derivation of the Gibbs Distribution(*).

J. F. FERN~DEZ and J. RIVERO

Instituto Venezolano de Investigaciones Cientificas
Apartado 21827, Caracas 1020-A, Venezuela

(ricevuto 1'8 Giugno 1993; approvato il 29 Settembre 1994)

Summary. -- We propose a simple stochastic model, as a pedagogical aid, to

illustrate how the equilibrium Gibbs distribution comes about. (N + 1) distinguish-
able systems with identical non-degenerate energy spectra interact pairwise; the
energy levels of all systems are equally spaced; a quantum of energy is exchanged at
random whenever two systems interact. Probability distributions are derived,
without assumptions, for various bath sizes (that is, for various values of N); they
only become Gibbsian as N--) ~c. The underlying conditions that bring about the
Gibbs distribution become quite transparent.
PACS 052O.Gg - Classical ensemble theory.

1. - Introduction.

Equilibrium statistical physics is about the foundations and applications of the

Gibbs distribution--the probability that a system in thermal equilibrium with a large
reservoir is in a given state. Various seemingly independent approaches are used to
obtain it, mostly: a) ergodicity arguments[i]; b) the equal a priori probabilities
postulate[2]; c) the additive-constants-of-the-motion approach[3]. We wish to pro-
pose a simple stochastic model for which the probability p~, that a system in
equilibrium with N other systems be in state n is easily obtained without any
assumptions. It is interesting to see how p. depends on N, and how the Gibbs
distribution is approached as N--~ ~ . The model provides insight into some of the
main difficulties a n d / o r subtleties of the approaches just mentioned.
Consider (N + 1) distinguishable systems with identical spectra. Let the n-th
energy eigenstate of any given system have energy sn = ne + s0, and let there be no
degeneracy. We will be interested in the state of one of the systems (it makes no
difference which one), which we shall refer to as the system of interest. As usual, we
refer to the other N systems as the bath. These (N + 1) systems interact among
themselves but do not interact with any external agent (they make up a large closed

(*) The authors of this paper have agreed to not receive the proofs for correction.
1135
1136 J . F . FERNJ~NDEZ and J. RIVERO

system). Interactions take place according to the following rules: 1) At each time
t = v, 2% 3v . . . . . a pair of systems--out of N + 1 of them--is chosen at random, and
they are allowed to interact; 2) the energy ~ is always exchanged at random and
without bias for the direction of the exchange, except if a system is in its ground
state; in which case the energy ~ is exchanged to the system in the ground state with
probability 1/2 and no energy exchange takes place with probability 1/2. (No
exchange takes place if both systems are in the ground state.)
Let P~(t) be the probability that the system of interest (one out of the set of
N + 1) be in the n-th state at time t, and let Pn be the t --. ~ limit of P~ (t). Given any
initial state of the whole set of (N + 1) systems, we wish to study a) the probability
p~, and b) how pn depend on N (the number of systems in the bath). That is done in
sect. 2 for small baths (more precisely, the bath is just another system like the system
of interest). Large baths are treated in sect. 3, and the Gibbs distribution is obtained
in the N--. ~ limit. We make closing remarks on this model and on the standard
approaches to equilibrium statistical physics in sect. 4.

2. - O n e s y s t e m in t h e b a t h .

As an introduction to more general cases, we first consider a bath with only one
system in it (N = 1); we examine how the model approaches equilibrium. We then
show (for any N) that the model is ergodic even though it does not always approach
equilibrium.
We use bold-face letters for j o i n t probabilities (states for more than just one
system are specified) and plain letters for probabilities that one given system be in
some state.
Let the quantum numbers for the system of interest and the bath system be n and
l, respectively. Let n = 2, 1 = 3 initially, and let ~ be transferred from the system to
the bath. Such a transition is shown graphically in fig. 1. Only states on the straight
line shown are accessible from the given initial state (n = 2, l = 3). Each interaction
between the two systems is therefore represented by a random step on the given line
in fig. 1. Indeed, let the points on a given line (defined by m = n + l, which is the

?/

784 m=O

D .m=l

3
29 =5

19
0"
0 1 2 3 4 5 6 7 l=
Fig. 1. - The states of two systems are represented by their corresponding quantum numbers n
and rib. These two systems interact only among themselves keeping n +nb constant, such as for
the straight line shown. The arrow shows an allowed transition.
MODEL FOR THE DERIVATION OF THE GIBBS DISTRIBUTION 1137

total energy of 2 systems above the ground state expressed in units of ~) be numbered
sequentially by m ( = 0, 1, 2, ..., n + l) as shown in fig. 1. L e t P , ~ ( t ) be the probability
that the two-system state be m at time t. Rules 1)-2) then imply

(1) P ~ ( t + v) = 1 / 2 [ P , , . l ( t ) + Pm-~(t)],

for 0 < m < n + 1. For m = 0 and (n + l) (that is, if one of the two systems is in the
ground state), then
(2) P , ~ ( t + z) = 1 / 2 [ P k ( t ) + P,~(t)],

where k = 1 and (n + l - 1), respectively.

To obtain the stationary solutions of eqs. (1) and (2), set P ~ (t + r) = P,~ (t). L e t
the solution be p ~. It follows from eq. (2) for m = 0 that p 1 = P 0, which, substituted
into eq. (1) for m = 1, gives P2 = P l . Reiteration of eq. (1) yields Pm = P , ~ - ~ for all m
up to n + 1 - 1. Finally, eq. (2) gives p , ~ = p ~ l--~. It follows that P m = const is
therefore a solution and that it is unique.
Recall that m stands for a two-system state n, l and that Pm is the j o i n t
probability that the one given system be in state n and the other given system be in
state l. Therefore, the probability p,~ that a given system be in state n is given by
P~ = ~ P~.l. It follows then that
t
(3) pn = const

for N = 1, which is nothing like a Boltzmann distribution (which one might have
mistakenly expected).

3. - L a r g e b a t h s .

In this section, the probability Pn that the system of interest be in state n is

obtained as a function of N. The Gibbs distribution for p,~ only obtains in the N ~
limit. The simplifying features of the N---~ ~ limit that bring about the Gibbs
distribution are then exmined.
The state point for N systems plus the system of interest evolves on the
hyperplane n + nl + n2 + ... + nN = m . It is illustrated in fig. 2 for N = 2. Rules 1)
and 2) of sect. 1 imply that, as pairs of systems are chosen randomly and allowed to
exchange energy s in turn, the state vector does a simple unbiased random walk on
the hyperplane of constant energy. Therefore, eqs. (1) and (2), generalized to an
N-dimensional lattice, give the time evolution of Pi (t)--the probability that the set of
(N + 1) systems be in state i at time t. Again, to find the stationary solution, set
P i (t + ~) = P i (t). Clearly,

(4) p~ = const

over the constant-energy hyperplane is a solution; for a proof that it is unique, see
ref.[4]. (Intuitively, one expects that the random walk under consideration in a
bounded space with reflecting boundaries will indeed always lead, in the t ~ ~ limit,
to a uniform distribution).
In order to obtain the probability pn that, in equilibrium, the system of interest be
in state n, we sum Pi over all states i of the (N + 1) systems with n fixed, that is, over
all states nl, n2, ..., nN of the other N systems, fulfilling nl + ne + ... + nN = M - n,
1138 J.F. F E R N A N D E Z and J. RIVERO

n:3.
n=2

n=l

n=O

n2

Fig. 2. - Lattice points for the states of three systems, n, n~ and ne are the corresponding
quantum numbers. Filled circles stand for points on a plane of constant energy n + n~ + n2 = 3.

where M is the total number of energy quanta shared by all (N + 1) systems. Since Pi
is constant over the constant-energy hyperplane of (N + 1) dimensions, it follows
that

(5) p,~ oc t 2 N ( M - n),

where ~ 2 y ( M - n) is the number of states a v a i l a b l e to the other N systems.
Equivalently, ~N(M--n) is the number of ways to distribute ( M - n) indistin-
guishable balls in N boxes; it is given by [5]

(N-I+M-n)!
(6) f2~(M - n) =
(N - 1)!(M - n)!

Figure 3 exhibits Pn for N = 1, 2, 5 and 20, for (N + 1) quanta of energy e distributed

among the N systems in the bath and the system of interest (equivalently, <n) = 1,
where ( n ) = M / ( N + 1)) Inspection of fig. 3 suggests that, as N--~ oo, p~ becomes
exponential in n. Indeed, the desired Gibbs distribution,

(7) p~ --~ exp [a - fin]

as N ~ oo where a and fl are constants, is derived next. It follows immediately from

eqs. (5) and (6) that

N(<n) + I ) + <n> - n - 1
(8) P , = Pn ~- 1
N<n) + <n> - n

Clearly, for n finite, P,~+I---*P,~[<n)/(1 + <n))] as N o ~ . Letting e x p [ - f l ] = ( n } /

/(1 + <n}) yields eq. (7).
A more enlightening direct derivation of the Gibbs distribution, along the lines of
ref.[3], follows. The N - - . oo limiting behaviour follows directly a) from statistical
MODEL FOR THE DERIVATION OF THE GIBBS DISTRIBUTION 1139

10~ I I I I

9
Pn
10-

10-2

[] §
10-~ §

-4
10 , I , I , I , I a
0 2 4 6 8 n 10
Fig. 3. - p,~ for various values of N, for (n) = 1. 9 *, .2, and 9 stand for N = 1, 2, 5 and 20,
respectively. Data points ( + ) for the Gibbs distribution (1/2)exp [-fin], for 8 = in (2) are also
shown.

independence, that is
(9) p(n, nj) = p,~p~ ,

and b) from

(10) p(n, nj) = f ( n + n j)

(where f is some function). Equation (9) is fairly obvious: the system of interest and
any one given system, out of N of those in the bath, become uncorrelated as N ~ oo.
That is shown explicitly in fig. 4, which exhibits p (n Inj) (the conditional probability
that the system of interest be in the state n, given that a specified system in the bath
is in state nj) for various values of N, for (n) = 1. Equation (10) can be obtained
straightforwardly by showing, after the derivation of eq. (5), t h a t

(11) p ( n , nj) ~ t2N_ I[M - (n + nj)].

One can, however, look at eq. (10) from a more enlightening viewpoint. Consider only
two systems interacting repeatedly as in sect. 2. Then p ( n , n j ) = const along a
constant-energy line (see fig. 1) and vanishes everywhere else; this is clearly a special
case of eq. (10). Now, for N > 1, n + nj is no longer conserved (then other systems in
the bath exchange energy with the two systems under consideration), and,
consequently, p ( n , nj) is non-vanishing over many different (two-system) constant
energy lines; however, p(n, nj) remains constant for n + nj = const, that is eq. (10);
if it were not so, then, p(n, nj) would change whenever the two systems under
consideration interacted, in contradiction with the stationary condition.
To obtain the desired exponential behaviour of Pn from eqs. (9) and (10), let
g(k) = log(pk), h(k)= l o g [ f (k)], and take logarithms of eqs. (9) and (10); then,
h(2n) = g(n - k) + g(n + k), for all n I> k t> 0. Therefore, h(2n) = 2g(n), whence,
(12) 2g(n) -- g(n - k) + g(n + k),
1140 J.F. FERNANDEZand J. RIVERO

1(
a)

1<
$
1

b)
i
2

0
t
0 0
0 1 2 3
10~
c)

i0-~ + ~

10-2
0 2 4
10~~ ,

10-1~ _ d)

10-2[ , , I ~
0 2 4 n 6

Fig. 4. - The conditional probability P(n] nj) is shown vs. n for various values of nj and of N. The
system of interest and the N systems comprising the bath share (N + 1) energy quanta in every
case, so that (n) = 1. The points e, *, o, G, +, A, [] and $ stand for nj = 0, 1, 2, 3, 4, 5, 6 and
8, respectively, a) P(nlnj) vs. n for N = 1; two energy quanta are shared by the system of
interest and the system in the bath. This case is trivial: only one state of the system is compatible
with each specified state of the j-th system (the only one) in the bath. P(nln j ) depends sharply on
nj. b) P(nln j) for N = 2; three energy quanta are shared by the system of interest and two bath
systems. This case is also simple, c) P(nln j), on a semi-log scale, for N = 5, six energy quanta are
shared by the system of interest and five bath systems. Notice that P(n Inj) depends weakly on
nj. The line shown is for P(nln j) = (1/2)exp [-fin] for/~ = ln(2), which corresponds to (n) = 1.
d) P(nlnj), on a semi-log scale, for N = 20 and 21 energy quanta, that is (n) = 1. P(nlnj),
depends very weakly on hi; the dependence is negligible for (n + nj)<< (n}N. The straight line
shown is for P(nlnj) = (1/2)exp[-fln], which, for ~=ln(2), corresponds to the Gibbs
distribution for (n} = 1.

which states that the value of g half-way between any pair of points is the average of g
over those two points--which may serve as a definition of a straight line. One can
then write g ( n ) = ~ - fin, where a and t3 are, up to now, a r b i t r a r y constants, and,
consequently, eq. (7) (which is the desired equation) follows.
MODEL FOR THE DERIVATION OF THE GIBBS DISTRIBUTION 1141

4. - Comments.

The Gibbs distribution (i.e. eq. (7)) follows from eqs. (9) and (10). The basis for
eq. (9) is simple: any two systems out of N § 1 become uncorrelated as N ~ ~ . On
the other hand, the basis for eq. (10) is the model's dynamics. To make this point
clear, consider the following variant of our model: if one of two interacting systems is
in the ground state (and the other one is not), let it then gain a quantum of energy
with probability one from the other system. Suppose, furthermore, that there is only
one system in the bath; it follows immediately that p~ = const is not a stationary
solution, and that eq. (10) is not fulfilled. Its validity depends, therefore, on the
dynamics of the model. Some comments, relating our derivation of the Gibbs
distribution for this model to standard derivations for physical systems, follow.
The laws of dynamics imply(*) quite generally that Pi = const, i.e. eq. (4) holds,
over all connected states(**). A system is said to be ergodic if the constant-
energy surface is not broken up into time invariant-subspaces [1]. (In a non-ergodic
system, P~, while constant within each invariant subspace, would be allowed to have
different values on different subspaces.) Unfortunately, since very few systems have
been shown to be ergodic thus far, a (so to speak) ergodic foundation for statistical
physics of equilibrium is incomplete.
In the additive-constants-of-the-motion approach[3], the number of islands of
connected states into which the constant-energy surface can conceivably break up is
shown to be not as large as it might have been feared. For very large N (i.e. very
large baths), statistical independence between the system of interest and any one
given system in the bath must hold. Then, by the argument below eq. (10), the
constants of.the motion that would break up the constant-energy surface into subsets
can only be additive ones. While one might not welcome these invariants, they
cannot be discarded. Consider high-energy processes that create and destroy
particles; charge and baryon number, for instance, are additive constants of the
motion; consequently, they have to appear in the Gibbs distribution on equal footing
with the energy. The remaining difficulty in this approach (as, indeed, in any other
one) is that one does not always know what all the involved additive constants of the
motion are. (Such unknown constants must account for the existence of all different
graphite and diamond crystals found in nature.)
Finally, in the equal a-priori probabilities approach [2] to equilibrium statistical
physics, eq. (4) is postulated to hold over all states compatible with all the available
information about the system. All attempts to ground eq. (4) on dynamics are
renounced in this approach.

Much of what is reported here was thought out while one of us (JFF) was enjoying,
on a sabbatical leave, the very congenial hospitality of Universidad de Granada.
Useful remarks by Dr. J. J. Alonso, Profs. J. Marro, M. Puma and J. Stankiewicz are
gratefully acknowledged. The following grants supported the work reported here:
SAB91-0273 of DGICYT (Direcci6n General de Investigaci6n Cientffica y T~cnica of

(*) By Liouville's theorem (see, for instance L. D. Landau and I. M. Lifshitz in ref. [3]).
(**) We say that two states are connected if they lie on the same trajectory.
1142 J . F . FERN~.NDEZ a n d J. RIVERO

Spain), CONICIT (Consejo Nacional de Investigaciones Cientificas y TecnolSgicas of

Venezuela), FUNDAY-ACUCHO of Venezuela, and CI1.0409.E of the Commission of
the European Communities.

REFERENCES

[1] C. KITTEL: Statistical Physics (John Wiley and Sons, New York, N.Y., 1958); A. I. KINCHIN:
Mathematical Foundations of Statistical Mechanics (Dover Publ., New York, N.Y., 1949).
[2] R. C. TOLMAN:The Principles of Statistical Mechanics (Oxford University Press, Oxford,
1938); K. HUANG: Statistical Mechanics (Wiley, 1963); C. J. THOMPSON:Mathematical
Statistical Mechanics (Princeton University Press, 1972); R. BALESCU: Equilibrium and
Nonequilibrium Statistical Mechanics (Wiley, New York, N.Y., 1975); L. E. REICHL: A
Modern Course in Statistical Physics (University of Texas Press, 1980).
[3] L. D. LANDAUand I. M. LIFSHITZ:Statistical Physics, 3rd edition (Pergamon Press, New
York, N.Y., 1980); G. WANNIER: Statistical Physics (Dover Publ., New York, N.Y.,
1966).
[4] O. PENROSE: Foundations of Statistical Mechanics (Pergamon Press, Oxford, 1970),
pp.71-75.
[5] W. FELLER: An Introduction to Probability Theory and its Applications (John Wiley and
Sons, New York, N.Y., 1957), p. 38.