Statistical mechanics

Correlation functions
So, what does a time-correlation function tell us? Qualitatively, it describes how long
a given property of a system persists until it is averaged out by microscopic
motions and interactions with its surroundings. It describes how and when a statistical
relationship has vanished. It can also provide information about the relaxation
processes induced by the interaction, external force, or a bath.

A statistical description of the

A(t) A(3t) characteristic time scales and
amplitudes of A
 Statistical mechanics
Auto Correlation (ACF) functions

A is a varible (e.g., a signal of some sort), and you want to extract information from that s

!"" #, # % = ' # '(#′) +,

A statistical description of the characteristic
time scales and amplitudes of A

We can also define cross-correlation functions !"- #, # % = ' # .(#′) +,

 Statistical mechanics
Properties of correlation functions
When evaluated at t=t′, we obtain the maximum amplitude, the mean square value of A,
which is positive for an autocorrelation function and independent of time.

! ", " $ = & " &(") )* = &+

For long time separations, as thermal fluctuations act to randomize the system, the values of
A become uncorrelated

lim ! ", " $ = & " &("′) )* = & +

/$→1
 Statistical mechanics
Properties of correlation functions
Since it is an equilibrium quantity, correlation functions are stationary. That means they do
not depend on the absolute point of observation (t and t′)

! ", " $ = & " &("′) *+ = & " − "′ &(0) *+

rather the time interval between observations (t – t‘). This statement is related to ergodicity
in a way. Whether you take ansemble average or time average, you will ontain the same
features.
What is it goog for?
Consider a situation that you have finite amount of data, then you can “slide“ the interval to
calculate a compete ACF

1 2 3 …. …N/2 N

time
1 2 3
 Statistical mechanics
Properties of correlation functions
Classical (not QM) correlation auto/cross functions are real in time.

! " !("′) &' = ! "′ !(") &'

)** ", " , = )** "′, "
)** (τ) = )** −/
The characteristic time scale of a random process is the correlation time. This decay
time tells you how your correlations are smoothen out over time. For a true random
process, the correlations decay exponentially!

)** (") = )** 0 exp(−"//5 )

Here td is the correlation (decay) time of the correlations.

Final note: if you observe the fluctuation about an averge value <A>, then yuo have to
Redefine the correlation function such that

6! = ! " − !
)7*7* ", " , = 6! " 6! " , = )** " − ! 8
 Statistical mechanics
Correlation functions
Example: Let’s analyze a dilute gas of molecules which have a Maxwell-Boltzmann
distribution of velocities. We focus on the component of the molecular velocity along the x̂
direction. We know that the average velocity is ⟨vx⟩=0.

The velocity correlation function is #$ %, 0 = #$ % #$ (0) +,

Let‘s calculate something useful, the diffusion coefficient, D

:
7(%)0 = 24% D has the2 units 4 = 8 ;% #$ % #$ (0)
of m /s 9
Units of m2/s

1 0
12 3
/ #$ =
2 2

12 356
4=
/
 Statistical mechanics
Veloicith Auto-Correlation functions (VAF)

time

Caster Developer Group 2001

 Statistical mechanics
Standart Error Estimate
 Statistical mechanics
Standart Error Estimate
 Statistical mechanics
Standart Error (SE) Estimate

The stardart deviation of the population

can be used to estimat the SE of a
smaller sample !!
 Statistical mechanics
Standart Error (SE) Estimate

The stardart deviation of the population

can be used to estimat the SE of a
smaller sample !!
 Statistical mechanics
Standart Error (SE) Estimate

Does SE calculation depend on the the type

of the distribution you have?
 Statistical mechanics
Standart Error (SE) Estimate Does SE calculation depend on the the type of
the distribution you have?

Data: MIT open course