A.

Grosberg

1
New York University
Physics Department
Class G85.2002 Statistical Physics, Spring 2016

Home Work 1

Due Thirsday, February 4

You should feel free to use Mathematica or any software of your choice.

1. Consider binomial distribution: if the probability of a success in one trial is p, then the probability to have m
n!
successes out of n independent trials is equal to w(m) = pm (1 p)nm m!(nm)!
. Find asymptotics of w(m)
in the limit in which the probability of success, p, is very small p  1, but the number of trials is very large,
n  1, such that np is a constant, np = . This simplified expression is called Poisson distribution.
(a) Derive Poisson distribution.
P
(b) Show that in the normalization condition for Poisson distribution,
m W (m) = 1, the upper limit of
summation is infinity. How do you understand that? Remember that we derived Poisson distribution from
the binomial one, where normalization sum runs up to only a finite limit.
(c) Find average number of successes, or first moment, hmi;
D
E


2
2
(d) Find second moment m2 and second cumulant m2 hmi (m hmi) .
(e) Not for credit, see also problem ?? below.
Hint: To derive Poisson distribution, you can follow these steps:
(a) Show that (1 p)nm ' enp ;
(b) Show that n!/(n m)! ' nm ;
(c) Denote np = and assume that while n is very large and p is very small, remains finite.
2. Let m be the number of molecules contained in 1 cubic centimeter of our classroom. What is the order of
magnitude of standard deviation of m from its average value? You will have to provide arguments as to why m
can be considered Poisson distributed, and then do the calculation.
3. Suppose random quantity x has probability distribution p(x); to be specific, let us have in mind an example of
p(x) uniformly distributed between 1 and 1. What is the probability distribution of y = x2 ? Generalize your
answer for arbitrary p(x) and y = f (x).
4. In Mathematica, the line Random[] returns a randomly generated number x supposedly
distributed uniformly
over the interval from 0 to 1. When you get an x, you can compute y = x2 , or y = x, or y = sin x, or scores
of other quantities. All of them are random, because x is random, but all have different distributions. Imagine
now that you need to generate another random value with a given probability distribution, say,

(1/2) cos y when
/2 y /2
P (y) =
.
(1)
0
otherwise
Can you find a function y = f (x) such that y is distributed as desired?
Hint 1: You should rely on the result of previous problem saying that P (y) |y| = p(x) |x|.
Ry
Hint 2: Consider a function Q(y) = P (y 0 )dy 0 and a similarly defined function q(x). Show that they
monotonically grow from 0 to 1 and show that Q(f (x)) = q(x).
5. Consider

a random variable x. Characteristic function of random variable x is, by definition, the expectation
fk = ekx . Suppose you know fk .
(a) Write down general expression for the probability density of x.
(b) Is it possible that f0 6= 1?
(c) Consider an example fk = a2 /(a2 + k 2 ), where a is a positive constant, and find probability density;
(d) Find expectation value of x and variance of x directly from fk , not resorting to the probability density.

A.Grosberg

6. (a) Determine an approximate value of by performing the following experiment. Generate random points in
a unit square and count the fraction of those which happen to be inside the circle inscribed in this square.
(b) How accurate is your result? As you should have learned from other examples, the quality of a method
is determined by how rapidly the result improves with the increasing computational load. Try performing
your Monte Carlo determination of with varying number of Monte Carlo trials, n, and look how n =
|estimated | / depends on n.
Hint: make a log-log plot of n versus n.
7. If a capacitor is disconnected from everything, its charge q is fixed. At the fixed charge q, our capacitor has
energy
E(q) =

q2
,
2c

(2)

which naturally decreases at increasing c, meaning, for instance, the capacitor plates would move closer to one
another if they are given such freedom.
However, if instead we fix voltage u = q/c, then we obtain something strange: q 2 /2c cu2 /2, which increase at
increasing c, which means capacitor plates would move further apart if they are allowed! How can that be? The
reason for the paradox is that we forgot the work of the part of the system which maintains voltage constant.
To take into account this work is a matter of Legendre transform. Consider Legendre transform using the
example of a capacitor supported at a fixed voltage. Find and work through also another similar example from
another field of physics, e.g., mechanics.
Hint: One (conceptually) easy way to keep voltage constant is to connect our capacitor to a much-much bigger
one, C  c; examine this system.
8. Prove that
S
P
=
,
T
V

(3)

in standard notations. Specify the conditions defining partial derivatives (what is to be kept constant).
9. Classical ideal gas is a set of some N non-interacting particles contained in a container of volume V at temperature T . We will derive later that Helmholtz free energy of an ideal gas is equal to
F (T, N, V ) = N T ln

N 3 (T )
,
eV

(4)

where (T ) has dimension of length, it depends on temperature, but not on V and N . From this expression of
Helmholtz free energy, derive the ideal gas equation of state, i.e., pressure as a function of N , V , and T .
10. Van der Waals gas, which we will also study later, has equation of state
p=

NT
N2
a 2 ;
V Nb
V

(5)

a and b are parameters, they are properties of a gas. Derive, on purely thermodynamic basis, expressions for
Helmholtz and Gibbs free energies, entropy, energy, enthalpy, and heat capacity of this Van der Waals gas, each
of them expressed in their respective natural variables.
Hint: To find pressure from free energy, you differentiate an appropriate free energy. To find free energy
from pressure you will have to do an integration, leading to an integration constant. You can establish the
integration constant by correspondence principle (remember, in quantum mechanics, this principle says that
in classical limit we should obtain classical results). In this context, you can rely on the idea that in the limit
of very low density (N/V ???) you should be obtaining an ideal gas (you will have to establish what is the
characteristic density ???).
The problems below are not required and will not be graded, but recommended to those students who want to
improve their knowledge and performance.

A.Grosberg

11. If some points xi on a line are generated by a Poisson process, then the probability to have some free of points
stretch of length x is exponential in x, say ex , assuming x is measured in appropriate units. In this problem,
you will have to reason your way in the opposite direction. Suppose, for instance, you observe a one-line highway
from high in the air. You find that the probability, p0 (x), for the x-long stretch of the highway to be empty of
cars is equal to p0 (x) = ex , where length x is measured in appropriate units. Determine the probability, pn (x),
that some n cars will be found on the segment x. Neglect the length of every car.
This mathematical problem has also much more serious applications. For instance, when people study energy
levels of complex nuclei by observing their spectra, they discover thousands of levels. It is frequently a fruitful
idea (due to E.Wigner) to consider these levels random. So, suppose you found that the probability not to have
any levels within certain energy band x is equal to p0 (x) = ex , where x is now energy measured in appropriate
units. What is then the probability, pn (x), that some n levels will be found within x?
12. For some complex systems, such as complex nuclei, or protein molecules, or certain glasses, their energy levels
can be viewed as random. Consider some n energy levels 1 , 2 , . . . , n and assume that they are independently
drawn from the same probability distribution p(). Suppose E is the lowest of all levels {i } (ground state); of
course, E in general will be different for different realizations of the random set {i }. Mathematically similar
problem arises, for instance, if you want to think about the height of the tallest teacher in your university career.
(a) Write down the probability distribution of E, call it Wn (E).
(b) Perform numerical analysis of Wn (E) for several values of n assuming p() is a uniform distribution between
0 and 1.
(c) Find average E and variance of E when p() is a uniform distribution between 0 and E. How do these
quantities behave with increasing n?
13. Consider a square of the size 1. Suppose we choose, randomly, independently from each other, and uniformly
distributed over the square, three points A, B, and C. Let us call AREA the surface area of the triangle

ABC.
Show that both expectation value of the area hAREAi and expectation value of the area squared AREA2
can be expressed as six-dimensional integrals. Find these two quantities, either analytically or numerically.