Statistical Mechanincs
BSc(H) Physics VI Sem
(January, 2025)
Problem Set 1
1. Write down the probability P(m,N) for m favourable outcomes in a total
number of N trials, when the probability of the favourable outcome is ½,
and trials are independent of each other. (i) what is the most probable
value of m? (ii) Define deviations away from the most probable value of
m by random variable as 𝑥 = 𝑚 − 𝑚𝑚𝑜𝑠𝑡 𝑝𝑟𝑜𝑏𝑎𝑏𝑙𝑒 , and write the
probability distribution P(x,N) of x. (iii) Show that 𝑃(𝑥, 𝑁) =
2
𝑃𝑚𝑎𝑥 𝑒 −2𝑥 ⁄𝑁 , where Pmax is the maximum value of P and N>>> 1 and
x. Use Stirling’s approximation ln 𝑁! ≈ 𝑁 ln 𝑁 − 𝑁 , and ln(1 + 𝑧) ≅
𝑧2
𝑧− , for z<<< 1.
2
2. Random walk is the most basic model to understand processes like
diffusion and Brownian motion. Consider a walker constrained to walk
along a line. There is equal probability of taking a step to the right, or to
the right. All steps are uncorrelated. What is the probability that the
walker is 5 steps away from the starting position after taking a total of 10
steps? Find the standard deviation of final distances away from the origin
after N steps? Assume the step size is L.
3. Systematic Investment Plan (SIP) is promoted as a better way to invest in
stock market than other methods. In this method a fixed amount of money
is invested after fixed period, say after every month. As the stock prices
fluctuate randomly, the number of stocks bought every month fluctuates.
An alternative method could be buying a fixed number of stocks every
month. In this case the money invested every month would fluctuate
randomly with stock prices. One can prove that SIP is the better option in
the following way.
Consider a probability distribution in which a random variable can take
values xi with probability Pi. If values are all positive, or all negative,
then the double sum (over all values)
2
∑𝑖,𝑗 𝑃𝑖 𝑃𝑗 𝑥𝑖−1 𝑥𝑗−1 (𝑥𝑖 − 𝑥𝑗 ) ≥ 0 .
1 1
(i) Use the above result to show that 〈 〉 ≥ 〈𝑥〉
, where 〈 〉 indicates
𝑥
mean.
(ii) Suppose stock price is 𝑟𝑖 which changes randomly from month to
month, and the investor has the choice of investing either a fixed
amount, say m, or buying a fixed number n of stock every month.
Show that the average price per unit of stock over a long period of
time is less for the first choice than the second.
4. Consider a system of N noninteracting spin ½ particles with magnetic
moment in an external magnetic field B. Magnetic moments can flip
either along B, or against it. In the first case their energy if −𝜇𝐵, in the
latter case it is 𝜇𝐵. The total energy of the system E is some integral
multiple of 𝜇𝐵 . Macrostates of the system are characterised by
parameters N, B and total energy E , the first two are fixed, while the last
one has different values for different macrostates. (i) What is the number
of accessible microstates for a state with energy 𝑛𝜇𝐵, where ⌊𝑛⌋ ≤ 𝑁?
(ii) For what value of n is the number of accessible states maximum?
What is the number of microstates for 𝐸 = ±𝑁𝜇𝐵 ? Plot a rough graph
of E vs no of accessible states (Ω)? (iii) Is there any range of energy for
which the temperature of the system as defined in statistical mechanics is
negative?