Take a number like Avogadro’s number, . The number of rearrangements is of Avogadro’s number is exponentially big, meaning the logarithm is also big. We proved the Stirling approximation11 1 is the same as throughout this course! If we ever need the log base 10 we will write .
(1.1) |
The Stirling approximation can also be written
(1.2) |
Given objects, the number off ways I can choose objects for group 1, and the remaining objects in group 2 (with ) is given by the ‘‘binomial” coefficients 22 2 While we wont need it, the reason why its called the binomial coefficient is because the binomial raised to a power is (1.3) (1.4) In passing to the second line I have to choose terms out of the terms in the first line to take and the remaining terms will take . Try it out for and . The multinomial coefficients are similar, and expanding will lead to a similar expansion involving .
(1.5) |
You should be able to explain this formula. This generalizes – if I have objects, and I select objects into group 1, objects into group 2, and the remaining objects into group three (with ), the number of ways to do this is given by the “multinomial” coefficient:
(1.6) |
You should be able to explain this formula.
First consider a set of discrete outcomes , each with probability (like a weighted six sided die). The sum of probabilities is unity
(1.7) |
Associated with each outcome is a quantity , e.g. the money you get for rolling a three. Then the mean of (the mean money you get by rolling the die)
(1.8) |
For a given quantity we define the deviation from the average
(1.9) |
and the average deviation is zero . Then the variance is the mean of the squared deviation
(1.10) |
The standard deviation is
(1.11) |
For continuous variable we need the concept of a probability distribution. The probability, , to find a particle with position in a range between and , which we denote , is denoted
(1.12) |
where the probability density is
(1.13) |
A very important probability density is the Gaussian or “normal” distribution which you should try to memorize:
(1.14) |
It is also called the Bell shaped curve and you should be able to sketch it. In class and in homework we showed:
(1.15) |
And worked out a number of integrals
(1.16) |
The numbers are , , with odd moments, such as , being zero.
Consider a two dimensional probability distribution
(1.17) |
This is the probability of in and in .
We say that and are independent if factorizes so that the probability of finding and (in interval ) is probability of (in interval ) times the probability of in (in interval )
(1.18) |
The constants can be arranged so that and are separately normalized, e.g.
(1.19) |
When the distributions are independent
(1.20) |
For definiteness, consider a sequence of random steps in position . Assume , the step in position from step number one, is drawn from the probability distribution . Also assume second step is drawn from the same distribution, and that the choice of is no way dependent on . Similarly, the third step is drawn from and is no way dependent on or ; and so on for . Then we want to know what is the mean, variance, and probability distribution of the sum
(1.21) |
The answer is for the mean and variance are
(1.22) | ||||
(1.23) |
In general the probability of depends on , and nothing much can be said about . However, if is large , then, remarkably, the probability of takes on a universal form of a Normal distribution
(1.24) |
with . We did not go over the proof, and it is enough at this level to just accept it as a statement of fact