Problem SET 1
Problem SET 1
P (x)dx = Ae−x/λ dx
1
R∞
(a) Find normalization constant A. (b) Show that hxi = 0
xP (x)dx = λ.
11. Consider a uniform distribution P (θ) of a continuous random variable θ
distributed between 0 ≤ θ ≤ π. Find the values of (i) hθn i for n ≥ 0 (ii)
hcos θi (iii) hsin θi (iv) hcos2 θi (v) hsin2 θi
16. ∗ Diffusion problem: In the above random walk problem, assume that
the walker takes a step when tine t = nτ , where n being an integer.
Writing D = L2 /2τ , show that when t τ , the probability of finding a
diffusing particle between x to x + dx is
1 2
P (x)dx = √ e−x /4Dt dx
4πDt
Show that the standard deviation for the diffusion process σx ∝ t1/2 .
Using this estimate the time needed for a molecule to diffuse a distance
about (i) 1µm and (ii) 1 cm, in water. Given the diffusion coefficient of
the molecule in water is D = 10−9 m2 s−1 .
17. ∗ Moment generating function M(t): is an efficient method for calcu-
lating mean (first moment) and variance (second moment) of a probability
distribution. Defining M (t) = hetx i, show that hxn i = M (n) (0), where
M (n) (t) = dn M/dtn . In particular show that σx = M (2) (0) − [M (1) (0)]2 .
Finally, show that (a) for a single Bernoulli trail M (t) = pet + 1 − p (b) for
binomial distribution M (t) = (pet + 1 − p)n (c) for Poisson distribution
t
M (t) = eλ(e −1) (d) for exponential distribution M (t) = λ−t λ
. Check the
mean and variance derived in this method agree with the results obtained
earlier.
2
18. ∗ A colony of 5,000 “red” and 5,000 “green” E. coli is allowed to eat and
reproduce faithfully into red → red+red or green → green+green, with a
reproduction time of 1 hour. Assume that other than the markers “red”
and “green”, there are no differences between them. In order to keep the
colony size down, a predator is introduced which keeps the colony size at
10,000 by eating both bacteria at random. (a) After a very long time,
what is the probability distribution of the number of red bacteria? (b)
What would be the effect of a preference of the predator for eating red
bacteria on (a)?
19. ∗ Consider in every τ seconds, an electron jumps from a atom site to a
nearest-neighbour site (left or right) of an one-dimensional lattice having
lattice constant a. The probability of jump to left and right are p and
q = 1 − p respectively. (a) What is the average position x̄ of the electron
at time t = N τ , for N 1. (b) Calculate the mean-square position
(x − x̄)2 at time t.
20. Consider a large number of N spin-1/2 particles in presence of an external
magnetic field. Find the number of states accessible to the system as a
function of Ms , the z-component of the total spin of the system. Determine
the value of Ms for which the number of accessible states is maximum.
21. ∗ Consider a system of N non-interacting distinguishable particles. Each
particle may exist in one of the two energy states E = 0 and E = ε. (a)
Write down a formula for S(n), where n is the number of particles in the
upper state. Sketch the function S(n). (b) Derive Stirling’s approximation
for large n: ln n! = n ln n − n. (c) Rewrite the result of (a) using the result
of (b). Find the value of n for which S(n) is maximum. (d) Treating
energy as continuous, show that the system can have negative absolute
temperature.
22. What is the Shanon entropy for a Bernoulli trial with probabilities P and
1 − P of the two outcomes?
23. ∗ In a typical microchip, a bit is stored by a 5 fF capacitor using a voltage
of 3V. Calculate the energy stored in eV per bit and compare this with the
minimum heat dissipation by erasure, which is kB T ln 2 per bit, at room
temperature. What is the significance of the above result?
24. ∗ The relative entropy
X Pi X
S(P ||Q) = Pi log = Sp − Pi log Qi
i
Qi i
measures
P the closeness of two probability distributions P and Q and Sp =
− i Pi log Pi . Show that (a) S(P ||Q) ≥ 0, with equality iff Pi = Qi ∀ i.
(b) If i takes N values with probabilities Pi , then show that S(P ||Q) =
−Sp + log N , where Qi = 1/N ∀ i. Hence show that Sp ≤ log N , with
equality iff Pi is uniformly distributed between all N outcomes.