Ergodic theoryErgodic theory is a branch of mathematics that studies statistical properties of deterministic dynamical systems; it is the study of ergodicity. In this context, "statistical properties" refers to properties which are expressed through the behavior of time averages of various functions along trajectories of dynamical systems. The notion of deterministic dynamical systems assumes that the equations determining the dynamics do not contain any random perturbations, noise, etc.
H-theoremIn classical statistical mechanics, the H-theorem, introduced by Ludwig Boltzmann in 1872, describes the tendency to decrease in the quantity H (defined below) in a nearly-ideal gas of molecules. As this quantity H was meant to represent the entropy of thermodynamics, the H-theorem was an early demonstration of the power of statistical mechanics as it claimed to derive the second law of thermodynamics—a statement about fundamentally irreversible processes—from reversible microscopic mechanics.
Quantum mechanicsQuantum mechanics is a fundamental theory in physics that provides a description of the physical properties of nature at the scale of atoms and subatomic particles. It is the foundation of all quantum physics including quantum chemistry, quantum field theory, quantum technology, and quantum information science. Classical physics, the collection of theories that existed before the advent of quantum mechanics, describes many aspects of nature at an ordinary (macroscopic) scale, but is not sufficient for describing them at small (atomic and subatomic) scales.
Ergodic hypothesisIn physics and thermodynamics, the ergodic hypothesis says that, over long periods of time, the time spent by a system in some region of the phase space of microstates with the same energy is proportional to the volume of this region, i.e., that all accessible microstates are equiprobable over a long period of time. Liouville's theorem states that, for a Hamiltonian system, the local density of microstates following a particle path through phase space is constant as viewed by an observer moving with the ensemble (i.
Identical particlesIn quantum mechanics, identical particles (also called indistinguishable or indiscernible particles) are particles that cannot be distinguished from one another, even in principle. Species of identical particles include, but are not limited to, elementary particles (such as electrons), composite subatomic particles (such as atomic nuclei), as well as atoms and molecules. Quasiparticles also behave in this way.
Partition function (quantum field theory)In quantum field theory, partition functions are generating functionals for correlation functions, making them key objects of study in the path integral formalism. They are the imaginary time versions of statistical mechanics partition functions, giving rise to a close connection between these two areas of physics. Partition functions can rarely be solved for exactly, although free theories do admit such solutions. Instead, a perturbative approach is usually implemented, this being equivalent to summing over Feynman diagrams.
Probability distributionIn probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of different possible outcomes for an experiment. It is a mathematical description of a random phenomenon in terms of its sample space and the probabilities of events (subsets of the sample space). For instance, if X is used to denote the outcome of a coin toss ("the experiment"), then the probability distribution of X would take the value 0.5 (1 in 2 or 1/2) for X = heads, and 0.
Partition function (number theory)In number theory, the partition function p(n) represents the number of possible partitions of a non-negative integer n. For instance, p(4) = 5 because the integer 4 has the five partitions 1 + 1 + 1 + 1, 1 + 1 + 2, 1 + 3, 2 + 2, and 4. No closed-form expression for the partition function is known, but it has both asymptotic expansions that accurately approximate it and recurrence relations by which it can be calculated exactly. It grows as an exponential function of the square root of its argument.
Phase spaceIn dynamical systems theory and control theory, a phase space or state space is a space in which all possible "states" of a dynamical system or a control system are represented, with each possible state corresponding to one unique point in the phase space. For mechanical systems, the phase space usually consists of all possible values of position and momentum variables. It is the direct product of direct space and reciprocal space. The concept of phase space was developed in the late 19th century by Ludwig Boltzmann, Henri Poincaré, and Josiah Willard Gibbs.
Joint probability distributionGiven two random variables that are defined on the same probability space, the joint probability distribution is the corresponding probability distribution on all possible pairs of outputs. The joint distribution can just as well be considered for any given number of random variables. The joint distribution encodes the marginal distributions, i.e. the distributions of each of the individual random variables. It also encodes the conditional probability distributions, which deal with how the outputs of one random variable are distributed when given information on the outputs of the other random variable(s).
Ergodic processIn physics, statistics, econometrics and signal processing, a stochastic process is said to be in an ergodic regime if an observable's ensemble average equals the time average. In this regime, any collection of random samples from a process must represent the average statistical properties of the entire regime. Conversely, a process that is not in ergodic regime is said to be in non-ergodic regime. One can discuss the ergodicity of various statistics of a stochastic process.
Conditional probability distributionIn probability theory and statistics, given two jointly distributed random variables and , the conditional probability distribution of given is the probability distribution of when is known to be a particular value; in some cases the conditional probabilities may be expressed as functions containing the unspecified value of as a parameter. When both and are categorical variables, a conditional probability table is typically used to represent the conditional probability.
