Random Processes and Statistical Physics Flashcards
Difference between combinations and permutations
Combinations order isn’t important, permutations order is.
Inclusion exclusion principle for 2 events.
P(AuB) = P(A) + P(B) - P(AnB)
Probability of A given B.
P(A|B) = P(AnB)/P(B)
Probability of A given B when A and B are independent.
P(A|B) = P(A) = P(AnB)/P(B)
implies
P(AnB) = P(A)P(B)
What is a random variable?
A variable whose value depends on the outcomes of a random process.
Example of a discrete random variable.
Roll two dice and add the scores.
What is a continuous random variable.
Where the values a random variable can take are continuous.
When finding the probability of a continuous random variable taking a specific value, what happens?
The probability of the variable exactly matching a specific value is vanishingly small, but there is a finite probability of the variable lying in a range.
What is it when there is a probability per unit range for a continuous random variable?
The probability density function.
What is the total area under the curve of a probability density function?
1 and is found by integrating.
How do you find the mean from the probability density function?
Integrate the probability density function multiplied by the variable.
Why is standard deviation advantageous over variance?
Standard deviation has the same units as the original variable.
How to find the mode for a continuous random variable?
Differentiate the probability density function.
How to find the median of a continuous random variable?
Intergrate between Q2 and infinity equal to 0.5 and solve for Q2.
How to find the IQR of a continuous random variable?
Integrate between -infinity and Q3 equal to 0.75 and -infinity and Q1 equal to 0.25. Solve for Q3 and Q1 and IQR=Q3-Q1
If you multiply a random variable by a scalar, what happens to the mean and variance?
Mean is multiplied by scalar
Variance is multiplied by scalar squared.
What happens to the mean and variance when two random variables are added together?
The means are added
The variances are added.
What is microstate?
Each unique configuration of the system where the state of each element is known.
What is macrostate?
Multiple microstates can give the same macroscopic property.
How to find the most probable state of a system?
Multiplicity is maximised.
Expression for multiplicity.
Binomial distribution expression.
Expression for entropy in terms of multiplicity.
S = klogW
By considering the random walk in 1D, find an expression for the most probable end point.
Check derivation
Compare the random walk in 1D to a Gaussian function.
Check comparison