763620SS STATISTICAL PHYSICS Solutions 1 Autumn 2012

1. 1-D Random Walk

a) Show that the number of distinct ways of taking nr right steps (out of total N ) is

N!
.
nr !nl !
Solution: Let’s take a set S of nr right steps, then consider labeling the steps such
(1) (2) (1)
that we can identify them: S = {nr , nr , . . .}. Then the step nr can have N
(2)
possible locations in the row of N steps, the step nr can have N − 1 possible
locations, and so on. Thus the labeled set can have Nl = N · (N − 1) · . . . (N − (nr −
1)) = N !/(N − nr )! = N !/nl ! different possibilities. However, we can label the set
of nr steps with nr ! different ways and all the different labellings produce the same
pattern of taking the steps, thus the number of distinct ways is
 
N! N
Nt = = .
nl !nr ! nr

b) Denote the total displacement to right with m = nr − nl . Show that the total
displacement obeys the binomial distribution
N!
PN (m) = p(N +m)/2 (1 − p)(N −m)/2 .
[(N + m)/2]![(N − m)/2]!

Solution: By solving the set of equations

N = nr + nl
m = nr − nl ,

one gets that nr,l = (N ± m)/2, which results for the binomial distribution

N ! nr nl
P (m) = p q
nr !nl !
N!
= p(N +m)/2 (1 − p)(N −m)/2 .
[(N + m)/2]![(N − m)/2]!

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2. Drunkard’s Walk
A drunk starts out from a lamppost in the middle of the street, taking steps of equal
length either to the right or to the left with equal probability. What is the probability
that the man will again be at the lamppost after taking N steps if
a) N is even
Solution: Now, the probabilities p = q = 12 and m = 0 in the binomial distribution
PN (m). The end result is simply

N! 1
PN (m = 0) =  
2 N .
N
2
! 2

b) N is odd?
Solution: PN (m = 0) = 0, with even number of steps the location m is also even.
Consider then the drunk accompanied with her drinking buddy. Assume that they both
start at the lamppost, have equal probability of making a step either to left or right, and
that they make their steps simultaneously. Find the probability that they meet again
after N steps. (Consider the relative motion.)
Solution 1: The probability, that the drunkard A [B] is in the location m, i.e. it has taken
nr right steps, is the binomial PNA (nr ) [PNB (nr )]. The probability that the both has taken
nr right steps is PNA (nr )PNB (nr ). This results that the common prob. that they meet after
N steps is
N N
(A=B)
X X (N !)2 1
PN = PNA (nr )PNB (nr ) = 2 2N
nr =0 nr =0
[nr !(N − nr )!] 2
N   
1 X N N (2N )! 1
= 2N = ,
2 n =0 nr N − nr (N !)2 22N
|r {z }
2N
=( N )

where the last sum of the binomial coefficients is an identity taken from Abramowitz and
Stegun: Handbook of Mathematical Functions, p 823.
Solution 2 (considering the relative motion): The random walk of the two drunkards is
independent of each other. Thus we can think that the drunkards A and B take the steps
by turns. Then the relative distance of the A and B is just a random walk with 2N steps,
because the random walks of the both drunkards are similar, i.e., the probabilities of right
and left steps are the same for the dude A and B. Thus, the question is that what is the
probability that after 2N steps the end point is at m = 0:

(2N )! 1
P2N (m = 0) = .
(N !)2 22N

2
3. Poisson Distribution Consider binomial distribution and assume that p  1 and n 
N.
a) Using the result ln (1 − p) ≈ −p, show that

(1 − p)N −n ≈ e−N p .

Solution: ln(1 − p)N −n = (N − n) ln(1 − p) ≈ −p(N − n) ≈ −pN , which results

(1 − p)N −n ≈ e−N p .
b) Show that
N!
≈ N n.
(N − n)!
Solution:

N! N · (N − 1) · (N − (n − 1))N !
=
(N − n)! N · (N − 1) · (N − (n − 1))(N − n)!
| {z }
N!
= N · (N − 1) · (N − (n − 1)) ≈ N n

c) Hence show that the binomial distribution reduces to

λn −λ
WN (n) = e ,
n!
where λ = N p is the mean number of events. This is called the Poisson distribution.
Solution:
N! n N −n N n pn −N p
PN (n) = p (1 − p) ≈ e = WN (n),
n!(N − n)! n!

where λ = N p.
d) Calculate the variance σ of the PPoisson distribution. (Remember to check that the
distribution is normalized, i.e. Wn = 1 !)
Solution: For the
P∞ λn −λPoisson distribution, N → ∞, then the check of normalization is
λ −λ
= e e = 1. The variance is σ = hu2 i − hui2 . We start with
P
n Wn = n=0 n! e
the mean
∞ ∞ ∞
X X λn −λ −λ
X λk
hui = nWn = n e = λe = λ,
n=0 n=1
n! k=0
k!

and proceed to the second moment

∞ ∞ ∞ ∞
!
2
X
2
X λn −λ −λ
X λk X λk
hu i = n Wn = n e = λe k + = λ2 + λ.
n=0 n=1
n! k=0
k! k=0 k!

These together results σ = λ.

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4. Poisson Distribution - Revisited Assume that typographical errors committed by a
typesetter occur completely at random. Suppose that a book of 600 pages contains 600
such errors. Use the Poisson distribution to calculate that
a) a page contains no errors. Solution: First of all, the rate, i.e., the mean number of
0
erros per page, λ = 1. Then, W0 = λ1 e−1 ≈ 0.3678 ≈ 0.37.
b) a page contains at least three errors. Solution: P (n ≥ 3) = 1 − W0 − W1 − W2 ≈
0.0801 ≈ 0.08.
5. Stirling’s Formula
a) Write ln n! as a sum, approximate the sum as an integral, and show that
ln n! ≈ n ln n − n,
when n  1.
Solution:
ln n! = ln(n · (n − 1) · . . . · 2 · 1)
Xn Z n
= ln k ≈ lnxdx = n ln n − n − ln 1 − 1 ≈ n ln n − n.
k=1 1

b) The factorials can be represented in terms of the Gamma function as

Z ∞
n! = Γ(n + 1) = xn e−x dx.
0

Make a Taylor expansion of the logarithm of the integrand around x = n and show
that √
n! = 2πnnn e−n
for n  1. Show that in the limit of very large n this reduces to the other version
of
R ∞Stirling’s formula
√ derived in a). (Hint: You may need the Gaussian integral
−y 2 /2n
−∞
e dy = 2πn.)
Solution: Let’s start with the Taylor expansion of the logarithm of the integrand
f (x) = xn e−x .
(x − n)2
ln f (x) = ln f (n) + B1 (n)(x − n) + B2 (n)(x − n)2 + O3 ≈ ln(nn e−n ) − ,
2n
dln f (x) 1 d2 ln f (x)
where B1 (x) = dx
= n/x − 1 and B2 (x) = 2 dx2
= −n/x2 . Thus, around
(x−n)2
− (2n)
x = n , we can write that f (x) = nn e−n e and
Z ∞ Z ∞
(x−n)2
n! = Γ(n + 1) = xn e−x dx ≈ nn e−n e− (2n) dx
0 0
Z ∞
y2
− (2n)
Z ∞
y2 √
n −n
=n e e n −n
dy ≈ n e e− (2n) dy = 2πnnn e−n .
−n −∞
√
2πn + n ln n − n = 12 ln 2π + n + 1


With n  1, ln n! = ln 2
ln n − n ≈ n ln −n.