The present contribution deals with surface terms appearing immediately in distributions and partition functions of statistical ensembles. It is shown that all ensembles under study, including ordinary canonical and grand canonical ensembles, involve surface terms. For a canonical ensemble both surface and volume terms correspond to a closed system. For a grand canonical ensemble the volume term corresponds to an open system, while the surface one - to a closed one. Finally, for the recently introduced open statistical ensemble the specific feature of which is the consideration of some surrounding region both volume and surface terms correspond to an open system.
In conclusion, surface particles at solid/fluid boundary are interpreted as particles corresponding to number density oscillations near the surface; this completely agrees with the earlier introduced concept of surface tension at such a boundary.
The notion of representative statistical ensembles, correctly representing statistical systems, is strictly formulated. This notion allows for a proper description of statistical systems, avoiding inconsistencies in theory. As an illustration, a Bose-condensed system is considered. It is shown that a self-consistent treatment of the latter, using a representative ensemble, always yields a conserving and gapless theory.
The random matrix ensembles (RME) of quantum statistical Hamiltonian operators, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems: nuclear systems, molecular systems, and two-dimensional electron systems (Wigner-Dyson electrostatic analogy). Measures of quantum chaos and quantum integrability with respect to eigenergies of quantum systems are defined and calculated. Quantum statistical information functional is defined as negentropy (opposite of entropy or minus entropy). The distribution functio…
For studying the thermodynamic properties of systems using statistical mechanics we propose an ensemble that lies in between the familiar canonical and microcanonical ensembles. From a comparative study of these ensembles we conclude that all these ensembles may not yield the same results even in the thermodynamic limit except at high temperatures. An investigation of the coupling between systems suggest that the state of thermodynamic equilibrium is a special case of statistical equilibrium. As a byproduct of this analysis we have obtained a general form for probability density function in an…
Within the theory of statistical ensemble, the so-called $μPT$ ensemble describes equilibrium systems that exchange energy, particles, and volume with the surrounding. General, model-independent features of volume and particle number statistics are derived. Non-analytic points of the partition function are discussed in connection with divergent fluctuations and ensemble equivalence. Quantum and classical ideal gases, and a model of Bose gas with mean-field interactions are discussed as examples of the above considerations.
We investigate the relation between various statistical ensembles of finite systems. If ensembles differ at the level of fluctuations of the order parameter, we show that the equations of states can present major differences. A sufficient condition for this inequivalence to survive at the thermodynamical limit is worked out. If energy consists in a kinetic and a potential part, the microcanonical ensemble does not converge towards the canonical ensemble when the partial heat capacities per particle fulfill the relation $c_{k}^{-1}+c_{p}^{-1}<0$.
The statistical ensemble of avalanche intensities is considered to investigate diffusion in ultrametric space of hierarchically subordinated avalanches. The stationary intensity distribution and the steady-state current are obtained. The critical avalanche intensity needed to initiate the global avalanche formation is calculated depending on noise intensity. The large time asymptotic for the probability of the global avalanche appearance is derived.
The relation between thermodynamic phase transitions in classical systems and topology changes in their state space is discussed for systems in which equivalence of statistical ensembles does not hold. As an example, the spherical model with mean field-type interactions is considered. Exact results for microcanonical and canonical quantities are compared with topological properties of a certain family of submanifolds of the state space. Due to the observed ensemble inequivalence, a close relation is expected to exist only between the topological approach and one of the statistical ensembles. I…
The random matrix ensembles (RME) of quantum statistical Hamiltonians, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied in literature to following quantum statistical systems: molecular systems, nuclear systems, disordered materials, random Ising spin systems, and two-dimensional electron systems (Wigner-Dyson electrostatic analogy). Measures of quantum chaos and quantum integrability with respect to eigenergies of quantum systems are defined and calculated. Quantum statistical information functional is defined as negentropy (opposite …
Random matrix ensembles (RME) of quantum statistical Hamiltonian operators, {\em e.g.} Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), found applications in literature in study of following quantum statistical systems: molecular systems, nuclear systems, disordered materials, random Ising spin systems, quantum chaotic systems, and two-dimensional electron systems (Wigner-Dyson electrostatic analogy). Measures of quantum chaos and quantum integrability with respect to eigenergies of quantum systems are defined and calculated. Quantum statistical inform…
The extended gaussian ensemble (EGE) is introduced as a generalization of the canonical ensemble. The new ensemble is a further extension of the Gaussian ensemble introduced by J. H. Hetherington [J. Low Temp. Phys. {\bf 66}, 145 (1987)]. The statistical mechanical formalism is derived both from the analysis of the system attached to a finite reservoir and from the Maximum Statistical Entropy Principle. The probability of each microstate depends on two parameters $β$ and $γ$ which allow to fix, independently, the mean energy of the system and the energy fluctuations respectively. We establish …
The framework of non-extensive statistical mechanics, proposed by Tsallis, has been used to describe a variety of systems. The non-extensive statistical mechanics is usually introduced in a formal way, using the maximization of entropy. In this article we investigate the canonical ensemble in the non-extensive statistical mechanics using a more traditional way, by considering a small system interacting with a large reservoir via short-range forces. The reservoir is characterized by generalized entropy instead of the Boltzmann-Gibbs entropy. Assuming equal probabilities for all available micros…
A nonequilibrium statistical operator method is developed for ensembles of particles obeying non-Hamiltonian equations of motion in classical phase space. The main consequences of non-zero compressibility of phase space are examined in terms of time-dependent dynamic quantities. The generalized transport equations involve the phase-space compressibility in a non-trivial way. Our results are useful in molecular dynamics simulation studies as well as nonequilibrium or quasiclassical approximations of quantum-classical dynamics.
Starting from Bloch equation for a canonical ensemble, we deduce a set of hierarchy equations for the reduced statistical density operator for an identical many-body system with two-body interaction. They provide a law according to which the reduced density operator varies in temperature. By definition of the reduced density operator in Fock space for a grand canonical ensemble, we also obtain the analogous Bloch equation and the corresponding hierarchy reduced equations for the identical interacting many-body system. We discuss their possible solutions and applications.
A quantum statistical system with energy dissipation is studied. Its statisitics is governed by random complex-valued non-Hermitean Hamiltonians belonging to complex Ginibre ensemble. The eigenenergies are shown to form stable structure in thermodynamical limit (large matrix dimension limit). Analogy of Wigner and Dyson with system of electrical charges is drawn.
A quantum statistical system with energy dissipation is studied. Its statistics is governed by random complex-valued non-Hermitean Hamiltonians belonging to complex Ginibre ensemble. The eigenenergies are shown to form stable structure. Analogy of Wigner and Dyson with system of electrical charges is drawn.
The random matrix ensembles (RME) of quantum statistical Hamiltonian operators, {\em e.g.} Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems: nuclear systems, molecular systems, and two-dimensional electron systems (Wigner-Dyson electrostatic analogy). Measures of quantum chaos and quantum integrability with respect to eigenergies of quantum systems are defined and calculated. Quantum statistical information functional is defined as negentropy (either opposite of entropy or minus entropy). The distrib…
According to thermodynamics, the specific heat of Boltzmannian short-range interacting systems is a positive quantity. Less intuitive properties are instead displayed by systems characterized by long-range interactions. In that case, the sign of specific heat depends on the considered statistical ensemble: negative specific heat can be found in isolated systems, which are studied in the framework of the microcanonical ensemble; on the other hand, it is generally recognized that a positive specific heat should always be measured in systems in contact with a thermal bath, for which the canonical…
We illustrate a novel characterization of nonequivalent statistical mechanical ensembles using the mean-field Blume-Emery-Griffiths (BEG) model as a test model. The novel characterization takes effect at the level of the microcanonical and canonical equilibrium distributions of states. For this reason it may be viewed as a statistical characterization of nonequivalent ensembles which extends and complements the common thermodynamic characterization of nonequivalent ensembles based on nonconcave anomalies of the microcanonical entropy. By computing numerically both the microcanonical and canoni…
The random matrix ensembles are applied to the quantum statistical systems. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The linear operators describing the systems act on these Hilbert spaces and they are treated as random matrices in generic bases of the eigenfunctions. The random eigenproblems are presented and solved. Examples of random operators are presented with connection to physical problems.
We argue that a particle language provides a conceptually simple framework for the description of anomalous equilibration in isolated quantum systems. We address this paradigm in the context of integrable models, which are those with particles that are stable against decay. In particular, we demonstrate that a complete description of equilibrium ensembles for interacting integrable models requires a formulation built from the mode occupation numbers of the underlying particle content, mirroring the case of non-interacting particles. This yields an intuitive physical interpretation of generaliz…
The phenomenon of partial equivalence of statistical ensembles is illustrated by discussing two examples, the mean-field XY and the mean-field spherical model. The configurational parts of these systems exhibit partial equivalence of the microcanonical and the canonical ensemble. Furthermore, the configurational microcanonical entropy is a smooth function, whereas a nonanalytic point of the configurational free energy indicates the presence of a phase transition in the canonical ensemble. In the presence of a standard kinetic energy contribution, partial equivalence is removed and a nonanalyti…
The non-extensive statistical mechanics has been used to describe a variety of complex systems. The maximization of entropy, often used to introduce the non-extensive statistical mechanics, is a formal procedure and does not easily leads to physical insight. In this article we investigate the canonical ensemble in the non-extensive statistical mechanics by considering a small system interacting with a large reservoir via short-range forces and assuming equal probabilities for all available microstates. We concentrate on the situation when the reservoir is characterized by generalized entropy w…
We introduce a stability criterion for quantum statistical ensembles describing macroscopic systems. An ensemble is called "stable" when a small number of local measurements cannot significantly modify the probability distribution of the total energy of the system. We apply this criterion to lattices of spins-1/2, thereby showing that the canonical ensemble is nearly stable, whereas statistical ensembles with much broader energy distributions are not stable. In the context of the foundations of quantum statistical physics, this result justifies the use of statistical ensembles with narrow ener…
The Ginibre ensemble of complex random Hamiltonian matrices $H$ is considered. Each quantum system described by $H$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. For generic $N$-dimensional Ginibre ensemble analytical formula for distribution of second difference $Δ^{1} Z_{i}$ of complex eigenenergies is presented. The distributions of real and imaginary parts of $Δ^{1} Z_{i}$ and also of its modulus and phase are provided for $N$=3. The results are considered in view of Wigner and Dyson's electrostatic analogy. General law of hom…
In a statistical ensemble with $M$ microstates, we introduce an $M \times M$ correlation matrix with the correlations between microstates as its elements. Using eigenvectors of the correlation matrix, we can define eigen microstates of the ensemble. The normalized eigenvalue by $M$ represents the weight factor in the ensemble of the corresponding eigen microstate. In the limit $M \to \infty$, weight factors go to zero in the ensemble without localization of microstate. The finite limit of weight factor when $M \to \infty$ indicates a condensation of the corresponding eigen microstate. This ind…
A new statistical ensemble is examined using the example of classical one-component simple fluid. It's logical to call it an open ensemble, because its peculiarity is the inclusion in the consideration some surrounding area. Calculations point to the necessity of taking into account the restricting surface, exactly when the system is not separated by anything from the bath, and the whole medium is uniform. The "surface tension coefficient", included in the partition function corresponds to the interface of the fluid and hard solid, due to the strict compliance of probability and potential limi…
A problem of the equivalence of statistical ensembles is critically analyzed. It is shown, that although different probability distributions of statistical physics have the same behavior in the thermodynamic limit, there are physical observables -- semi-intensive variables -- which keep memory of the underlying ensembles. This property is an universal one and can be observed even in the simplest case of the grand canonical and canonical ensembles of the classical statistical physics.
We describe a particular approach for the construction of a nonequilibrium statistical ensemble formalism for the treatment of dissipative many-body systems. This is the so-called Nonequilibrium Statistical Operator Method, based on the seminal and fundamental ideas set forward by Boltzmann and Gibbs. The existing approaches can be unified under a unique variational principle, namely, MaxEnt, which we consider here. The main six basic steps that are at the foundations of the formalism are presented and the fundamental concepts are discussed. The associated nonlinear quantum kinetic theory and …
We consider self-similar statistical ensembles with the phase space whose volume is invariant under the deformation that squeezes (expands) the coordinate and expands (squeezes) the momentum. Related probability distribution function is shown to possess a discrete symmetry with respect to manifold action of the Jackson derivative to be a homogeneous function with a self-similarity degree $q$ fixed by the condition of invariance under $(n+1)$-fold action of the dilatation operator related. In slightly deformed phase space, we find the homogeneous function is defined with the linear dependence a…
Conventional ensemble learning combines students in the space domain. On the other hand, in this paper we combine students in the time domain and call it time domain ensemble learning. In this paper, we analyze the generalization performance of time domain ensemble learning in the framework of online learning using a statistical mechanical method. We treat a model in which both the teacher and the student are linear perceptrons with noises. Time domain ensemble learning is twice as effective as conventional space domain ensemble learning.
The Ginibre ensemble of nonhermitean random Hamiltonian matrices $K$ is considered. Each quantum system described by $K$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. The second difference of complex eigenenergies is viewed as discrete analog of Hessian with respect to labelling index. The results are considered in view of Wigner and Dyson's electrostatic analogy. An extension of space of dynamics of random magnitudes is performed by introduction of discrete space of labeling indices.
We select n stocks traded in the New York Stock Exchange and we form a statistical ensemble of daily stock returns for each of the k trading days of our database from the stock price time series. We analyze each ensemble of stock returns by extracting its first four central moments. We observe that these moments are fluctuating in time and are stochastic processes themselves. We characterize the statistical properties of central moments by investigating their probability density function and temporal correlation properties.
The problem of defining a statistical ensemble of random graphs with an arbitrary connectivity distribution is discussed. Introducing such an ensemble is a step towards uderstanding the geometry of wide classes of graphs independently of any specific model. This research was triggered by the recent interest in the so-called scale-free networks.
Devising a statistical mechanics framework for jammed granular materials is a challenging task as those systems do not share some important properties required to characterize them with statistical thermodynamics tools. In a recent paper [Asenjo et al. PRL, 2014], a new definition of a granular entropy, that puts the protocol used to generate the packings at its roots, has been proposed. Following up these results, it is shown that the protocol used in [Asenjo et al. PRL, 2014] can be recast as a canonical ensemble with a particular value of the temperature. Signature of gaussianity for large …
The nonextensive statistical ensembles are revisited for the complex systems with long-range interactions and long-range correlations. An approximation, the value of nonextensive parameter (1-q) is assumed to be very tiny, is adopted for the limit of large particle number for most normal systems. In this case, Tsallis entropy can be expanded as a function of energy and particle number fluctuation, and thus the power-law forms of the generalized Gibbs distribution and grand canonical distribution can be derived. These new distribution functions can be applied to derive the free energy and grand…
We investigate different measures of stability of quantum statistical ensembles with respect to local measurements. We call a quantum statistical ensemble "stable" if a small number of local measurements cannot significantly modify the total-energy distribution representing the ensemble. First, we numerically calculate the evolution of the stability measure introduced in our previous work [Phys. Rev. E 94, 062106 (2016)] for an ensemble representing a mixture of two canonical ensembles with very different temperatures in a periodic chain of interacting spins-1/2. Second, we propose other possi…
The random matrix ensembles (RMT) of quantum statistical Hamiltonian operators, e.g.Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems: nuclear systems, molecular systems, and two-dimensional electron systems (Wigner-Dyson's electrostatic analogy). The Ginibre ensemble of nonhermitean random Hamiltonian matrices $K$ is considered. Each quantum system described by $K$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. The second difference of co…
The random matrix ensembles (RME) of Hamiltonian matrices, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applicable to following quantum statistical systems: nuclear systems, molecular systems, condensed phase systems, disordered systems, and two-dimensional electron systems (Wigner-Dyson electrostatic analogy). A family of quantum anharmonic oscillators is studied and the numerical investigation of their eigenenergies is presented. The statistical properties of the calculated eigenenergies are compared with the theoretical predictions infe…
We consider a paradigmatic model describing the one-dimensional motion of $N$ rotators coupled through a mean-field interaction, and subject to the perturbation of an external magnetic field. The latter is shown to significantly alter the system behaviour, driving the emergence of ensemble inequivalence in the out-of-equilibrium phase, as signalled by a negative (microcanonical) magnetic susceptibility. The thermodynamic of the system is analytically discussed, building on a maximum entropy scheme justified from first principles. Simulations confirm the adequacy of the theoretical picture. Ens…
Random matrix ensembles (RME) of quantal statistical Hamiltonian operators, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), had been applied in literature in study of following quantal statistical systems: molecular systems, nuclear systems, disordered materials, random Ising spin systems, quantal chaotic systems, and two-dimensional electron systems (Wigner-Dyson electrostatic analogy). Measures of quantum chaos and quantum integrability with respect to eigenergies of quantal systems are defined and calculated. Information functional is defined …
Within the framework of generalized combinatorial approach, complexity is determined as a disorder measure for hierarchical statistical ensembles related to Cayley trees possessing arbitrary branching and number of levels. With strengthening hierarchical coupling, the complexity is shown to increase monotonically to the limit value that grows with tree branching. In contrast to the temperature dependence of thermodynamic entropy, the complexity is reduced by the variance of hierarchical statistical ensemble if the branching exponent does not exceed the gold mean. Time dependencies are found fo…
Bose-condensed systems with broken global gauge symmetry are considered. The description of these systems, as has been shown by Hohenberg and Martin, possesses an internal inconsistency, resulting in either nonconserving theories or yielding an unphysical gap in the spectrum. The general notion of representative statistical ensembles is formulated for arbitrary statistical systems, equilibrium or not. The principal idea of this notion is the necessity of taking into account all imposed conditions that uniquely define the given statistical system. Employing such a representative ensemble for Bo…
In statistical physics, the challenging combinatorial enumeration of the configurations of a system subject to hard constraints (microcanonical ensemble) is mapped to a mathematically easier calculation where the constraints are softened (canonical ensemble). However, the mapping is exact only when the size of the system is infinite and if the property of ensemble equivalence (EE), i.e. the asymptotic identity of canonical and microcanonical large deviations, holds. For finite systems, or when EE breaks down, statistical physics is currently believed to provide no answer to the combinatorial p…
Conventional ensemble learning combines students in the space domain. In this paper, however, we combine students in the time domain and call it time-domain ensemble learning. We analyze, compare, and discuss the generalization performances regarding time-domain ensemble learning of both a linear model and a nonlinear model. Analyzing in the framework of online learning using a statistical mechanical method, we show the qualitatively different behaviors between the two models. In a linear model, the dynamical behaviors of the generalization error are monotonic. We analytically show that time-d…
Maximum-entropy ensembles are key primitives in statistical mechanics from which thermodynamic properties can be derived. Over the decades, several approaches have been put forward in order to justify from minimal assumptions the use of these ensembles in statistical descriptions. However, there is still no full consensus on the precise reasoning justifying the use of such ensembles. In this work, we provide a new approach to derive maximum-entropy ensembles taking a strictly operational perspective. We investigate the set of possible transitions that a system can undergo together with an envi…
We consider the problem of whether the canonical and microcanonical ensembles are locally equivalent for short-ranged quantum Hamiltonians of $N$ spins arranged on a $d$-dimensional lattices. For any temperature for which the system has a finite correlation length, we prove that the canonical and microcanonical state are approximately equal on regions containing up to $O(N^{1/(d+1)})$ spins. The proof rests on a variant of the Berry--Esseen theorem for quantum lattice systems and ideas from quantum information theory.
The original canonical ensemble formalism for the nonextensive entropy thermostatistics is reconsidered. It is shown that the unambiguous connection of the statistical mechanics with the equilibrium thermodynamics is provided if the entropic parameter $1/(q-1)$ is an extensive variable of the state. Based on a particular example of the perfect gas, it is proved that the Tsallis thermostatistics meets all the requirements of equilibrium thermodynamics in the thermodynamic limit. In particular, the entropy of the system is extensive and the temperature is intensive. However, for finite systems b…
In this paper, we draw attention to the problem of phase transitions in systems with locally affine microcanonical entropy, in which partial equivalence of (microcanonical and canonical) ensembles is observed. We focus on a very simple spin model, that was shown to be an equilibrium statistical mechanics representation of the biased random walk. The model exhibits interesting discontinuous phase transitions that are simultaneously observed in the microcanonical, canonical, and grand canonical ensemble, although in each of these ensembles the transition occurs in a slightly different way. The d…
All ensembles of statistical mechanics are equivalent in the sense that they give the equivalent thermodynamic functions in the thermodynamic limit. However, when investigating microscopic structures in the first-order phase transition region, one must choose an appropriate statistical ensemble. The appropriate choice is particularly important when one investigates finite systems, for which even the equivalence of ensembles does not hold. We propose a class of statistical ensembles, which always give the correct equilibrium state even in the first-order phase transition region. We derive vario…
We build a statistical ensemble representation of two economic models describing respectively, in simplified terms, a payment system and a credit market. To this purpose we adopt the Boltzmann-Gibbs distribution where the role of the Hamiltonian is taken by the total money supply (i.e. including money created from debt) of a set of interacting economic agents. As a result, we can read the main thermodynamic quantities in terms of monetary ones. In particular, we define for the credit market model a work term which is related to the impact of monetary policy on credit creation. Furthermore, wit…
We propose a definition of microcanonical and canonical statistical ensembles based on the concept of density of states. This definition applies both to the classical and the quantum case. For the microcanonical case this allows for a definition of a temperature and its fluctuation, which might be useful in the theory of mesoscopic systems. In the quantum case the concept of density of states applies to one-particle Schroedinger operators, in particular to operators with a periodic potential or to random Anderson type models. In the case of periodic potentials we show that for the resulting $n…
We investigate the statistical properties of eigenvalues of pseudo-Hermitian random matrices whose eigenvalues are real or complex conjugate. It is shown that when the spectrum splits into separated sets of real and complex conjugate eigenvalues, the real ones show characteristics of an intermediate incomplete spectrum, that is, of a so-called thinned ensemble. On the other hand, the complex ones show repulsion compatible with cubic-order repulsion of non normal matrices for the real matrices, but higher order repulsion for the complex and quaternion matrices.
Recently, there have been many works on the deep learning of statistical ensembles to determine the critical temperature of a possible phase transition. We analyze the detailed structure of an optimized deep learning machine and prove the basic equalities among the optimized machine parameters and the physical quantities of the statistical system. According to these equalities, we conclude that the bias parameters of the final full connection layer record the free energy of the statistical system as a function of temperature. We confirm these equalities in one- and two-dimensional Ising spin m…
We use the phase space position-velocity ($x,v$) to deal with the statistical properties of velocity dependent dynamical systems, like dissipative ones. Within this approach, we study the statistical properties of an ensemble of harmonic oscillators in a linear weak dissipative media. Using the Debye model of a crystal, we calculate at first order in the dissipative parameter the entropy, free energy, internal energy, equation of state and specific heat using the classical and quantum approaches. for the classical approach we found that the entropy, the equation of state, and the free energy d…
We study the role of fluctuations in single molecule experimental measurements of force-extension curves. We use the Worm Like Chain (WLC) model to bring out the connection between the Helmholtz ensemble characterized by the Free Energy and the Gibbs ensemble characterized by the Free Energy . We consider the rigid rod limit of the WLC model as an instructive special case to bring out the issue of ensemble inequivalence. We point out the need for taking into account the free energy of transition when one goes from one ensemble to another. We also comment on the ``phase transition'' noticed in …
