Statistical ensemble

In physics, a statistical ensemble is a very large set of macroscopically similar systems, considered all at once. When properly chosen, (see below), the average of a thermodynamic quantity across the members of the ensemble will be the same as the time-average of the quantity for a single system.

Template:TopicInQuantum-theory The topic of statistical ensembles is important in thermodynamics, statistical mechanics and quantum physics. Putting aside for the moment the question of how statistical ensembles are generated operationally, we should be able to perform the following two operations on ensembles A, B of the same system:

  • Test whether A, B are statistically equivalent.
  • If p is a real number such that 0 < p < 1, then produce a new ensemble by probabilistic sampling from A with probability p and from B with probability 1- p.

Under certain conditions therefore, equivalence classes of statistical ensembles have the structure of a convex set. In quantum physics, a general model for this convex set is the set of density operators on a Hilbert space. Accordingly, there are two types of ensembles:

  • Pure ensembles cannot be decomposed as a convex combination of different ensembles. In quantum mechanics, a pure density matrix is one of the form <math> |\phi \rangle \langle \phi| <math>. Accordingly, a ray in a Hilbert space can be used to represent such an ensemble in quantum mechanics. A pure ensemble corresponds to having many copies of the same (up to a global phase) quantum state.
  • Mixed ensembles are decomposable into a convex combination of different ensembles. In general, an infinite number of distinct decompositions will be possible.

Operational interpretation

Two objections to the above discussion of ensemble are

  • It is not clear where this very large set of systems exists (for example, is it a gas of particles inside a container?)
  • It is not clear how to physically generate an ensemble.

In this section we attempt to partially answer this question.

Suppose we have a preparation procedure for a system in a physics lab: For example, the procedure might involve a physical apparatus and some protocols for manipulating the apparatus. As a result of this preparation procedure some system is produced and maintained in isolation for some small period of time. By repeating this laboratory preparation procedure we obtain a sequence of systems X1, X2, ....,Xk, which in our mathematical idealization, we assume is an infinite sequence of systems. The systems are similar in that they were all produced in the same way. This infinite sequence is an ensemble.

In a laboratory setting, each one of these prepped systems might be used as input for one subsequent testing procedure. Again, the testing procedure involves a physical apparatus and some protocols; as a result of the testing procedure we obtain a yes or no answer. Given a testing procedure E applied to each prepared system, we obtain a sequence of values Meas(E, X1), Meas(E, X2), ...., Meas(E, Xk). Each one of these values is a 0 (or no) or a 1 (yes).

Assume the following time average exists:

<math> \sigma(E) = \lim_{N \rightarrow \infty} \frac{1}{N} \sum_{k=1}^N \operatorname{Meas}(E, X_k) <math>

For quantum mechanical systems, an important assumption made in the quantum logic approach to quantum mechanics is the identification of yes-no questions to the lattice of closed subspaces of a Hilbert space. With some additional technical assumptions one can then infer that states are given by density operators S so that:

<math> \sigma(E) = \operatorname{Tr}(E S). <math>


Ergodocity is the condition which guarantees that the average of a macroscopic quantity (such as the entropy or internal energy) over the members of the ensemble will be the same as the average over time, for a single system (see ergodic hypothesis).

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