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Statistical Fluctuations
Statistical fluctuations are fluctuations in quantities derived from many identical random processes. They are fundamental and unavoidable. It can be proved that the relative fluctuations reduce as the square root of the number of identical processes. Statistical fluctuations are responsible for many results of statistical mechanics and thermodynamics, including phenomena such as shot noise in electronics. Description When a number of random processes occur, it can be shown that the outcomes fluctuate (vary in time) and that the fluctuations are inversely proportional to the square root of the number of processes. Examples As an example that will be familiar to all, if a fair coin is tossed many times and the number of heads and tails counted, the ratio of heads to tails will be very close to 1 (about as many heads as tails); but after only a few throws, outcomes with a significant excess of heads over tails or vice versa are common; if an experiment with a few throws is repe ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Independent And Identically Distributed Random Variables
In probability theory and statistics, a collection of random variables is independent and identically distributed if each random variable has the same probability distribution as the others and all are mutually independent. This property is usually abbreviated as ''i.i.d.'', ''iid'', or ''IID''. IID was first defined in statistics and finds application in different fields such as data mining and signal processing. Introduction In statistics, we commonly deal with random samples. A random sample can be thought of as a set of objects that are chosen randomly. Or, more formally, it’s “a sequence of independent, identically distributed (IID) random variables”. In other words, the terms ''random sample'' and ''IID'' are basically one and the same. In statistics, we usually say “random sample,” but in probability it’s more common to say “IID.” * Identically Distributed means that there are no overall trends–the distribution doesn’t fluctuate and all items in t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Statistical Mechanics
In physics, statistical mechanics is a mathematical framework that applies statistical methods and probability theory to large assemblies of microscopic entities. It does not assume or postulate any natural laws, but explains the macroscopic behavior of nature from the behavior of such ensembles. Statistical mechanics arose out of the development of classical thermodynamics, a field for which it was successful in explaining macroscopic physical properties—such as temperature, pressure, and heat capacity—in terms of microscopic parameters that fluctuate about average values and are characterized by probability distributions. This established the fields of statistical thermodynamics and statistical physics. The founding of the field of statistical mechanics is generally credited to three physicists: *Ludwig Boltzmann, who developed the fundamental interpretation of entropy in terms of a collection of microstates *James Clerk Maxwell, who developed models of probability distr ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Thermodynamics
Thermodynamics is a branch of physics that deals with heat, work, and temperature, and their relation to energy, entropy, and the physical properties of matter and radiation. The behavior of these quantities is governed by the four laws of thermodynamics which convey a quantitative description using measurable macroscopic physical quantities, but may be explained in terms of microscopic constituents by statistical mechanics. Thermodynamics applies to a wide variety of topics in science and engineering, especially physical chemistry, biochemistry, chemical engineering and mechanical engineering, but also in other complex fields such as meteorology. Historically, thermodynamics developed out of a desire to increase the efficiency of early steam engines, particularly through the work of French physicist Sadi Carnot (1824) who believed that engine efficiency was the key that could help France win the Napoleonic Wars. Scots-Irish physicist Lord Kelvin was the first to formulate a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Shot Noise
Shot noise or Poisson noise is a type of noise which can be modeled by a Poisson process. In electronics shot noise originates from the discrete nature of electric charge. Shot noise also occurs in photon counting in optical devices, where shot noise is associated with the particle nature of light. Origin In a statistical experiment such as tossing a fair coin and counting the occurrences of heads and tails, the numbers of heads and tails after many throws will differ by only a tiny percentage, while after only a few throws outcomes with a significant excess of heads over tails or vice versa are common; if an experiment with a few throws is repeated over and over, the outcomes will fluctuate a lot. From the law of large numbers, one can show that the relative fluctuations reduce as the reciprocal square root of the number of throws, a result valid for all statistical fluctuations, including shot noise. Shot noise exists because phenomena such as light and electric current co ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Random
In common usage, randomness is the apparent or actual lack of pattern or predictability in events. A random sequence of events, symbols or steps often has no :wikt:order, order and does not follow an intelligible pattern or combination. Individual random events are, by definition, unpredictable, but if the probability distribution is known, the frequency of different outcomes over repeated events (or "trials") is predictable.Strictly speaking, the frequency of an outcome will converge almost surely to a predictable value as the number of trials becomes arbitrarily large. Non-convergence or convergence to a different value is possible, but has probability zero. For example, when throwing two dice, the outcome of any particular roll is unpredictable, but a sum of 7 will tend to occur twice as often as 4. In this view, randomness is not haphazardness; it is a measure of uncertainty of an outcome. Randomness applies to concepts of chance, probability, and information entropy. T ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Square Root
In mathematics, a square root of a number is a number such that ; in other words, a number whose ''square'' (the result of multiplying the number by itself, or ⋅ ) is . For example, 4 and −4 are square roots of 16, because . Every nonnegative real number has a unique nonnegative square root, called the ''principal square root'', which is denoted by \sqrt, where the symbol \sqrt is called the ''radical sign'' or ''radix''. For example, to express the fact that the principal square root of 9 is 3, we write \sqrt = 3. The term (or number) whose square root is being considered is known as the ''radicand''. The radicand is the number or expression underneath the radical sign, in this case 9. For nonnegative , the principal square root can also be written in exponent notation, as . Every positive number has two square roots: \sqrt, which is positive, and -\sqrt, which is negative. The two roots can be written more concisely using the ± sign as \plusmn\sqrt. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Coin Flipping
Coin flipping, coin tossing, or heads or tails is the practice of throwing a coin in the air and checking obverse and reverse, which side is showing when it lands, in order to choose between two alternatives, heads or tails, sometimes used to resolve a dispute between two parties. It is a form of sortition which inherently has two possible outcomes. The party who calls the side that is facing up when the coin lands wins. History Coin flipping was known to the Romans as ''navia aut caput'' ("ship or head"), as some coins had a ship on one side and the head of the Roman Emperor, emperor on the other. In England, this was referred to as ''cross and pile''. Process During a coin toss, the coin is thrown into the air such that it rotates edge-over-edge several times. Either beforehand or when the coin is in the air, an interested party declares "heads" or "tails", indicating which side of the coin that party is choosing. The other party is assigned the opposite side. Depending on ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Electric Current
An electric current is a stream of charged particles, such as electrons or ions, moving through an electrical conductor or space. It is measured as the net rate of flow of electric charge through a surface or into a control volume. The moving particles are called charge carriers, which may be one of several types of particles, depending on the conductor. In electric circuits the charge carriers are often electrons moving through a wire. In semiconductors they can be electrons or holes. In an electrolyte the charge carriers are ions, while in plasma, an ionized gas, they are ions and electrons. The SI unit of electric current is the ampere, or ''amp'', which is the flow of electric charge across a surface at the rate of one coulomb per second. The ampere (symbol: A) is an SI base unit. Electric current is measured using a device called an ammeter. Electric currents create magnetic fields, which are used in motors, generators, inductors, and transformers. In ordinary con ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Primordial Fluctuations
Primordial fluctuations are density variations in the early universe which are considered the seeds of all structure in the universe. Currently, the most widely accepted explanation for their origin is in the context of cosmic inflation. According to the inflationary paradigm, the exponential growth of the scale factor during inflation caused quantum fluctuations of the inflation field to be stretched to macroscopic scales, and, upon leaving the horizon, to "freeze in". At the later stages of radiation- and matter-domination, these fluctuations re-entered the horizon, and thus set the initial conditions for structure formation. The statistical properties of the primordial fluctuations can be inferred from observations of anisotropies in the cosmic microwave background and from measurements of the distribution of matter, e.g., galaxy redshift surveys. Since the fluctuations are believed to arise from inflation, such measurements can also set constraints on parameters within inflation ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Quantum Fluctuation
In quantum physics, a quantum fluctuation (also known as a vacuum state fluctuation or vacuum fluctuation) is the temporary random change in the amount of energy in a point in space, as prescribed by Werner Heisenberg's uncertainty principle. They are minute random fluctuations in the values of the fields which represent elementary particles, such as electric and magnetic fields which represent the electromagnetic force carried by photons, W and Z fields which carry the weak force, and gluon fields which carry the strong force. Vacuum fluctuations appear as virtual particles, which are always created in particle-antiparticle pairs. Since they are created spontaneously without a source of energy, vacuum fluctuations and virtual particles are said to violate the conservation of energy. This is theoretically allowable because the particles annihilate each other within a time limit determined by the uncertainty principle so they are not directly observable. The uncertainty prin ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Thermal Fluctuations
In statistical mechanics, thermal fluctuations are random deviations of a system from its average state, that occur in a system at equilibrium.In statistical mechanics they are often simply referred to as fluctuations. All thermal fluctuations become larger and more frequent as the temperature increases, and likewise they decrease as temperature approaches absolute zero. Thermal fluctuations are a basic manifestation of the temperature of systems: A system at nonzero temperature does not stay in its equilibrium microscopic state, but instead randomly samples all possible states, with probabilities given by the Boltzmann distribution. Thermal fluctuations generally affect all the degrees of freedom of a system: There can be random vibrations (phonons), random rotations ( rotons), random electronic excitations, and so forth. Thermodynamic variables, such as pressure, temperature, or entropy, likewise undergo thermal fluctuations. For example, for a system that has an equilibriu ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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