Statistical Fluctuations
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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 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 th ...
, including phenomena such as shot noise in electronics.


Description

When a number of
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 order and does not follow an intelligible pattern or combination. Individual ra ...
processes occur, it can be shown that the outcomes fluctuate (vary in time) and that the fluctuations are inversely proportional to the
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 . ...
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 repeated over and over, the outcomes will fluctuate a lot. An electric current so small that not many electrons are involved flowing through a p-n junction is susceptible to statistical fluctuations as the actual number of electrons per unit time (the current) will fluctuate; this produces detectable and unavoidable electrical noise known as shot noise.


See also

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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 ...
*
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. ...
*
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 b ...
* Universal conductance fluctuations Statistical randomness Stochastic processes Statistical mechanics {{Statisticalmechanics-stub