The large deviation approach to statistical mechanics

The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as they often yield valuable information about the large fluctuations of a random system around its most probable state or trajectory. In the context of equilibrium statistical mechanics, the theory of large deviations provides exponential-order estimates of probabilities that refine and generalize Einstein's theory of fluctuations. This review explores this and other connections between large deviation theory and statistical mechanics, in an effort to show that the mathematical language of statistical mechanics is the language of large deviation theory. The first part of the review presents the basics of large deviation theory, and works out many of its classical applications related to sums of random variables and Markov processes. The second part goes through many problems and results of statistical mechanics, and shows how these can be formulated and derived within the context of large deviation theory. The problems and results treated cover a wide range of physical systems, including equilibrium many-particle systems, noise-perturbed dynamics, nonequilibrium systems, as well as multifractals, disordered systems, and chaotic systems. This review also covers many fundamental aspects of statistical mechanics, such as the derivation of variational principles characterizing equilibrium and nonequilibrium states, the breaking of the Legendre transform for nonconcave entropies, and the characterization of nonequilibrium fluctuations through fluctuation relations.Comment: v1: 89 pages, 18 figures, pdflatex. v2: 95 pages, 20 figures, text, figures and appendices added, many references cut, close to published versio

Thermodynamic Limit in Statistical Physics

The thermodynamic limit in statistical thermodynamics of many-particle systems is an important but often overlooked issue in the various applied studies of condensed matter physics. To settle this issue, we review tersely the past and present disposition of thermodynamic limiting procedure in the structure of the contemporary statistical mechanics and our current understanding of this problem. We pick out the ingenious approach by N. N. Bogoliubov, who developed a general formalism for establishing of the limiting distribution functions in the form of formal series in powers of the density. In that study he outlined the method of justification of the thermodynamic limit when he derived the generalized Boltzmann equations. To enrich and to weave our discussion, we take this opportunity to give a brief survey of the closely related problems, such as the equipartition of energy and the equivalence and nonequivalence of statistical ensembles. The validity of the equipartition of energy permits one to decide what are the boundaries of applicability of statistical mechanics. The major aim of this work is to provide a better qualitative understanding of the physical significance of the thermodynamic limit in modern statistical physics of the infinite and "small" many-particle systems.Comment: 28 pages, Refs.180. arXiv admin note: text overlap with arXiv:1011.2981, arXiv:0812.0943 by other author

Asymptotic equivalence of probability measures and stochastic processes

Let $P_n$ and $Q_n$ be two probability measures representing two different probabilistic models of some system (e.g., an $n$-particle equilibrium system, a set of random graphs with $n$ vertices, or a stochastic process evolving over a time $n$) and let $M_n$ be a random variable representing a 'macrostate' or 'global observable' of that system. We provide sufficient conditions, based on the Radon-Nikodym derivative of $P_n$ and $Q_n$, for the set of typical values of $M_n$ obtained relative to $P_n$ to be the same as the set of typical values obtained relative to $Q_n$ in the limit $n\rightarrow\infty$. This extends to general probability measures and stochastic processes the well-known thermodynamic-limit equivalence of the microcanonical and canonical ensembles, related mathematically to the asymptotic equivalence of conditional and exponentially-tilted measures. In this more general sense, two probability measures that are asymptotically equivalent predict the same typical or macroscopic properties of the system they are meant to model.Comment: v1: 16 pages. v2: 17 pages, precisions, examples and references added. v3: Minor typos corrected. Close to published versio

Symmetry, Entropy, Diversity and (why not?) Quantum Statistics in Society

We describe society as a nonequilibrium probabilistic system: N individuals occupy W resource states in it and produce entropy S over definite time periods. Resulting thermodynamics is however unusual because a second entropy, H, measures a typically social feature, inequality or diversity in the distribution of available resources. A symmetry phase transition takes place at Gini values 1/3, where realistic distributions become asymmetric. Four constraints act on S: expectedly, N and W, and new ones, diversity and interactions between individuals; the latter result from the two coordinates of a single point in the data, the peak. The occupation number of a job is either zero or one, suggesting Fermi-Dirac statistics for employment. Contrariwise, an indefinite nujmber of individuals can occupy a state defined as a quantile of income or of age, so Bose-Einstein statistics may be required. Indistinguishability rather than anonymity of individuals and resources is thus needed. Interactions between individuals define define classes of equivalence that happen to coincide with acceptable definitions of social classes or periods in human life. The entropy S is non-extensive and obtainable from data. Theoretical laws are compared to data in four different cases of economical or physiological diversity. Acceptable fits are found for all of them.Comment: 13 pages, 2 figure

Nonequivalent ensembles and metastability

This paper reviews a number of fundamental connections that exist between nonequivalent microcanonical and canonical ensembles, the appearance of first-order phase transitions in the canonical ensemble, and thermodynamic metastable behavior.Comment: 4 pages, RevTeX, 1 figure. Contribution to the Proceedings of the 31st Workshop of the International School of Solid State Physics ``Complexity, Metastability and Nonextensivity'', held at the Ettore Majorana Foundation and Centre for Scientific Culture, Erice, Sicily, Italy, July 2004. Edited by C. Tsallis, A. Rapisarda and C. Beck. To be published by World Scientific, 200