advanced32 min studyLesson 326 in Physics

Specify what ensemble equivalence means

Connect concentration and entropy concavity to bulk equivalence while preserving finite-size correlations and constraint-dependent fluctuations.

On this page

What you’ll understand

  • State an appropriate thermodynamic limit and its short-range assumptions.
  • Compare fixed-total and fluctuating-total binary systems exactly.
  • Explain why matching bulk thermodynamics does not equate every fluctuation distribution.

Different ensembles impose different constraints, so their probability measures cannot generally be identical. Nevertheless, many large short-range systems have the same leading bulk thermodynamics whether energy is fixed or its mean is set by a reservoir. This is a limiting statement with conditions and a specified class of observables. We will connect it to concentration of energy density, then use a finite binary system to show that exact constraints leave correlations even when one-site averages agree.

Take a limit with density held fixed

A gas thermodynamic limit sends particle number and volume to infinity at fixed density while holding the interaction law and relevant intensive parameters fixed. Short-range stable interactions make boundary contributions small compared with bulk energy and allow an additive entropy density. Away from singular regimes, a strictly concave smooth entropy selects one stable canonical energy density. A saddle-point evaluation of the state sum then relates the canonical free energy to the corresponding entropy by a Legendre transformation.

This reasoning needs modification at coexistence, where several macroscopic energy regions can contribute, and near critical points, where correlation lengths become large. Long-range nonadditive systems can retain nonconcave microcanonical entropy even in a large-system limit, giving genuine thermodynamic nonequivalence. Size alone is therefore insufficient. One should state the limiting model and observable rather than claim that every large system and every ensemble becomes interchangeable under any interaction or constraint.

ZN(β)≃∫dE gN(E)e−βE,SN(Ne)N→s(e),f(T)=inf⁡e{e−Ts(e)}Z_N(\beta)\simeq\int dE\,g_N(E)e^{-\beta E},\qquad \frac{S_N(Ne)}N\to s(e),\qquad f(T)=\inf_e\{e-Ts(e)\}
e is energy per particle in joules and s entropy per particle in J/K; f is Helmholtz free energy per particle. The Laplace/saddle interpretation assumes a thermodynamic limit with suitable stable interactions and dimensionally normalized state density.↔ Scroll wide equations horizontally.

Concentration concerns densities rather than zero fluctuation

In a canonical system with extensive finite heat capacity, energy variance grows in proportion to particle number while mean energy also grows in proportion to number. The standard deviation divided by mean therefore shrinks as inverse square root of size. Energy is still fluctuating in absolute units; its density becomes sharply concentrated. A fixed-energy ensemble instead has no total-energy variance by construction, so equivalence of bulk state functions cannot mean equality of those total-energy distributions.

Local observables and finite subsystems can approach the same predictions when the remainder acts as a large reservoir, with suitable uniqueness and correlation assumptions. Fluctuation magnitudes, global constraints, and rare-event probabilities can still distinguish ensembles. Even a vanishing relative entropy per particle is a weaker notion than equality of every finite-system probability. Stating the level of equivalence keeps an accurate useful theorem from becoming an unrestricted assertion about all measurements.

Var⁡can(E)=kBT2CV=O(N),Var⁡(E)⟨E⟩=O(N−1/2),Var⁡micro(E)=0\operatorname{Var}_{\mathrm{can}}(E)=k_BT^2C_V=O(N),\qquad \frac{\sqrt{\operatorname{Var}(E)}}{\langle E\rangle}=O(N^{-1/2}),\qquad \operatorname{Var}_{\mathrm{micro}}(E)=0
These scalings assume a nonzero extensive mean energy reference and extensive nonsingular CV. Relative fluctuations are better stated for energy density or a characteristic extensive scale if the chosen mean energy is zero.↔ Scroll wide equations horizontally.

A fixed total creates anticorrelation

Consider N binary sites constrained to have exactly K excitations, all compatible configurations equally likely. Every site has excitation probability K divided by N. Observing one excitation slightly reduces the remaining excitation fraction, so different sites are anticorrelated. A canonical model with independent sites can match the same one-site probability but has no such pair correlation. The total excitation count then fluctuates binomially. This difference is exact at finite size and can be calculated without an asymptotic argument.

As N grows at fixed excitation fraction, the pair covariance from one fixed global count falls as inverse N. A small subsystem therefore becomes approximately independent even though the entire total remains exactly fixed. The sampling lab can display concentration of independent site fractions for increasing size. It cannot impose a fixed excitation total or compute hypergeometric correlations, so the constrained comparison must be done with the explicit counting formulas rather than inferred from its binomial bars.

p=KN,P(Xi=Xj=1)=K(K−1)N(N−1),Cov⁡(Xi,Xj)=−p(1−p)N−1(i≠j)p=\frac KN,\qquad P(X_i=X_j=1)=\frac{K(K-1)}{N(N-1)},\qquad \operatorname{Cov}(X_i,X_j)=-\frac{p(1-p)}{N-1}\quad(i\ne j)
Xi is a zero-or-one site occupation, with exactly K of N sites occupied. The formula is microcanonical counting for equal-gap independent sites at fixed total excitation; the canonical independent-site covariance is zero.↔ Scroll wide equations horizontally.

Match one-site means but compare pairs

Four binary sites have exactly two excitations with uniform probability over compatible configurations. Compare with four independent canonical sites of excitation probability one half. Find the probability that the first two sites are both excited and the total-count variance in each ensemble.

  1. In the constrained model there are choose(4,2)=6 configurations. Only the configuration with the first two sites excited has the specified pair, so its probability is 1/6.

  2. In the independent model the pair probability is (1/2)²=1/4. Both models nevertheless give each individual site excitation probability one half.

  3. The fixed-total model has count variance zero. The canonical count variance is 4×(1/2)×(1/2)=1. The constrained pair covariance is 1/6−1/4=−1/12, while the independent covariance vanishes.

The result

One-site means agree, but pair probabilities are 1/6 and 1/4 and total-count variances are zero and one. Finite ensembles retain their defining constraints.

Explore the model

Interactive lab

Interactive lab · sampling

Test concentration of an intensive count

For each fresh run Reset and set BOTH Bernoulli probability p=0.5, sample size n=25; then Reset and set p=0.5, n=100. Predict unchanged mean 0.5 and sample-mean variances 0.01 and 0.0025. The instrument shows exact independent binomial means, not random draws or microcanonical fixed-total sampling.

Test concentration of an intensive countExact binomial masses for the mean of n independent Bernoulli trials, compared with normal mass between adjacent half-count boundaries; normal tails outside the finite support remain outside the bars. Playback highlights outcomes, not random samples. The Berry–Esseen bound applies to standardized CDFs, not individual bars or continuity-corrected errors. At p = 0 or 1, normal comparison and that bound are disabled. Normal-CDF evaluation uses a numerical approximation with absolute error below 7.5×10⁻⁸ (at most 1.5×10⁻⁷ per interval, before rounding). Current readings: Mean sample proportion: 0.5; Sample-mean variance: 0.0125; Uniform CDF error bound: ≤ 0.1062. All parameters are adjustable with the labeled controls below.Exact distribution of the mean of 20 independent Bernoulli variables with success probability 0.5; playback highlights outcome 0.00.250.50.75100.0580.1150.1730.23Sample mean · k / nProbability massNormal bin masses are an approximationk = 0 · exact probability = 9.54e-7
Exact binomial massNormal interval massHighlighted outcome / mean
Mean sample proportion
0.5
Sample-mean variance
0.0125
Uniform CDF error bound
≤ 0.1062
t = 0 s

Exact binomial masses for the mean of n independent Bernoulli trials, compared with normal mass between adjacent half-count boundaries; normal tails outside the finite support remain outside the bars. Playback highlights outcomes, not random samples. The Berry–Esseen bound applies to standardized CDFs, not individual bars or continuity-corrected errors. At p = 0 or 1, normal comparison and that bound are disabled. Normal-CDF evaluation uses a numerical approximation with absolute error below 7.5×10⁻⁸ (at most 1.5×10⁻⁷ per interval, before rounding). Parameter changes pause playback and recompute the model at the current elapsed time. Reset restores both parameters and returns time to zero. Playback starts paused. Adjust either parameter, then choose Play or Step.

Look forAn intensive mean concentrates as size grows without making every ensemble constraint identical.

Check your understanding

What is consistent with bulk ensemble equivalence for a regular short-range thermodynamic limit?

Try it yourself

Ten binary sites have exactly five excitations. Find the probability that two specified distinct sites are both excited and their covariance. Compare with independent sites at p=1/2.

Take a moment to make a prediction or work it out on paper. Open a hint when you need one.

Give me a hint

Condition on the first site being excited; only four of the remaining nine sites can then be excited.

Compare with the solution

The pair probability is (5/10)(4/9)=2/9. Subtracting p²=1/4 gives covariance −1/36. Independent sites have pair probability 1/4 and covariance zero. The constrained covariance is small but nonzero, illustrating a finite-size correction that disappears for a fixed pair as N grows at fixed filling.

Take it with you

  • Thermodynamic equivalence needs a specified limit, observable, and interaction assumptions.
  • Vanishing relative fluctuations does not mean that absolute fluctuations vanish.
  • Exact global constraints create finite-size correlations that independent reservoir models omit.

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