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SUMMARY
MATHJAX

6Probability
(Therewasnosummaryforthislecture.)

Thetruelogicofthisworldisinthecalculusofprobabilities.
JamesClerkMaxwell

61Chanceandlikelihood
Chanceisawordwhichisincommonuseineverydayliving.Theradioreportsspeakingoftomorrows
weathermaysay:Thereisasixtypercentchanceofrain.Youmightsay:ThereisasmallchancethatIshall
livetobeonehundredyearsold.Scientistsalsousethewordchance.Aseismologistmaybeinterestedinthe
question:WhatisthechancethattherewillbeanearthquakeofacertainsizeinSouthernCalifornianext
year?Aphysicistmightaskthequestion:Whatisthechancethataparticulargeigercounterwillregister
twentycountsinthenexttenseconds?Apoliticianorstatesmanmightbeinterestedinthequestion:Whatis
thechancethattherewillbeanuclearwarwithinthenexttenyears?Youmaybeinterestedinthechancethat
youwilllearnsomethingfromthischapter.

Bychance,wemeansomethinglikeaguess.Whydowemakeguesses?Wemakeguesseswhenwewishto
makeajudgmentbuthaveincompleteinformationoruncertainknowledge.Wewanttomakeaguessastowhat
thingsare,orwhatthingsarelikelytohappen.Oftenwewishtomakeaguessbecausewehavetomakea
decision.Forexample:ShallItakemyraincoatwithmetomorrow?ForwhatearthmovementshouldIdesigna
newbuilding?ShallIbuildmyselfafalloutshelter?ShallIchangemystandininternationalnegotiations?Shall
Igotoclasstoday?

Sometimeswemakeguessesbecausewewish,withourlimitedknowledge,tosayasmuchaswecanabout
somesituation.Really,anygeneralizationisinthenatureofaguess.Anyphysicaltheoryisakindof
guesswork.Therearegoodguessesandtherearebadguesses.Thetheoryofprobabilityisasystemformaking
betterguesses.Thelanguageofprobabilityallowsustospeakquantitativelyaboutsomesituationwhichmaybe
highlyvariable,butwhichdoeshavesomeconsistentaveragebehavior.

Letusconsidertheflippingofacoin.Ifthetossandthecoinarehonest,wehavenowayofknowingwhat
toexpectfortheoutcomeofanyparticulartoss.Yetwewouldfeelthatinalargenumberoftossesthereshould
beaboutequalnumbersofheadsandtails.Wesay:Theprobabilitythatatosswilllandheadsis0.5.

Wespeakofprobabilityonlyforobservationsthatwecontemplatebeingmadeinthefuture.Bythe
probabilityofaparticularoutcomeofanobservationwemeanourestimateforthemostlikelyfractionofa
numberofrepeatedobservationsthatwillyieldthatparticularoutcome.Ifweimaginerepeatinganobservation

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suchaslookingatafreshlytossedcoinNtimes,andifwecallN Aourestimateofthemostlikelynumberof
ourobservationsthatwillgivesomespecifiedresultA,saytheresultheads,thenbyP(A),theprobabilityof
observingA,wemean

P(A) = N A / N.

Ourdefinitionrequiresseveralcomments.Firstofall,wemayspeakofaprobabilityofsomethinghappening
onlyiftheoccurrenceisapossibleoutcomeofsomerepeatableobservation.Itisnotclearthatitwouldmake
anysensetoask:Whatistheprobabilitythatthereisaghostinthathouse?

Youmayobjectthatnosituationisexactlyrepeatable.Thatisright.Everydifferentobservationmustatleastbe
atadifferenttimeorplace.Allwecansayisthattherepeatedobservationsshould,forourintendedpurposes,
appeartobeequivalent.Weshouldassume,atleast,thateachobservationwasmadefromanequivalently
preparedsituation,andespeciallywiththesamedegreeofignoranceatthestart.(Ifwesneakalookatan
opponentshandinacardgame,ourestimateofourchancesofwinningaredifferentthanifwedonot!)

WeshouldemphasizethatNandN AinEq.(6.1)arenotintendedtorepresentnumbersbasedonactual
observations.N AisourbestestimateofwhatwouldoccurinNimaginedobservations.Probabilitydepends,
therefore,onourknowledgeandonourabilitytomakeestimates.Ineffect,onourcommonsense!Fortunately,
thereisacertainamountofagreementinthecommonsenseofmanythings,sothatdifferentpeoplewillmake
thesameestimate.Probabilitiesneednot,however,beabsolutenumbers.Sincetheydependonourignorance,
theymaybecomedifferentifourknowledgechanges.

Youmayhavenoticedanotherrathersubjectiveaspectofourdefinitionofprobability.WehavereferredtoN A
asourestimateofthemostlikelynumberWedonotmeanthatweexpecttoobserveexactlyN A,butthat
weexpectanumbernearN A,andthatthenumberN Aismorelikelythananyothernumberinthevicinity.Ifwe
tossacoin,say,30times,weshouldexpectthatthenumberofheadswouldnotbeverylikelytobeexactly15,
butratheronlysomenumbernearto15,say12,13,14,15,16,or17.However,ifwemustchoose,wewould
decidethat15headsismorelikelythananyothernumber.WewouldwriteP(heads) = 0.5.

Whydidwechoose15asmorelikelythananyothernumber?Wemusthavearguedwithourselvesinthe
followingmanner:IfthemostlikelynumberofheadsisN HinatotalnumberoftossesN,thenthemostlikely
numberoftailsN Tis(N N H).(Weareassumingthateverytossgiveseitherheadsortails,andnoother
result!)Butifthecoinishonest,thereisnopreferenceforheadsortails.Untilwehavesomereasontothink
thecoin(ortoss)isdishonest,wemustgiveequallikelihoodsforheadsandtails.SowemustsetN T = N H.It
followsthatN T = N H = N / 2,orP(H) = P(T) = 0.5.

Wecangeneralizeourreasoningtoanysituationinwhichtherearemdifferentbutequivalent(thatis,equally
likely)possibleresultsofanobservation.Ifanobservationcanyieldmdifferentresults,andwehavereasonto
believethatanyoneofthemisaslikelyasanyother,thentheprobabilityofaparticularoutcomeAis
P(A) = 1 / m.

Iftherearesevendifferentcoloredballsinanopaqueboxandwepickoneoutatrandom(thatis,without
1
looking),theprobabilityofgettingaballofaparticularcoloris 7 .Theprobabilitythatablinddrawfroma
1
shuffleddeckof52cardswillshowthetenofheartsis 52 .Theprobabilityofthrowingadoubleonewithdiceis
1
.
36

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InChapter5wedescribedthesizeofanucleusintermsofitsapparentarea,orcrosssection.Whenwedidso
wewerereallytalkingaboutprobabilities.Whenweshootahighenergyparticleatathinslabofmaterial,there
issomechancethatitwillpassrightthroughandsomechancethatitwillhitanucleus.(Sincethenucleusisso
smallthatwecannotseeit,wecannotaimrightatanucleus.Wemustshootblind.)Iftherearenatomsinour
slabandthenucleusofeachatomhasacrosssectionalarea,thenthetotalareashadowedbythenucleiisn
.InalargenumberNofrandomshots,weexpectthatthenumberofhitsN Cofsomenucleuswillbeintheratio
toNastheshadowedareaistothetotalareaoftheslab:

N C / N = n / A.

Wemaysay,therefore,thattheprobabilitythatanyoneprojectileparticlewillsufferacollisioninpassing
throughtheslabis

n
PC = ,
A

wheren / Aisthenumberofatomsperunitareainourslab.

62Fluctuations

Fig.61.Observedsequencesofheadsandtailsinthreegamesof30tosseseach.

Wewouldlikenowtouseourideasaboutprobabilitytoconsiderinsomegreaterdetailthequestion:How
manyheadsdoIreallyexpecttogetifItossacoinNtimes?Beforeansweringthequestion,however,letus
lookatwhatdoeshappeninsuchanexperiment.Figure61showstheresultsobtainedinthefirstthree
runsofsuchanexperimentinwhichN = 30.Thesequencesofheadsandtailsareshownjustasthey
wereobtained.Thefirstgamegave11headsthesecondalso11thethird16.Inthreetrialswedidnotonceget
15heads.Shouldwebegintosuspectthecoin?Orwerewewronginthinkingthatthemostlikelynumberof
headsinsuchagameis15?Ninetysevenmorerunsweremadetoobtainatotalof100experimentsof30
tosseseach.TheresultsoftheexperimentsaregiveninTable61.1

Table61Numberofheadsinsuccessivetrialsof30tossesofacoin.
11 16 17 15 17 16 19 18 15 13
11 17 17 12 20 23 11 16 17 14
16 12 15 10 18 17 13 15 14 15
16 12 11 22 12 20 12 15 16 12
16 10 15 13 14 16 15 16 13 18
14 14 13 16 15 19 21 14 12 15
16 11 16 14 17 14 11 16 17 16
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19 15 14 12 18 15 14 21 11 16
17 17 12 13 14 17 9 13 19 13

14 12 15 17 14 10 17 17 12 11

LookingatthenumbersinTable61,weseethatmostoftheresultsarenear15,inthattheyarebetween12
and18.Wecangetabetterfeelingforthedetailsoftheseresultsifweplotagraphofthedistributionofthe
results.Wecountthenumberofgamesinwhichascoreofkwasobtained,andplotthisnumberforeachk.Such
agraphisshowninFig.62.Ascoreof15headswasobtainedin13games.Ascoreof14headswasalso
obtained13times.Scoresof16and17wereeachobtainedmorethan13times.Arewetoconcludethatthereis
100trials
somebiastowardheads?Wasourbestestimatenotgoodenough?Shouldweconcludenowthatthemost
likelyscoreforarunof30tossesisreally16heads?Butwait!Inallthegamestakentogether,therewere3000
tosses.Andthetotalnumberofheadsobtainedwas1493.Thefractionoftossesthatgaveheadsis0.498,very
nearly,butslightlylessthanhalf.Weshouldcertainlynotassumethattheprobabilityofthrowingheadsis
greaterthan0.5!Thefactthatoneparticularsetofobservationsgave16headsmostoften,isafluctuation.We
stillexpectthatthemostlikelynumberofheadsis15.

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Fig.62.Summaryoftheresultsof100gamesof30tosseseach.Theverticalbarsshowthenumberofgamesin
whichascoreofkheadswasobtained.Thedashedcurveshowstheexpectednumbersofgameswiththescorek
obtainedbyaprobabilitycomputation.

Wemayaskthequestion:Whatistheprobabilitythatagameof30tosseswillyield15headsor16,orany
othernumber?Wehavesaidthatinagameofonetoss,theprobabilityofobtainingoneheadis0.5,andthe
probabilityofobtainingnoheadis0.5.Inagameoftwotossestherearefourpossibleoutcomes:HH,HT,TH,
TT.Sinceeachofthesesequencesisequallylikely,weconcludethat(a)theprobabilityofascoreoftwoheads
1 2 1
is ,(b)theprobabilityofascoreofoneheadis ,(c)theprobabilityofazeroscoreis .Therearetwowaysof
4 4 4
obtainingonehead,butonlyoneofobtainingeitherzeroortwoheads.

Considernowagameof3tosses.Thethirdtossisequallylikelytobeheadsortails.Thereisonlyonewayto
obtain3heads:wemusthaveobtained2headsonthefirsttwotosses,andthenheadsonthelast.Thereare,
however,threewaysofobtaining2heads.Wecouldthrowtailsafterhavingthrowntwoheads(oneway)orwe
couldthrowheadsafterthrowingonlyoneheadinthefirsttwotosses(twoways).Soforscoresof3H,2H,1
H,0Hwehavethatthenumberofequallylikelywaysis1,3,3,1,withatotalof8differentpossible
1 3 3 1
sequences.Theprobabilitiesare , , , .
8 8 8 8

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Fig.63.Adiagramforshowingthenumberofwaysascoreof0,1,2,or3headscanbeobtainedinagameof
3tosses.

Fig.64.AdiagramlikethatofFig.63,foragameof6tosses.

TheargumentwehavebeenmakingcanbesummarizedbyadiagramlikethatinFig.63.Itisclearhowthe
diagramshouldbecontinuedforgameswithalargernumberoftosses.Figure64showssuchadiagramfora
gameof6tosses.Thenumberofwaystoanypointonthediagramisjustthenumberofdifferentpaths
(sequencesofheadsandtails)whichcanbetakenfromthestartingpoint.Theverticalpositiongivesusthetotal
numberofheadsthrown.ThesetofnumberswhichappearsinsuchadiagramisknownasPascalstriangle.
Thenumbersarealsoknownasthebinomialcoefficients,becausetheyalsoappearintheexpansionof(a + b) n.
Ifwecallnthenumberoftossesandkthenumberofheadsthrown,thenthenumbersinthediagramareusually

designatedbythesymbol\mathchoice ( n
)
((( k \mathchoice ))).Wemayremarkinpassingthatthebinomial
coefficientscanalsobecomputedfrom

\mathchoice ( ((( nk \mathchoice ) ))) = k !(nn! k) ! ,


wheren !,callednfactorial,representstheproduct(n)(n 1)(n 2)(3)(2)(1).

WearenowreadytocomputetheprobabilityP(k, n)ofthrowingkheadsinntosses,usingourdefinition
Eq.(6.1).Thetotalnumberofpossiblesequencesis2 n(sincethereare2outcomesforeachtoss),andthe
n
numberofwaysofobtainingkheadsis ( ),allequallylikely,sowehave
k

n
(k )
P(k, n) = .
2n

SinceP(k, n)isthefractionofgameswhichweexpecttoyieldkheads,thenin100gamesweshouldexpectto
findkheads100 P(k, n)times.ThedashedcurveinFig.62passesthroughthepointscomputedfrom
100 P(k, 30).Weseethatweexpecttoobtainascoreof15headsin14or15games,whereasthisscorewas
observedin13games.Weexpectascoreof16in13or14games,butweobtainedthatscorein16games.Such
fluctuationsarepartofthegame.

Themethodwehavejustusedcanbeappliedtothemostgeneralsituationinwhichthereareonlytwopossible
outcomesofasingleobservation.LetusdesignatethetwooutcomesbyW(forwin)andL(forlose).Inthe
generalcase,theprobabilityofWorLinasingleeventneednotbeequal.Letpbetheprobabilityofobtaining
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theresultW.Thenq,theprobabilityofL,isnecessarily(1 p).Inasetofntrials,theprobabilityP(k, n)thatW


willbeobtainedktimesis
n
P(k, n) = ( k )p k q n k .
ThisprobabilityfunctioniscalledtheBernoullior,also,thebinomialprobability.

63Therandomwalk
Thereisanotherinterestingprobleminwhichtheideaofprobabilityisrequired.Itistheproblemofthe
randomwalk.Initssimplestversion,weimagineagameinwhichaplayerstartsatthepointx = 0andat
eachmoveisrequiredtotakeastepeitherforward(toward+ x)orbackward(toward x).Thechoiceistobe
maderandomly,determined,forexample,bythetossofacoin.Howshallwedescribetheresultingmotion?In
itsgeneralformtheproblemisrelatedtothemotionofatoms(orotherparticles)inagascalledBrownian
motionandalsotothecombinationoferrorsinmeasurements.Youwillseethattherandomwalkproblemis
closelyrelatedtothecointossingproblemwehavealreadydiscussed.

First,letuslookatafewexamplesofarandomwalk.Wemaycharacterizethewalkersprogressbythenet
distanceD NtraveledinNsteps.WeshowinthegraphofFig.65threeexamplesofthepathofarandom
walker.(WehaveusedfortherandomsequenceofchoicestheresultsofthecointossesshowninFig.61.)

Fig.65.Theprogressmadeinarandomwalk.ThehorizontalcoordinateNisthetotalnumberofstepstaken
theverticalcoordinateD Nisthenetdistancemovedfromthestartingposition.

Whatcanwesayaboutsuchamotion?Wemightfirstask:Howfardoeshegetontheaverage?Wemust
expectthathisaverageprogresswillbezero,sinceheisequallylikelytogoeitherforwardorbackward.Butwe
havethefeelingthatasNincreases,heismorelikelytohavestrayedfartherfromthestartingpoint.Wemight,
therefore,askwhatishisaveragedistancetravelledinabsolutevalue,thatis,whatistheaverageof|D|.Itis,
however,moreconvenienttodealwithanothermeasureofprogress,thesquareofthedistance:D 2ispositive
foreitherpositiveornegativemotion,andisthereforeareasonablemeasureofsuchrandomwandering.

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2
WecanshowthattheexpectedvalueofD NisjustN,thenumberofstepstaken.Byexpectedvaluewemean
theprobablevalue(ourbestguess),whichwecanthinkofastheexpectedaveragebehaviorinmanyrepeated
2
sequences.WerepresentsuchanexpectedvaluebyD N,andmayrefertoitalsoasthemeansquaredistance.
2
Afteronestep,D 2isalways+ 1,sowehavecertainlyD 1 = 1.(Alldistanceswillbemeasuredintermsofa
unitofonestep.Weshallnotcontinuetowritetheunitsofdistance.)
2
TheexpectedvalueofD NforN > 1canbeobtainedfromD N 1.If,after(N 1)steps,wehaveD N 1,then
afterNstepswehaveD N = D N 1 + 1orD N = D N 1 1.Forthesquares,

{
2
D N 1 + 2D N 1 + 1,

2
DN = or
2
D N 1 2D N 1 + 1.

Inanumberofindependentsequences,weexpecttoobtaineachvalueonehalfofthetime,soouraverage
2 2
expectationisjusttheaverageofthetwopossiblevalues.TheexpectedvalueofD NisthenD N 1 + 1.In
2 2
general,weshouldexpectforD N 1itsexpectedvalueD N 1(bydefinition!).So

2 2
D N = D N 1 + 1.

2
WehavealreadyshownthatD 1 = 1itfollowsthenthat

2
D N = N,

aparticularlysimpleresult!

Ifwewishanumberlikeadistance,ratherthanadistancesquared,torepresenttheprogressmadeawayfrom
theorigininarandomwalk,wecanusetherootmeansquaredistanceD rms:

D rms = D 2 = N.
Wehavepointedoutthattherandomwalkiscloselysimilarinitsmathematicstothecointossinggamewe
consideredatthebeginningofthechapter.Ifweimaginethedirectionofeachsteptobeincorrespondencewith
theappearanceofheadsortailsinacointoss,thenDisjustN H N T,thedifferenceinthenumberofheadsand
tails.SinceN H + N T = N,thetotalnumberofsteps(andtosses),wehaveD = 2N H N.Wehavederivedearlier
anexpressionfortheexpecteddistributionofN H(alsocalledk)andobtainedtheresultofEq.(6.5).SinceNis
justaconstant,wehavethecorrespondingdistributionforD.(SinceforeveryheadmorethanN / 2thereisatail
missing,wehavethefactorof2betweenN HandD.)ThegraphofFig.62representsthedistributionof
distanceswemightgetin30randomsteps(wherek = 15istobereadD = 0k = 16,D = 2etc.).

ThevariationofN HfromitsexpectedvalueN / 2is

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N D
NH = .
2 2

Thermsdeviationis

( NH
N
)
2 rms 2
= N.
1

AccordingtoourresultforD rms,weexpectthatthetypicaldistancein30stepsoughttobe30 5.5,ora


typicalkshouldbeabout5.5 / 2 = 2.75unitsfrom15.WeseethatthewidthofthecurveinFig.62,measured
fromthecenter,isjustabout3units,inagreementwiththisresult.

Wearenowinapositiontoconsideraquestionwehaveavoideduntilnow.Howshallwetellwhetheracoinis
honestorloaded?Wecangivenowatleastapartialanswer.Foranhonestcoin,weexpectthefractionof
thetimesheadsappearstobe0.5,thatis,

N H
= 0.5.
N

WealsoexpectanactualN HtodeviatefromN / 2byaboutN / 2,orthefractiontodeviateby

1 N 1
= .
N 2 2N

ThelargerNis,thecloserweexpectthefractionN H / Ntobetoonehalf.

Fig.66.ThefractionofthetossesthatgaveheadsinaparticularsequenceofNtossesofapenny.

InFig.66wehaveplottedthefractionN H / Nforthecointossesreportedearlierinthischapter.Weseethe
tendencyforthefractionofheadstoapproach0.5forlargeN.Unfortunately,foranygivenrunorcombination
ofrunsthereisnoguaranteethattheobserveddeviationwillbeevenneartheexpecteddeviation.Thereis
alwaysthefinitechancethatalargefluctuationalongstringofheadsortailswillgiveanarbitrarilylarge
deviation.Allwecansayisthatifthedeviationisneartheexpected1 / 2N(saywithinafactorof2or3),we
havenoreasontosuspectthehonestyofthecoin.Ifitismuchlarger,wemaybesuspicious,butcannotprove,
thatthecoinisloaded(orthatthetosserisclever!).

Wehavealsonotconsideredhowweshouldtreatthecaseofacoinorsomesimilarchancyobject(saya
stonethatalwayslandsineitheroftwopositions)thatwehavegoodreasontobelieveshouldhaveadifferent
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probabilityforheadsandtails.WehavedefinedP(H) = N H / N.HowshallweknowwhattoexpectforN H?In


somecases,thebestwecandoistoobservethenumberofheadsobtainedinlargenumbersoftosses.Forwant
ofanythingbetter,wemustsetN H = N H(observed).(Howcouldweexpectanythingelse?)Wemust
understand,however,thatinsuchacaseadifferentexperiment,oradifferentobserver,mightconcludethat
P(H)wasdifferent.Wewouldexpect,however,thatthevariousanswersshouldagreewithinthedeviation
1 / 2N[ifP(H)isnearonehalf].Anexperimentalphysicistusuallysaysthatanexperimentallydetermined
probabilityhasanerror,andwrites

NH 1
P(H) = .
N 2N

Thereisanimplicationinsuchanexpressionthatthereisatrueorcorrectprobabilitywhichcouldbe
computedifweknewenough,andthattheobservationmaybeinerrorduetoafluctuation.Thereis,however,
nowaytomakesuchthinkinglogicallyconsistent.Itisprobablybettertorealizethattheprobabilityconceptis
inasensesubjective,thatitisalwaysbasedonuncertainknowledge,andthatitsquantitativeevaluationis
subjecttochangeasweobtainmoreinformation.

64Aprobabilitydistribution
Letusreturnnowtotherandomwalkandconsideramodificationofit.Supposethatinadditiontoarandom
choiceofthedirection( + or )ofeachstep,thelengthofeachstepalsovariedinsomeunpredictableway,
theonlyconditionbeingthatontheaveragethesteplengthwasoneunit.Thiscaseismorerepresentativeof
somethinglikethethermalmotionofamoleculeinagas.IfwecallthelengthofastepS,thenSmayhaveany
valueatall,butmostoftenwillbenear1.Tobespecific,weshallletS 2 = 1or,equivalently,S rms = 1.Our
derivationforD 2wouldproceedasbeforeexceptthatEq.(6.8)wouldbechangednowtoread

D 2N = D 2N 1 + S 2 = D 2N 1 + 1.

Wehave,asbefore,that
2
D N = N.

WhatwouldweexpectnowforthedistributionofdistancesD?Whatis,forexample,theprobabilitythatD = 0
after30steps?Theansweriszero!TheprobabilityiszerothatDwillbeanyparticularvalue,sincethereisno
chanceatallthatthesumofthebackwardsteps(ofvaryinglengths)wouldexactlyequalthesumofforward
steps.WecannotplotagraphlikethatofFig.62.

Wecan,however,obtainarepresentationsimilartothatofFig.62,ifweask,notwhatistheprobabilityof
obtainingDexactlyequalto0,1,or2,butinsteadwhatistheprobabilityofobtainingDnear0,1,or2.Letus
defineP(x, x)astheprobabilitythatDwilllieintheintervalxlocatedatx(sayfromxtox + x).Weexpect
thatforsmallxthechanceofDlandingintheintervalisproportionaltox,thewidthoftheinterval.Sowe
canwrite

P(x, x) = p(x) x.

Thefunctionp(x)iscalledtheprobabilitydensity.

Theformofp(x)willdependonN,thenumberofstepstaken,andalsoonthedistributionofindividualstep
lengths.Wecannotdemonstratetheproofshere,butforlargeN,p(x)isthesameforallreasonabledistributions

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inindividualsteplengths,anddependsonlyonN.Weplotp(x)forthreevaluesofNinFig.67.Youwillnotice
thatthehalfwidths(typicalspreadfromx = 0)ofthesecurvesisN,aswehaveshownitshouldbe.

Fig.67.TheprobabilitydensityforendingupatthedistanceDfromthestartingplaceinarandomwalkofN
steps.(Dismeasuredinunitsofthermssteplength.)

Youmaynoticealsothatthevalueofp(x)nearzeroisinverselyproportionaltoN.Thiscomesaboutbecause
thecurvesareallofasimilarshapeandtheirareasunderthecurvesmustallbeequal.Sincep(x) xisthe
probabilityoffindingDinxwhenxissmall,wecandeterminethechanceoffindingDsomewhereinsidean
arbitraryintervalfromx 1tox 2,bycuttingtheintervalinanumberofsmallincrementsxandevaluatingthe
sumofthetermsp(x) xforeachincrement.TheprobabilitythatDlandssomewherebetweenx 1andx 2,which
wemaywriteP(x 1 < D < x 2),isequaltotheshadedareainFig.68.Thesmallerwetaketheincrementsx,
themorecorrectisourresult.Wecanwrite,therefore,

P(x 1 < D < x 2) = p(x) x = xx 21p(x) dx.

Fig.68.TheprobabilitythatthedistanceDtraveledinarandomwalkisbetweenx 1andx 2istheareaunderthe


curveofp(x)fromx 1tox 2.

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TheareaunderthewholecurveistheprobabilitythatDlandssomewhere(thatis,hassomevaluebetween
x = andx = + ).Thatprobabilityissurely1.Wemusthavethat
+
p(x) dx = 1.
SincethecurvesinFig.67getwiderinproportiontoN,theirheightsmustbeproportionalto1 / Nto
maintainthetotalareaequalto1.

Theprobabilitydensityfunctionwehavebeendescribingisonethatisencounteredmostcommonly.Itisknown
asthenormalorGaussianprobabilitydensity.Ithasthemathematicalform

1 2 2
p(x) = e x / 2 ,
2

whereiscalledthestandarddeviationandisgiven,inourcase,by = Nor,ifthermsstepsizeisdifferent
from1,by = NS rms.
Weremarkedearlierthatthemotionofamolecule,orofanyparticle,inagasislikearandomwalk.Suppose
weopenabottleofanorganiccompoundandletsomeofitsvaporescapeintotheair.Ifthereareaircurrents,so
thattheairiscirculating,thecurrentswillalsocarrythevaporwiththem.Buteveninperfectlystillair,the
vaporwillgraduallyspreadoutwilldiffuseuntilithaspenetratedthroughouttheroom.Wemightdetectit
byitscolororodor.Theindividualmoleculesoftheorganicvaporspreadoutinstillairbecauseofthe
molecularmotionscausedbycollisionswithothermolecules.Ifweknowtheaveragestepsize,andthe
numberofstepstakenpersecond,wecanfindtheprobabilitythatone,orseveral,moleculeswillbefoundat
somedistancefromtheirstartingpointafteranyparticularpassageoftime.Astimepasses,morestepsaretaken
andthegasspreadsoutasinthesuccessivecurvesofFig.67.Inalaterchapter,weshallfindouthowthestep
sizesandstepfrequenciesarerelatedtothetemperatureandpressureofagas.

Earlier,wesaidthatthepressureofagasisduetothemoleculesbouncingagainstthewallsofthecontainer.
Whenwecomelatertomakeamorequantitativedescription,wewillwishtoknowhowfastthemoleculesare
goingwhentheybounce,sincetheimpacttheymakewilldependonthatspeed.Wecannot,however,speakof
thespeedofthemolecules.Itisnecessarytouseaprobabilitydescription.Amoleculemayhaveanyspeed,but
somespeedsaremorelikelythanothers.Wedescribewhatisgoingonbysayingthattheprobabilitythatany
particularmoleculewillhaveaspeedbetweenvandv + visp(v) v,wherep(v),aprobabilitydensity,isa
givenfunctionofthespeedv.WeshallseelaterhowMaxwell,usingcommonsenseandtheideasofprobability,
wasabletofindamathematicalexpressionforp(v).Theform2ofthefunctionp(v)isshowninFig.69.
Velocitiesmayhaveanyvalue,butaremostlikelytobenearthemostprobablevaluev p.

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Fig.69.Thedistributionofvelocitiesofthemoleculesinagas.

WeoftenthinkofthecurveofFig.69inasomewhatdifferentway.Ifweconsiderthemoleculesinatypical
container(withavolumeof,say,oneliter),thenthereareaverylargenumberNofmoleculespresent(N 10 22
).Sincep(v) vistheprobabilitythatonemoleculewillhaveitsvelocityinv,byourdefinitionofprobability
wemeanthattheexpectednumberNtobefoundwithavelocityintheintervalvisgivenby

N = N p(v) v.

WecallN p(v)thedistributioninvelocity.Theareaunderthecurvebetweentwovelocitiesv 1andv 2,for


exampletheshadedareainFig.69,represents[forthecurveN p(v)]theexpectednumberofmoleculeswith
velocitiesbetweenv 1andv 2.Sincewithagasweareusuallydealingwithlargenumbersofmolecules,we
expectthedeviationsfromtheexpectednumberstobesmall(like1 / N),soweoftenneglecttosaythe
expectednumber,andsayinstead:Thenumberofmoleculeswithvelocitiesbetweenv 1andv 2isthearea
underthecurve.Weshouldremember,however,thatsuchstatementsarealwaysaboutprobablenumbers.

65Theuncertaintyprinciple

Theideasofprobabilityarecertainlyusefulindescribingthebehaviorofthe10 22orsomoleculesinasampleof
agas,foritisclearlyimpracticaleventoattempttowritedownthepositionorvelocityofeachmolecule.When
probabilitywasfirstappliedtosuchproblems,itwasconsideredtobeaconvenienceawayofdealingwith
verycomplexsituations.Wenowbelievethattheideasofprobabilityareessentialtoadescriptionofatomic
happenings.Accordingtoquantummechanics,themathematicaltheoryofparticles,thereisalwayssome
uncertaintyinthespecificationofpositionsandvelocities.Wecan,atbest,saythatthereisacertainprobability
thatanyparticlewillhaveapositionnearsomecoordinatex.

Wecangiveaprobabilitydensityp 1(x),suchthatp 1(x) xistheprobabilitythattheparticlewillbefound


betweenxandx + x.Iftheparticleisreasonablywelllocalized,saynearx 0,thefunctionp 1(x)mightbegiven
bythegraphofFig.610(a).Similarly,wemustspecifythevelocityoftheparticlebymeansofaprobability
densityp 2(v),withp 2(v) vtheprobabilitythatthevelocitywillbefoundbetweenvandv + v.

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Fig.610.Probabilitydensitiesforobservationofthepositionandvelocityofaparticle.

Itisoneofthefundamentalresultsofquantummechanicsthatthetwofunctionsp 1(x)andp 2(v)cannotbe


chosenindependentlyand,inparticular,cannotbothbemadearbitrarilynarrow.Ifwecallthetypicalwidthof
thep 1(x)curve[x],andthatofthep 2(v)curve[v](asshowninthefigure),naturedemandsthattheproductof
thetwowidthsbeatleastasbigasthenumber / 2m,wheremisthemassoftheparticle.Wemaywritethis
basicrelationshipas

[x] [v] / 2m.


ThisequationisastatementoftheHeisenberguncertaintyprinciplethatwementionedearlier.

SincetherighthandsideofEq.(6.22)isaconstant,thisequationsaysthatifwetrytopindownaparticleby
forcingittobeataparticularplace,itendsupbyhavingahighspeed.Orifwetrytoforceittogoveryslowly,
orataprecisevelocity,itspreadsoutsothatwedonotknowverywelljustwhereitis.Particlesbehaveina
funnyway!

Theuncertaintyprincipledescribesaninherentfuzzinessthatmustexistinanyattempttodescribenature.Our
mostprecisedescriptionofnaturemustbeintermsofprobabilities.Therearesomepeoplewhodonotlikethis
wayofdescribingnature.Theyfeelsomehowthatiftheycouldonlytellwhatisreallygoingonwithaparticle,
theycouldknowitsspeedandpositionsimultaneously.Intheearlydaysofthedevelopmentofquantum
mechanics,Einsteinwasquiteworriedaboutthisproblem.Heusedtoshakehisheadandsay,But,surelyGod
doesnotthrowdiceindetermininghowelectronsshouldgo!Heworriedaboutthatproblemforalongtimeand
heprobablyneverreallyreconciledhimselftothefactthatthisisthebestdescriptionofnaturethatonecangive.
Therearestilloneortwophysicistswhoareworkingontheproblemwhohaveanintuitiveconvictionthatitis
possiblesomehowtodescribetheworldinadifferentwayandthatallofthisuncertaintyaboutthewaythings
arecanberemoved.Noonehasyetbeensuccessful.

Thenecessaryuncertaintyinourspecificationofthepositionofaparticlebecomesmostimportantwhenwe
wishtodescribethestructureofatoms.Inthehydrogenatom,whichhasanucleusofoneprotonwithone
electronoutsideofthenucleus,theuncertaintyinthepositionoftheelectronisaslargeastheatomitself!We
cannot,therefore,properlyspeakoftheelectronmovinginsomeorbitaroundtheproton.Themostwecansay
isthatthereisacertainchancep(r) V,ofobservingtheelectroninanelementofvolumeVatthedistancer
fromtheproton.Theprobabilitydensityp(r)isgivenbyquantummechanics.Foranundisturbedhydrogenatom
p(r) = Ae 2r / a.Thenumberaisthetypicalradius,wherethefunctionisdecreasingrapidly.Sincethereisa
smallprobabilityoffindingtheelectronatdistancesfromthenucleusmuchgreaterthana,wemaythinkofaas
theradiusoftheatom,about10 10meter.

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Fig.611.Awayofvisualizingahydrogenatom.Thedensity(whiteness)ofthecloudrepresentstheprobability
densityforobservingtheelectron.

Wecanformanimageofthehydrogenatombyimaginingacloudwhosedensityisproportionaltothe
probabilitydensityforobservingtheelectron.AsampleofsuchacloudisshowninFig.611.Thusourbest
pictureofahydrogenatomisanucleussurroundedbyanelectroncloud(althoughwereallymeana
probabilitycloud).Theelectronistheresomewhere,butnaturepermitsustoknowonlythechanceoffinding
itatanyparticularplace.

Initseffortstolearnasmuchaspossibleaboutnature,modernphysicshasfoundthatcertainthingscannever
beknownwithcertainty.Muchofourknowledgemustalwaysremainuncertain.Themostwecanknowisin
termsofprobabilities.

1.Afterthefirstthreegames,theexperimentwasactuallydonebyshaking30penniesviolentlyinaboxand
thencountingthenumberofheadsthatshowed.
2
2.Maxwellsexpressionisp(v) = Cv 2e av ,whereaisaconstantrelatedtothetemperatureandCischosen
sothatthetotalprobabilityisone.

Copyright1963,2006,2013bytheCaliforniaInstituteofTechnology,
MichaelA.Gottlieb,andRudolfPfeiffer

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