Blundell Thermal Physics · Problem 15.3

Information theory

Physics — Statistical Mechanics · maximum-entropy-lagrange-multipliers

Problem

Maximize the Shannon entropy S=−k∑iPilog⁡PiS = -k\sum_i P_i \log P_i subject to the constraints that ∑Pi=1\sum P_i = 1 and ⟨f(x)⟩=∑Pif(xi)\langle f(x)\rangle = \sum P_i f(x_i) and show that Pi=1Z(β)e−βf(xi),Z(β)=∑e−βf(xi),⟨f(x)⟩=−ddβln⁡Z(β).(15.26)\begin{aligned} P_i &= \frac{1}{Z(\beta)}e^{-\beta f(x_i)}, \tag{15.26} \\ Z(\beta) &= \sum e^{-\beta f(x_i)}, \\ \langle f(x)\rangle &= -\frac{\mathrm{d}}{\mathrm{d}\beta}\ln Z(\beta). \end{aligned}

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