 Solution

A microstate specifies the microscopic state: classically the positions and momenta of all particles, or quantum mechanically an allowed many-body state. A macrostate specifies a few coarse variables such as energy, volume and particle number. Many microstates can give the same macrostate. A statistical ensemble is a probability assignment over hypothetical copies prepared with the same macroscopic constraints; it does not require a sample to be literally divided into many physical copies. An observable's ensemble mean is $⟨A⟩={\sum }_i{p}_i{A}_i$, with an integral replacing the sum in classical phase space.

For an isolated system at fixed $U,V,N$, the microcanonical ensemble assigns equal probability to accessible microstates in a narrow energy shell. If their number is $\Omega (U,V,N)$, the Boltzmann entropy is $S=k_B\ln \Omega$. Thermal contact between two initially isolated systems allows energy to be shared while their sum stays fixed. The most probable division maximizes $S_1(U_1)+S_2(U-U_1)$, so equilibrium requires equal $\partial S/\partial U$. This gives the statistical temperature definitionFor positive temperature, energy tends to flow from lower entropy slope to higher entropy slope until those slopes agree. The narrow energy-shell width represents macroscopic resolution; it must not exclude the physically accessible states.

For a small subsystem exchanging energy with a much larger bath, the bath has energy $U_{\mathrm{tot}}-E_i$ when subsystem microstate $i$ has energy $E_i$. Expanding its entropy gives $S_b(U_{\mathrm{tot}}-E_i)=S_b(U_{\mathrm{tot}})-E_i/T+\cdots$. Counting compatible bath states therefore yields the Boltzmann distribution and canonical ensemble:The exponential weights individual microstates. An energy level of degeneracy $g_j$ has total probability $g_j{e}^{-\beta E_j}/Z$; a more degenerate excited level can outweigh one ground-state level even though each of its microstates is less probable. The Gibbs entropy $-k_B{\sum }_i{p}_i\ln p_i$ gives $S=k_B\ln Z+U/T$. The equilibrium energy variance is $⟨(\Delta E{)}^2⟩=k_B{T}^2{c}_V$, linking measurable fluctuations to a macroscopic response.

If particle exchange is also allowed, a reservoir fixes $T$ and chemical potential $\mu$. The grand canonical ensemble weights a state by $e^{-\beta (E_i-\mu N_i)}/\Xi$, with $\Xi ={\sum }_{N,i}{e}^{-\beta (E_i-\mu N)}$. Mean particle number is $k_{B}T\partial \ln \Xi /\partial \mu$, while volume remains a constraint in this version. Thus the ensemble follows the physical exchange conditions: fixed energy, thermal contact, or thermal and particle contact.

In ordinary large short-range systems, relative fluctuations often decrease as $N^{-1/2}$ and the ensembles give the same bulk thermodynamics away from singular limits. Finite systems, critical fluctuations and long-range interactions require care. Interpreting a time average as an ensemble average additionally requires appropriate sampling or mixing dynamics; it is not guaranteed solely by naming an ensemble. thermal equilibrium probability assignments do not describe every driven or relaxing state.