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The projective measurement probabilities are $P({\sigma }_j=\pm 1)=\mathrm{Tr}[\rho (I\pm {\sigma }_j)/2]$. Both density operators have zero $z$-component of their Bloch vector, soTheir full ${\sigma }_z$ outcome distributions, not merely their mean values, coincide. Along $x$, however,Thus repeated spin measurement along $x$ distinguishes the preparations statistically. A single negative outcome excludes A, while a single positive outcome is compatible with either; under B the probability of $N$ independent positive outcomes is $2^{-N}$.

The opposite $x$-axis pure states have projectors $(I\pm {\sigma }_x)/2$. Averaging them givesTherefore C and B cannot be distinguished by any measurement on the atoms alone. Every POVM outcome has the same probability $\mathrm{Tr}(E\rho )$ for the two preparations; this is the operational equivalence of different quantum state ensembles. Accessible preparation labels or additional correlations would be extra information. C can be distinguished from A by the $x$-axis spin measurement in part (c).

Treat $p_n(t)$ as the probability of the complete coarse-grained state $n$ at time $t$, with $p_n\ge 0$ and ${\sum }_n{p}_n=1$. In the column-vector convention of the master equation, $W_{nm}$ for $n\ne m$ is the transition rate from $m$ to $n$. The short-time transition law isNonnegative transition probabilities and conservation of total probability requireFor a finite state space these conditions define a continuous-time Markov chain. The Markov property means that, conditional on the present state, no further history affects the transition probabilities. A time-independent $W$ additionally assumes time-homogeneous rates; the waiting time in a state is exponential, and multiple jumps in an infinitesimal interval contribute beyond first order. A reduced description that omits relevant slow variables can retain memory and need not obey this closed equation. Quantum coherences are likewise absent from this classical population model. For infinite state spaces one also needs conditions preventing infinitely many jumps in finite time. Neither equal forward/backward rates nor detailed balance is required merely to conserve probability.

For positive rates the three states communicate, so the finite continuous-time Markov chain has a unique stationary probability vector. The first and third components of $W{p}^{\mathrm{st}}=0$ giveThese two edge-balance relations and normalization yield, with $D=f_3{f}_4+f_1{f}_3+f_1{f}_2$,Their sum is one and each is nonnegative. The middle balance equation then follows from the other two, as expected from probability conservation. A line graph has no cycle that could carry a nonzero stationary circulation: each edge's forward and backward stationary traffic balances even if the bare rates differ. If some rates vanish, the process need not be an irreducible Markov chain and its stationary distribution need not be unique. The displayed expression remains valid when its denominator is nonzero and its limits select the communicating class reached, but it must not be used as a unique late-time law when disconnected closed classes retain dependence on the initial state.

For equal rates, the master equation generator is $f$ times the symmetric path-graph matrixIts eigenvectors may be chosen as $(1,1,1)$, $(1,0,-1)$, and $(1,-2,1)$, with eigenvalues $0,-f,-3f$. Resolve the initial empty state asEach nonstationary eigencomponent decays with its own rate, givingThe remaining probabilities are $p_0(t)=1/3+e^{-ft}/2+e^{-3ft}/6$ and $p_A(t)=(1-e^{-3ft})/3$. These satisfy the full equations and sum to one. The limit $p_B(\infty )=1/3$ agrees with the stationary result. At short times $p_B(t)=f^2{t}^2/2+O(t^3)$: two successive jumps, $0\to A\to B$, are necessary, so a term linear in $t$ would signal an incorrectly included direct transition.

Insert the decorating-spin observable into the one bond that contains it. The decorated-spin occupation insertion uses the matrix:The partition function still contains $L$ decorating-spin sums; one of them has been replaced by this weighted sum. HenceTaking the dominant eigenvector givesThis is the probability that the decorating site is in either nonzero state. It tends to $2/3$ at high temperature, when its three states are equally likely, and to one at low temperature, when the nonzero aligned states gain bond energy. Unlike the magnetization, this even observable is not forced to vanish by spin reversal.

This is a birth-death master equation: $q_n$ is the transition rate $n\to n+1$ and $r_n$ is the transition rate $n\to n-1$. The first two terms are incoming probability flows from the adjacent states; the last removes probability at the total escape rate $q_n+r_n$. Rates must be nonnegative. For a population on the nonnegative integers, take $r_0=0$ and no incoming flux from negative states.

Summing over all states and shifting the two incoming indices givesThus an initially normalized probability distribution remains normalized. The cancellation assumes no boundary flux and legitimate summation; on an infinite state space this means the nonexplosive process or a boundary prescription that conserves total probability. All rates used in the later parts satisfy this requirement.

Multiply the master equation by $z^n$ and sum over $n$. Shifting indices producesThe apparent negative power causes no problem at $z=0$ when $r_0=0$. Let $D=z{\partial }_z$, so $D{z}^n=n{z}^n$. If the rates are polynomials in $n$, replace their arguments by $D$ to obtain a finite-order partial differential equation:For arbitrary rates the weighted sums still give an exact generating-function evolution, but need not reduce to a finite-order differential operator. The probability generating function obeyswhich is the normalization condition. The evolution has ${\partial }_{t}F(1,t)=0$ when the rate sums converge, so an initially normalized distribution stays normalized. Its derivatives at $z=1$ also give the factorial moments, and expansion around $z=0$ recovers individual probabilities.

For the Poisson process, $q_n=g$ and $r_n=0$, soThis is an ordinary differential equation in time for each fixed $z$, with solutionConsequentlyThe initial condition is interpreted as $P_0(0)=1$, with all other initial probabilities zero. Normalization follows from $F(1,t)=1$. The mean and variance are both $gt$, as expected for independent events arriving at constant rate.

The rates in part d turn the generating-function equation intoFor the distribution of a critical linear birth-death population, the method of characteristics gives $\dot{z}=-\lambda (z-1{)}^2$ and $\dot{F}=0$. Setting $w=(1-z{)}^{-1}$ gives $\dot{w}=-\lambda$, so the initial characteristic coordinate is $w_0=w+\lambda t$. HenceIt has the correct initial value and $F(1,t)=1$. With $a=\lambda t$, rewrite the denominator as $(1+a)[1-az/(1+a)]$ and expand its geometric series. The probabilities areAt $t=0$ this is understood by continuity: $P_1=1$ and all other probabilities vanish. Summing the positive-state probabilities gives $1/(1+a)$, which together with $P_0$ verifies normalization directly.

There is eventual extinction with probability one, because $P_0(t)\to 1$. Nevertheless $⟨n⟩=F_z(1,t)=1$ at every finite time, while $\mathrm{Var}(n)=2\lambda t$. There is no contradiction: the increasingly rare surviving populations have conditional mean $⟨n\mid n>0⟩=1+\lambda t$. This is the distinction between a constant ensemble mean and survival of a typical realization.

Since every quasiparticle energy is positive, the ground state is the vacuum of all the ${\alpha }_p$ annihilation operators, including ${\alpha }_0=c_0$. Its zero-momentum mode is therefore empty. For each positive momentum, the inverse Bogoliubov transformation givesBoth annihilate the normalized pair state $(u_p+i{v}_p{c}_p^{†}{c}_{-p}^{†})|0⟩$. For example, applying ${\alpha }_p$ produces the two cancelling terms $i{u}_p{v}_p{c}_{-p}^{†}|0⟩$. ThusThe factors have even fermion parity and commute for disjoint momentum pairs. Each normalized factor is a superposition of zero and two fermions, whose pair-occupation probability is $v_p^2$. ThereforeThere is no zero-mode contribution. For fixed $L$, the sum converges since $v_p^2=O(p^{-4})$.

A normalized simple excited state is $|k⟩={\alpha }_k^{†}|\Omega ⟩$ for $k>0$. Its excitation energy is $E_k$, and its total momentum is $k$: both terms in ${\alpha }_k^{†}=u_k{c}_k^{†}+i{v}_k{c}_{-k}$ add momentum $k$. Acting on the $k,-k$ pair givesThe affected pair now contains exactly one fermion instead of mean number $2v_k^2$; all other pairs are unchanged. ConsequentlyThis is the fermion number of a Bogoliubov excitation. Its change in mean fermion number lies between zero and one for $\mu >0$, with the value one at $\Delta =0$. The Bogoliubov quasiparticle coherently mixes adding a fermion and removing the opposite-momentum fermion; it is not an eigen-excitation of the original fermion number operator. Indeed,so fermion number is not conserved when $\Delta \ne 0$, while fermion parity is conserved. The generally noninteger change is an expectation value in a coherent paired background, rather than a fractional eigenvalue of the fermion number operator. In the weak-pairing limit at fixed $k$, it tends to one, as expected for an ordinary added fermion.

Here $p_n(t)$ is the probability of occupying state $n$, and $W_{nm}$ for $n\ne m$ is the transition rate from $m$ to $n$. More precisely, over $dt>0$ that transition has probability $W_{nm}dt+o(dt)$. This is a time-homogeneous continuous-time Markov chain: the present state contains all information needed for the next transition, the rates do not depend on time, and finite rates make multiple jumps have probability $o(dt)$. In a physical rate description, untracked coherent dynamics or memory must be negligible on the timescale being modeled.

The master equation separates incoming and outgoing terms:Columns, rather than rows, sum to zero with this indexing. These conditions preserve normalization and nonnegative probabilities. For infinitely many states one also needs a well-defined nonexplosive process. Detailed balance is an additional equilibrium condition, not a general requirement on a master equation.

Write the probability column vector as $\mathbf{p}=(p_0,p_A,p_B{)}^T$, with $0$ denoting the uncharged state. The arrows in the original figure give transitions $0\to A$ at rate $f_1$, $A\to B$ at rate $f_2$, $B\to 0$ at rate $f_3$, and $B\to A$ at rate $f_4$. Exclusion of double occupation means injection occurs only from state $0$. Thus the master equation isFor example, ${\dot{p}}_B=f_2{p}_A-(f_3+f_4)p_B$. Every allowed jump adds to one probability and subtracts from another, which verifies the zero column sums.

For $f>0$ set $\tau =ft$ and $y(\tau )=p_0(t)$. The master equation becomesUsing $p_A=1-y-p_B$ and $p_B=(y^{\prime }+y)/2$ givesInitially the molecule occupies $B$, so $y(0)=0$ and $y^{\prime }(0)=2$. The characteristic roots are $-2,-3$; the constant particular solution is $1/3$. ConsequentlywhenceIt has the required initial slope $2f$, tends to the stationary uncharged probability $1/3$, and remains nonnegative. As a further check, $p_B=1/6-e^{-2ft}/2+4e^{-3ft}/3$ and $p_A=1/2-e^{-2ft}/2$ are nonnegative and sum with $p(t)$ to one. If $f=0$, no jump occurs and $p(t)=0$, also obtained directly from the boxed expression.

For two localized energy levels $0,\delta$ with degeneracies $d_0,d_1$, let $x=\delta /(k_{B}T)$. Canonical equilibrium givesHere $p_1$ is the total upper-level occupation probability and $u,s,c$ are per unit. For nondegenerate levels the entropy rises from zero to $k_B\ln 2$, while the heat capacity vanishes at both low and high temperatures and has a Schottky maximum near $k_{B}T=0.417\delta$. A spin one-half in a field, or a localized defect with two configurations, supplies an example. Higher levels must be thermally inaccessible; unequal degeneracies change the populations and peak. Distinguishable localized units have total partition function $z^N$, unlike a gas of indistinguishable particles sharing just two orbitals.

For the magnetic atom, choose level labels with $E_m=-mg{\mu }_{B}B$, $m=-J,\dots ,J$. Put $x=T_B/T=g{\mu }_{B}B/(k_{B}T)$. Its partition function and exact entropy of a finite magnetic multiplet areThe ratio form has removable limit $Z_J(0)=2J+1$. Since $s_J$ is a function of $x$ only, it depends on field and temperature solely through $B/T$. For fixed $J$ at small $x$, symmetry removes the odd powers and the supplied sum of $m^2$ givesFor large $J$, the expansion requires $J|x|\ll 1$, not merely $|x|\ll 1$.

For demagnetization with a linear-heat-capacity load, integrate its specified $C_L/T$:Isothermal magnetization at $T_i$ removes spin entropy; the bath receives the corresponding heat. During the following reversible, thermally isolated demagnetization, it is the combined entropy of spins and load that stays constant. At the minimum-field endpoint $B_f=0$, the ideal independent spins reach $s_{\max }=k_B\ln (2J+1)$. ThereforeThe bracket is the initial magnetic entropy deficit. The PDF's intermediate equality uses the initial entropy itself instead; with its preceding definition of $s$, that equality omits the maximum-entropy term. The corrected balance recovers its final temperature formula:Without the small-field expansion, the exact independent-spin prediction is $T_i-(N\theta /M)[\ln (2J+1)-s_J(T_i,B_i)/k_B]$. As a check, zero initial field gives zero entropy deficit and no cooling. The incorrectly printed intermediate balance would fail this check.

The result requires the load law throughout the temperature interval, hence $T_i\ll \theta$; a small initial Zeeman splitting, quantitatively $J{T}_{B,i}/T_i\ll 1$; positive final temperature; negligible additional heat capacities and heat leaks; thermal equilibration between subsystems; and a reversible sweep slow enough to maintain equilibrium. A negative extrapolated temperature is a breakdown of this approximation, not a cooling prediction. Spins alone would keep $B/T$ fixed, but the attached load changes that adiabat by transferring entropy to them as it cools.

Interactions invalidate the product of independent one-site partition functions. The entropy must be computed from the many-body energy spectrum or a justified interacting approximation. Correlations and possible magnetic ordering introduce an interaction scale and can remove the independent-spin entropy available for cooling near zero field. Internal fields and ordering commonly limit practical demagnetization. The detailed correction and any residual entropy depend on the interaction Hamiltonian, dimensionality and frustration; neither a universal ordering temperature nor a numerical final-temperature correction is specified here.

Ensemble and applications. A grand canonical ensemble describes a system exchanging both energy and particles with a large reservoir. Its fixed control parameters are $T,V,\mu$, while microstates with different $N$ have probabilitiesWeak coupling allows the system's energy levels to remain meaningful; equilibrium fixes the reservoir temperature and chemical potential. The grand potential is $\Phi =-k_{B}T\ln \Xi =U-TS-\mu N$, with $N$ now the mean population. It generates entropy, pressure and mean particle number by differentiation. This ensemble is convenient for gases in contact with particle reservoirs, independently occupied quantum levels and surface adsorption; its particle-number fluctuations are part of the description, not an error in counting.

Classical single-level limit. For the single-level grand partition function in the dilute limit, put $x_k=e^{-\beta ({ϵ}_k-\mu )}$. Empty and singly occupied levels contribute $1$ and $x_k$. In the dilute classical limit $x_k\ll 1$, higher occupancies contribute only at order $x_k^2$ or beyond:This truncation does not impose the Pauli principle on a classical gas. A fermion state has exactly $1+x_k$, a boson state has $(1-x_k{)}^{-1}$, and Maxwell-Boltzmann occupancy weights give $e^{x_k}$; they all agree to this order. In particular, $\ln {\Xi }_k=x_k+O(x_k^2)$, with the classical Maxwell-Boltzmann result exactly $x_k$.

grand potential and chemical potential. With $z=e^{\beta \mu }$, summing the single-level logarithms and using the stated density of states givesSubstitute $ϵ=k_{B}T{x}^2$, for whichCombining this with the density-of-states prefactor gives $\ln \Xi =zV/{\lambda }^3$. ThusDifferentiating at fixed $T,V$,Similarly $p=-({\partial }_V\Phi {)}_{T,\mu }=k_{B}Tz/{\lambda }^3$, so $pV=N{k}_{B}T$. This is the grand-canonical chemical potential of a classical ideal gas. The condition $N{\lambda }^3/V\ll 1$ states the classical regime. The supplied density of states counts one internal state; extra internal degeneracies would have to be included consistently rather than inserted at only one stage.

One adsorption site. Take the free-vapour energy reference as zero and the binding energy as $-ϵ$. A site is either empty or singly occupied; the latter has vibrational partition function $z_s(T)$. Its adsorption-site grand partition function and mean occupation areThe chemical potential of an adsorbed species on equivalent sites follows by inverting the occupation ratioThe factor $1-\theta$ is the vacant-site probability. The binding reference and the energies included in $z_s$ must be chosen consistently, so that vibrational zero-point energy is not counted twice.

Isotherm. The vibrational factor in a Langmuir equilibrium constant is fixed by adsorption equilibrium, ${\mu }_s={\mu }_{\mathrm{vap}}$. Neglecting vapour internal degrees of freedom and writing its number density as $p/(k_{B}T)$ gives $e^{\beta {\mu }_{\mathrm{vap}}}=p{\lambda }^3/(k_{B}T)$. ThereforeThis is the Langmuir isotherm: initially linear, increasing monotonically and concave down, approaching unit coverage. Half coverage occurs at $p_{1/2}=1/b_s(T)$. The coefficient has inverse-pressure units. It assumes equivalent independent sites, at most one molecule per site and no lateral interaction or multilayer adsorption. The molecular mass appropriate to the vapour determines $\lambda$.

A real uptake measurement must separate adsorbed molecules from free gas in the apparatus. Langmuir's original mica experiment compared a mica-containing bulb with a similar blank and inferred uptake from calibrated gas volumes and pressures. His stated blank contribution and bath-temperature drift limited the inferred adsorption; a saturating curve alone does not establish ideal equivalent sites.^[ref]

Classical translational statistics. Write the number density as $n=N/V$ and the thermal de Broglie wavelength as $\lambda =\sqrt{2\pi {\hslash }^2/(m{k}_{B}T)}$. Quantum exchange is negligible when wave packets rarely overlap:The equivalent state-counting statement is that the mean occupation of each thermally relevant one-particle state is much smaller than one. The equations in this question count one internal species; with $g$ equally populated spin states the relevant density per species is $n/g$.

Let $z=e^{\beta \mu }$ be the dimensionless quantum gas fugacity, with the lowest one-particle energy chosen as zero. Both quantum distributions can be writtenIf $z\ll 1$, then $n_{\eta }(E)\simeq z{e}^{-\beta E}\ll 1$ for all $E\ge 0$, recovering Maxwell–Boltzmann statistics. Conversely, low occupation even at the spectrum's bottom requires $z/(1-z)\ll 1$ for bosons or $z/(1+z)\ll 1$ for fermions; either condition impliesA single high-energy state can be sparsely occupied even in a degenerate gas, so the condition must hold across the relevant spectrum, not just for one arbitrarily chosen energy. Also, classical translational statistics does not imply that all internal excitation energies or other quantum effects can be ignored.

Grand partition function, density and pressure. Noninteracting particles have independent occupations of each one-particle state. Put $x_{\mathbf{k}}=z{e}^{-\beta {\epsilon }_{\mathbf{k}}}$. Summing the allowed occupations givesThereforeThe grand potential is ${\Omega }_G=-k_{B}T\ln \Xi =-pV$ for this homogeneous gas. Replacing the sum by $V\int d^{3}k/(2\pi {)}^3$ and using ${\epsilon }_{\mathbf{k}}={\hslash }^2{k}^2/(2m)$ givesThe mean number is $N=z{\partial }_z\ln \Xi$, givingFor bosons, the grand sum requires $z<1$ when the ground energy is zero. A macroscopic condensate at the limiting $z\to 1$ must be separated from the continuum integral in the condensed phase. The following small-$z$ calculation is in the normal, nondegenerate regime, so that complication does not enter.

Density expansion and inversion. Expand the occupation as a geometric series:The Gaussian wavevector integral for its $\ell$th term isIt follows thatFor the inverse series, put $y=n{\lambda }^3$ and try $z=y+c{y}^2+O(y^3)$. Substitution gives $0=(c+\eta /2^{3/2})y^2+O(y^3)$, henceThe leading equality $n{\lambda }^3\simeq z$ directly connects the density and occupancy criteria for classical behavior.

Pressure and its first quantum correction. Expanding the logarithm in the pressure expression gives one extra factor $1/\ell$ compared with the density series:Insert the inverse series. To second order in $y=n{\lambda }^3$,ThusThe first quantum correction at fixed density and temperature isIt is negative for bosons and positive for fermions, and vanishes in the classical density limit.

Virial coefficient. Define the number-density virial expansion byThe coefficient $B_j$ has units ${\mathrm{volume}}^{j-1}$ in this convention. Comparing terms givesThis is the exchange contribution to the second virial coefficient. It arises without a pair-interaction potential; the underlying gas is noninteracting. A molar-density convention would multiply this $B_2$ by the Avogadro constant. For $g$ equally populated internal species, exchange occurs within each species and the coefficient in terms of total density is smaller by a factor $g$.

Why the two signs differ. Bosonic exchange symmetry enhances the probability of nearby identical bosons, whereas fermionic exchange symmetry suppresses nearby identical fermions in the same internal state. In the dilute regime, the normalized equal-time pair detection correlation isThe exchange part follows by squaring the Gaussian one-particle coherence factor $e^{-\pi r^2/{\lambda }^2}$. At zero separation this gives $g^{(2)}(0)=2$ for bosons and $0$ for one-component fermions. Integrating the exchange pair weight provides a direct coefficient check:Bunching therefore acts like an effective statistical attraction in the dilute equation of state, lowering the pressure needed at fixed density. Exclusion acts like an effective statistical repulsion, raising it. Neither description asserts an actual interparticle force. Different internal fermion species do not exclude each other from a common spatial location in the same way, explaining the importance of the species convention.

Canonical probabilities. A canonical ensemble describes a system of fixed particle number and fixed external parameters such as volume, weakly coupled to a much larger thermal reservoir. They exchange energy and reach thermal equilibrium, while the reservoir's temperature stays effectively constant. The interaction energy is negligible in the state counting. The combined isolated system is described by equal probabilities for its accessible microstates.

If its total energy is $E_{\mathrm{tot}}$, the probability of a particular system microstate $i$ is proportional to the reservoir multiplicity at $E_{\mathrm{tot}}-E_i$. Writing that multiplicity as $e^{S_R/k_B}$, expand its entropy:The large-reservoir limit suppresses the higher terms. Normalization therefore givesThe sum counts individual microstates; when grouping them by energy, their state degeneracies must be included. This $Z$ is the canonical partition function.

Classical orientational heat capacity. Hold the magnetic field fixed. Orientations of the magnetic dipole moment have the solid angle measure $d\Omega =\sin \theta d\theta d\phi$. With $x=\beta mB$, the angular partition function isChoosing a normalized angular measure would remove $4\pi$, with no effect on the energy derivatives. Differentiating at fixed $B$,The angular average $⟨\cos \theta ⟩=\coth x-1/x$ is the Langevin function. Since $dx/dT=-x/T$,This is the heat capacity of a classical magnetic dipole, in $\mathrm{J}{\mathrm{K}}^{-1}$ for one magnetic moment. The word specific here refers to that single moment; $N$ independent magnetic moments have $N$ times this heat capacity. At $B=0$ the energy is independent of orientation and $C_B=0$, obtained by the continuous $x\to 0$ limit. At fixed nonzero $B$, the classical low-temperature limit instead gives $C_B\to k_B$.