中国物理B ›› 2025, Vol. 34 ›› Issue (8): 80201-080201.doi: 10.1088/1674-1056/adbed7

所属专题: SPECIAL TOPIC — A celebration of the 90th Anniversary of the Birth of Bolin Hao

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Duality symmetry, two entropy functions, and an eigenvalue problem in generalized Gibbs' theory

Jeffrey Commons1, Ying-Jen Yang(杨颖任)2,3, and Hong Qian(钱纮)2,†   

  1. 1 Department of Physics, University of Washington, Seattle, WA 98195-1560, USA;
    2 Department of Applied Mathematics, University of Washington, Seattle, WA 98195-3925, USA;
    3 Laufer Center for Physical and Quantitative Biology, Stony Brook University, New York 11794, USA
  • 收稿日期:2024-06-30 修回日期:2025-03-02 接受日期:2025-03-11 出版日期:2025-07-17 发布日期:2025-07-17
  • 通讯作者: Hong Qian E-mail:hqian@uw.edu

Duality symmetry, two entropy functions, and an eigenvalue problem in generalized Gibbs' theory

Jeffrey Commons1, Ying-Jen Yang(杨颖任)2,3, and Hong Qian(钱纮)2,†   

  1. 1 Department of Physics, University of Washington, Seattle, WA 98195-1560, USA;
    2 Department of Applied Mathematics, University of Washington, Seattle, WA 98195-3925, USA;
    3 Laufer Center for Physical and Quantitative Biology, Stony Brook University, New York 11794, USA
  • Received:2024-06-30 Revised:2025-03-02 Accepted:2025-03-11 Online:2025-07-17 Published:2025-07-17
  • Contact: Hong Qian E-mail:hqian@uw.edu

摘要: We generalize the convex duality symmetry in Gibbs' statistical ensemble formulation, between the Gibbs entropy $\varphi_{V,N}(E)$ as a function of mean internal energy $E$ and Massieu's free entropy $\varPsi_{V,N}(\beta)$ as a function of inverse temperature $\beta$. The duality in terms of Legendre-Fenchel transform tells us that Gibbs' thermodynamic entropy is to the law of large numbers (LLN) for arithmetic sample mean values what Shannon's information entropy is to the LLN for empirical counting frequencies in independent and identically distributed data. Proceeding with the same mathematical logic, we identify the energy of the state $\{u_i\}$ as the conjugate variable to the counting of statistical occurrence $\{m_i\}$ and find a Hamilton-Jacobi equation for the Shannon entropy analogous to an equation of state in thermodynamics. An eigenvalue problem that is reminiscent of certain features in quantum mechanics arises in the entropy theory of statistical counting frequencies of Markov correlated data.

关键词: counting statistics, equation of state, entropy, large deviations, law of large numbers

Abstract: We generalize the convex duality symmetry in Gibbs' statistical ensemble formulation, between the Gibbs entropy $\varphi_{V,N}(E)$ as a function of mean internal energy $E$ and Massieu's free entropy $\varPsi_{V,N}(\beta)$ as a function of inverse temperature $\beta$. The duality in terms of Legendre-Fenchel transform tells us that Gibbs' thermodynamic entropy is to the law of large numbers (LLN) for arithmetic sample mean values what Shannon's information entropy is to the LLN for empirical counting frequencies in independent and identically distributed data. Proceeding with the same mathematical logic, we identify the energy of the state $\{u_i\}$ as the conjugate variable to the counting of statistical occurrence $\{m_i\}$ and find a Hamilton-Jacobi equation for the Shannon entropy analogous to an equation of state in thermodynamics. An eigenvalue problem that is reminiscent of certain features in quantum mechanics arises in the entropy theory of statistical counting frequencies of Markov correlated data.

Key words: counting statistics, equation of state, entropy, large deviations, law of large numbers

中图分类号:  (Probability theory)

  • 02.50.Cw
05.70.-a (Thermodynamics) 82.60.-s (Chemical thermodynamics) 89.70.-a (Information and communication theory)