Paper 1, Section II, 28K

Applied Probability
Part II, 2021

The particles of an Ideal Gas form a spatial Poisson process on R3\mathbb{R}^{3} with constant intensity z>0z>0, called the activity of the gas.

(a) Prove that the independent mixture of two Ideal Gases with activities z1z_{1} and z2z_{2} is again an Ideal Gas. What is its activity? [You must prove any results about Poisson processes that you use. The independent mixture of two gases with particles Π1R3\Pi_{1} \subset \mathbb{R}^{3} and Π2R3\Pi_{2} \subset \mathbb{R}^{3} is given by Π1Π2.]\left.\Pi_{1} \cup \Pi_{2} .\right]

(b) For an Ideal Gas of activity z>0z>0, find the limiting distribution of

N(Vi)EN(Vi)Vi\frac{N\left(V_{i}\right)-\mathbb{E} N\left(V_{i}\right)}{\sqrt{\left|V_{i}\right|}}

as ii \rightarrow \infty for a given sequence of subsets ViR3V_{i} \subset \mathbb{R}^{3} with Vi\left|V_{i}\right| \rightarrow \infty.

(c) Let g:R3Rg: \mathbb{R}^{3} \rightarrow \mathbb{R} be a smooth non-negative function vanishing outside a bounded subset of R3\mathbb{R}^{3}. Find the mean and variance of xg(x)\sum_{x} g(x), where the sum runs over the particles xR3x \in \mathbb{R}^{3} of an ideal gas of activity z>0z>0. [You may use the properties of spatial Poisson processes established in the lectures.]

[Hint: recall that the characteristic function of a Poisson random variable with mean λ\lambda is e(eit1)λ]\left.e^{\left(e^{i t}-1\right) \lambda} \cdot\right]