Someone told me that temperature is a Lagrange multiplier of energy... Is this true? Why?
Answer
In brief, this comes from the Gibbs formalism, where, at equilibrium, the probability of a microstate is given by $p = \frac{1}{Z}\exp(-\beta E)$ where E is the energy of the microstate and Z is a partition function. Here, $\beta$ is the Lagrange multiplier, which can be seen to be $\beta = 1/T$. This set of lecture notes from the University of Edinburgh might be a useful reference to read. Note that we can only define temperature at (local) equilibrium.
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