misc: rename notes_moyal.md -> notes-moyal.md
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The Moyal distribution, which is a steepest descent approximation of the
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Landau distribition, is defines as:
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$$
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\exp \left( - \frac{x - \mu }{2 \sigma}
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- \frac{1}{2} \exp \left( - \frac{x -\mu}{\sigma} \right) \right)
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$$
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Mean $m$ and variance $\sigma$:
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$$
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m = \mu + \sigma [ \gamma + \ln(2) ] \et \sigma = \frac{\pi^2 \sigma^2}{2}
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$$
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Median:
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$$
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\mu - \sigma \left[ 2 \text{erf}^{-1} \left( \frac{1}{2} \right)^2 \right]
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$$
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skewness and kurtosis are constant:
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$$
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s = \frac{28 \sqrt{2} Z(3)]{\pi^3} \et k = 7
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$$
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max value:
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$$
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\frac{1}{\sqrt{2 e \pi}}
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$$
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cdf:
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$$
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\text{erf} \left( \frac{\exp \left(
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- \frac{x - \mu}{2 \sigma} \right)}{\sqrt{2}} \right)
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$$
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$\mu$ is the location parameter and $\sigma$ is the scale parameter.
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The Moyal distribution was first proposed in a 1955 paper by physicist J. E.
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Moyal. The distribution models the energy lost by a fast charged particle
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(and hence the number of ion pairs produced) during ionization. Historically,
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the Moyal distribution has been utilized in the approximation of the Landau
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Distribution and has since found use in modeling a wide array of phenomena.
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# PDF
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The Moyal distribution is defined as:
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$$
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M(x) = \frac{1}{\sqrt{2 \pi}} e^{-\frac{1}{2} \left[ x + e^{-x} \right]}
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$$
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More generally, it is defined with the location and scale parameters $\mu$ and
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$\sigma$ such as:
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$$
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x \rightarrow \frac{x - \mu}{\sigma}
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$$
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# CDF
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The cumulative distribution function $\mathscr{M}(x)$ can be derived from the
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pdf $M(x)$ integrating:
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$$
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\mathscr{M}(x) = \frac{1}{\sqrt{2 \pi}} \int\limits_{- \infty}^x dy \, M(y)
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= \frac{1}{\sqrt{2 \pi}} \int\limits_{- \infty}^x dy \, e^{- \frac{1}{2}}
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e^{- \frac{1}{2} e^{-y}}
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$$
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with the change of variable:
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\begin{align}
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z = \frac{1}{\sqrt{2}} e^{-\frac{y}{2}}
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&\thus \frac{dz}{dy} = \frac{-1}{2 \sqrt{2}} e^{-\frac{y}{2}} \\
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&\thus dy = -2 \sqrt{2} e^{\frac{y}{2}} dz
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\end{align}
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hence, the limits of the integral become:
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\begin{align}
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y \rightarrow - \infty &\thus z \rightarrow + \infty \\
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y = x &\thus z = \frac{1}{\sqrt{2}} e^{-\frac{x}{2}} = f(x)
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\end{align}
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and the CDF can be rewritten as:
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$$
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\mathscr{M}(x) = \frac{1}{2 \pi} \int\limits_{+ \infty}^{f(x)}
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dz \, (- 2 \sqrt{2}) e^{\frac{y}{2}} e^{- \frac{y}{2}} e^{- z^2}
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= \frac{-2 \sqrt{2}}{\sqrt{2 \pi}} \int\limits_{+ \infty}^{f(x)}
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dz e^{- z^2}
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$$
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since the `erf` is defines as:
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$$
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\text{erf} = \frac{2}{\sqrt{\pi}} \int_0^x dy \, e^{-y^2}
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$$
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$$
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1 = \frac{2}{\sqrt{\pi}} \int_0^{+ \infty} dy \, e^{-y^2}
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= \frac{2}{\sqrt{\pi}} \int_0^x dy \, e^{-y^2} +
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\frac{2}{\sqrt{\pi}} \int_x^{+ \infty} dy \, e^{-y^2}
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= \text{erf}(x) + \frac{2}{\sqrt{\pi}} \int_x^{+ \infty} dy \, e^{-y^2}
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$$
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thus:
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$$
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\frac{2}{\sqrt{\pi}} \int_x^{+ \infty} dy \, e^{-y^2}
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1 = \frac{2}{\sqrt{\pi}} \int_0^x dy \, e^{-y^2} +
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$$
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