diff --git a/slides/misc/notes_moyal.md b/slides/misc/notes_moyal.md index aa16f13..3c64a59 100644 --- a/slides/misc/notes_moyal.md +++ b/slides/misc/notes_moyal.md @@ -33,3 +33,59 @@ Moyal. The distribution models the energy lost by a fast charged particle the Moyal distribution has been utilized in the approximation of the Landau Distribution and has since found use in modeling a wide array of phenomena. + + +# PDF + +The Moyal distribution is defined as: +$$ + M(x) = \frac{1}{\sqrt{2 \pi}} e^{-\frac{1}{2} \left[ x + e^{-x} \right]} +$$ +More generally, it is defined with the location and scale parameters $\mu$ and +$\sigma$ such as: +$$ + x \rightarrow \frac{x - \mu}{\sigma} +$$ + +# CDF + +The cumulative distribution function $\mathscr{M}(x)$ can be derived from the +pdf $M(x)$ integrating: +$$ + \mathscr{M}(x) = \frac{1}{\sqrt{2 \pi}} \int\limits_{- \infty}^x dy \, M(y) + = \frac{1}{\sqrt{2 \pi}} \int\limits_{- \infty}^x dy \, e^{- \frac{1}{2}} + e^{- \frac{1}{2} e^{-y}} +$$ +with the change of variable: +\begin{align} + z = \frac{1}{\sqrt{2}} e^{-\frac{y}{2}} + &\thus \frac{dz}{dy} = \frac{-1}{2 \sqrt{2}} e^{-\frac{y}{2}} \\ + &\thus dy = -2 \sqrt{2} e^{\frac{y}{2}} dz +\end{align} +hence, the limits of the integral become: +\begin{align} + y \rightarrow - \infty &\thus z \rightarrow + \infty \\ + y = x &\thus z = \frac{1}{\sqrt{2}} e^{-\frac{x}{2}} = f(x) +\end{align} +and the CDF can be rewritten as: +$$ + \mathscr{M}(x) = \frac{1}{2 \pi} \int\limits_{+ \infty}^{f(x)} + dz \, (- 2 \sqrt{2}) e^{\frac{y}{2}} e^{- \frac{y}{2}} e^{- z^2} + = \frac{-2 \sqrt{2}}{\sqrt{2 \pi}} \int\limits_{+ \infty}^{f(x)} + dz e^{- z^2} +$$ +since the `erf` is defines as: +$$ + \text{erf} = \frac{2}{\sqrt{\pi}} \int_0^x dy \, e^{-y^2} +$$ +$$ + 1 = \frac{2}{\sqrt{\pi}} \int_0^{+ \infty} dy \, e^{-y^2} + = \frac{2}{\sqrt{\pi}} \int_0^x dy \, e^{-y^2} + + \frac{2}{\sqrt{\pi}} \int_x^{+ \infty} dy \, e^{-y^2} + = \text{erf}(x) + \frac{2}{\sqrt{\pi}} \int_x^{+ \infty} dy \, e^{-y^2} +$$ +thus: +$$ + \frac{2}{\sqrt{\pi}} \int_x^{+ \infty} dy \, e^{-y^2} + 1 = \frac{2}{\sqrt{\pi}} \int_0^x dy \, e^{-y^2} + +$$