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Pin a tail on the distribution?
What sort of stochastic processes generate tails?
- For the sake of transparency, we will discuss spatial distributions that depart from Gaussian, and later apply these distributions to velocity space Maxwellians.
- If we consider a random stochastic process, such as a drunk staggering around a lamppost, we can plot the resulting spatial distribution of a collection of drunks.
- For some simple restrictions, the Central Limit Theorem predicts the distribution will converge to a Gaussian.
- Even worse, the distribution that maximizes entropy while conserving energy is a Maxwellian= Gaussian in v-space.
How can we get a tail without violating the physics?