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Numerical procedures for generating non-Maxwellian velocity distributions in particle simulations are presented. First, Monte Carlo methods for an $(r,q)$ distribution that generalizes flattop and kappa distributions are discussed. Then,…

Plasma Physics · Physics 2026-03-24 Seiji Zenitani , Shunsuke Usami , Shuichi Matsukiyo

We demonstrate that a nonthermal distribution of particles described by a kappa distribution can be accurately approximated by a weighted sum of Maxwell-Boltzmann distributions. We apply this method to modeling collision processes in…

Solar and Stellar Astrophysics · Physics 2015-09-09 Michael Hahn , Daniel Wolf Savin

Numerical algorithms to load relativistic Maxwell distributions in particle-in-cell (PIC) and Monte-Carlo simulations are presented. For stationary relativistic Maxwellian, the inverse transform method and the Sobol algorithm are reviewed.…

High Energy Astrophysical Phenomena · Physics 2015-04-30 Seiji Zenitani

A simple numerical method for loading of a relativistic Maxwellian-type distribution is proposed based on inverse transform sampling. The relativistic Maxwellian energy distribution is introduced as an alternative to the Maxwell-J\"{u}ttner…

Plasma Physics · Physics 2026-03-05 Takayuki Umeda

A procedure for generating random variates from a relativistic Maxwellian distribution with arbitrary temperature and drift velocity is presented. The algorithm is based on the rejection method and can be used to initialize particle…

Plasma Physics · Physics 2015-06-16 M. Swisdak

Generation of pseudorandom numbers from different probability distributions has been studied extensively in the Monte Carlo simulation literature. Two standard generation techniques are the acceptance-rejection and inverse transformation…

Computational Finance · Quantitative Finance 2014-03-25 Nguyet Nguyen , Giray Ökten

A random number generator for the Kappa velocity distribution in particle simulations is proposed. Approximating the cumulative distribution function with the q-exponential function, an inverse transform procedure is constructed. The…

Plasma Physics · Physics 2026-05-12 Seiji Zenitani , Takayuki Umeda

The histogram estimator of a discrete probability mass function often exhibits undesirable properties related to zero probability estimation both within the observed range of counts and outside into the tails of the distribution. To…

Methodology · Statistics 2021-08-19 Alan Huang , Lucas Sippel , Thomas Fung

We introduce a method to sample the orientational distribution function in computer simulations. The method is based on the exact torque balance equation for classical many-body systems of interacting anisotropic particles in equilibrium.…

Soft Condensed Matter · Physics 2023-04-12 Johannes Renner , Matthias Schmidt , Daniel de las Heras

For random variables produced through the inverse transform method, approximate random variables are introduced, which are produced by approximations to a distribution's inverse cumulative distribution function. These approximations are…

Numerical Analysis · Mathematics 2023-06-21 Oliver Sheridan-Methven , Michael Giles

In this paper, we present the $\alpha$-$\eta$-$\mathcal{F}$ and $\alpha$-$\kappa$-$\mathcal{F}$ composite fading distributions. The two distributions generalize the two well-known composite fading distributions, namely the…

Signal Processing · Electrical Eng. & Systems 2020-05-15 Osamah. S. Badarneh

We propose a simple algorithm for generating normally distributed pseudo random numbers. The algorithm simulates N molecules that exchange energy among themselves following a simple stochastic rule. We prove that the system is ergodic, and…

Condensed Matter · Physics 2009-10-31 J. F. Fernandez , Carlos Criado

Generating random variates from high-dimensional distributions is often done approximately using Markov chain Monte Carlo. In certain cases, perfect simulation algorithms exist that allow one to draw exactly from the stationary…

Data Structures and Algorithms · Computer Science 2017-01-05 Mark Huber

Algorithms for generating random numbers that follow a gamma distribution with shape parameter less than unity are proposed. Acceptance-rejection algorithms are developed, based on the generalized exponential distribution. The squeeze…

Computation · Statistics 2024-11-18 Seiji Zenitani

We study a relaxation of the problem of coupling probability distributions -- a list of samples is generated from one distribution and an accept is declared if any one of these samples is identical to the sample generated from the other…

Machine Learning · Computer Science 2026-01-13 Joseph Rowan , Buu Phan , Ashish Khisti

In Bayesian theory, calculating a posterior probability distribution is highly important but usually difficult. Therefore, some methods have been put forward to deal with such problem, among which, the most popular one is the asymptotic…

Methodology · Statistics 2012-07-20 Zai-Ying Zhou

In the literature different so-called $\kappa$-distribution functions are discussed to fit and model the velocity (or energy) distributions of solar wind species, pickup ions or magnetospheric particles. Here we introduce a generalized…

Solar and Stellar Astrophysics · Physics 2020-07-09 Klaus Scherer , Edin Husidic , Marian Lazar , Horst Fichtner

A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a data set of observations of this vector. The probability distribution…

Probability · Mathematics 2016-08-24 Christian Soize , Roger Ghanem

In this article, we proposed a new probability distribution named as power Maxwell distribution (PMaD). It is another extension of Maxwell distribution (MaD) which would lead more flexibility to analyze the data with non-monotone failure…

Applications · Statistics 2018-07-04 Abhimanyu Singh Yadav , Hassan S. Bakouch , Sanjay Kumar Singh , Umesh Singh

Many Imitation and Reinforcement Learning approaches rely on the availability of expert-generated demonstrations for learning policies or value functions from data. Obtaining a reliable distribution of trajectories from motion planners is…

Robotics · Computer Science 2021-07-13 Alexander Lambert , Byron Boots
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