2017-14

Standard Maxwell-Boltzmann Distribution: Additional Nonlinear and

Multivariate Properties

Hugo Hernandez
ForsChem Research, 050030 Medellin, Colombia
hugo.hernandez@forschem.org

doi: 10.13140/RG.2.2.35761.07520

Abstract

The standard Maxwell-Boltzmann distribution corresponds to the norm of a three-dimensional

vector of independent standard normal random variables. The standard Maxwell-Boltzmann
distribution is useful for describing the speed of molecules in a system, as well as their related
properties: Momentum, kinetic energy, temperature and other thermodynamic properties of
the system, collision rates, molecular fluxes, and diffusion and other transport properties.
Some of these applications involve non-linear and multivariate functions of independent
standard Maxwell-Boltzmann random variables. The purpose of this paper is to summarize the
most important properties of non-linear and multivariate functions of the standard Maxwell-
Boltzmann distribution.

Keywords

Multivariate random functions, Non-linear random functions, Standard Maxwell-Boltzmann

Distribution

1. Introduction

In a previous report,[1] the concept of the standard Maxwell-Boltzmann random variable was
introduced, in analogy to the standard Normal random variable . Even though several
important properties of the standard Maxwell-Boltzmann distribution have already been
described, the purpose of this report is to briefly summarize those properties (Section 2) and to
present additional relevant properties, in particular those related to nonlinear (Section 3) and
multivariate functions (Section 4). A detailed derivation of the properties of multivariate
functions of the standard Maxwell-Boltzmann distribution is presented in the Appendix.

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 Standard Maxwell-Boltzmann Distribution:
Additional Nonlinear and Multivariate Properties
Hugo Hernandez
ForsChem Research
hugo.hernandez@forschem.org

2. The Standard Maxwell-Boltzmann Distribution

The standard Maxwell-Boltzmann random variable is defined by the following probability

density function:[1]

( )

(2.1)

where represents the realizations of the random variable .

The most important basic properties of the standard Maxwell-Boltzmann distribution, which
have been previously reported,[1] include:

( )
( )
( ) ( )
( )

( ) ( )
{
(2.2)

( )
( )
( ) ( ) ( ) ( )
( )
( ) [( ) ( ) ]
{
(2.3)
( ) ( ) ( )
( )
( ) [ ( ) ( ) ( )]

( )
( )
( )
( ) [ ( ) ( ) ( )]
{
(2.4)

where , are non-negative integers.

Table 1 summarizes the expected value, variance and coefficient of variation ( )[2] for the
first 10 values of (starting from zero).

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 Standard Maxwell-Boltzmann Distribution:
Additional Nonlinear and Multivariate Properties
Hugo Hernandez
ForsChem Research
hugo.hernandez@forschem.org

The coefficient of variation of is defined as:

( )
( )
( )
(2.5)

Table 1. Summary of the properties of for the first 10 values of (including zero).
( ) ( ) ( )

The values of the expected value and variance of the powers of are important because any
arbitrary non-linear random function of can be approximated by a Taylor series expansion
as:[3]
( )
( )
( ) ( )

(2.6)

where is any reference value (realization) of .

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 Standard Maxwell-Boltzmann Distribution:
Additional Nonlinear and Multivariate Properties
Hugo Hernandez
ForsChem Research
hugo.hernandez@forschem.org

3. Nonlinear Properties of the Standard Maxwell-Boltzmann Distribution

In general, the properties of any nonlinear function ( ) of the standard Maxwell-Boltzmann

random variable can be determined using the following expressions:

( ( )) ( ) ( ) ( )

(3.1)

( ( )) ( ( )) ( ( ( ))) ( ) ( ( ) )

(3.2)

As an alternative to the power series expansion (Eq. 2.6), it is possible to use Eq. (3.1), and (3.2)
to describe the stochastic behavior of a wide variety of non-linear functions of , as can be
seen in the summary presented in Table 2.

Table 2. Summary of the properties of some representative non-linear functions of *

( ) ( ( )) ( ( )) ( ( ))

( )

( )
( )
( )

where represents the gamma function, and is the Euler-Mascheroni constant.

*
The solution of some integrals given by Eq. (3.1) and (3.2) was done with the help of WolframAlpha.

The expected value of for is undetermined at the lower integration limit (zero).

Given the analytical complexity of certain solutions, only their approximate values are reported.

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 Standard Maxwell-Boltzmann Distribution:
Additional Nonlinear and Multivariate Properties
Hugo Hernandez
ForsChem Research
hugo.hernandez@forschem.org

4. Multivariate Properties of the Standard Maxwell-Boltzmann Distribution

The purpose of this section is to present some relevant properties of multivariate random
functions[4] of the standard Maxwell-Boltzmann distribution. Those properties are
summarized in Table 3, but the derivation of each function can be seen in the Appendix.

Table 3. Summary of the properties of some representative multivariate functions of

( ) ( ) ( )

( )

( )

( )

( )
( )

( )

( )

*
This function can be found in the description of the temperature, internal energy, enthalpy and other
thermodynamic properties of ideal gases.[5]

This function is found when calculating the kinetic energy of a system of particles with normal random
velocities in each direction.

Undetermined, because ( ) .

This function represents the total momentum of a system of particles with normal random velocities in
each direction.

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 Standard Maxwell-Boltzmann Distribution:
Additional Nonlinear and Multivariate Properties
Hugo Hernandez
ForsChem Research
hugo.hernandez@forschem.org

Acknowledgments

The author gratefully acknowledges Prof. Jaime Aguirre (Universidad Nacional de Colombia)
for the helpful discussions on this topic.

This research did not receive any specific grant from funding agencies in the public,
commercial, or not-for-profit sectors.

References

[1] Hernandez, H. (2017). Standard Maxwell-Boltzmann distribution: Definition and properties.

ForsChem Research Reports 2017-2. doi: 10.13140/RG.2.2.29888.74244.

[2] Canavos, G. C. (1984). Applied probability and statistical methods. Englewood Cliffs:
Prentice Hall.

[3] Hernandez, H. (2016). Modelling the effect of fluctuation in nonlinear systems using
variance algebra - Application to light scattering of ideal gases, ForsChem Research Reports,
2016-1, doi: 10.13140/RG.2.2.36501.52969.

[4] Hernandez, H. (2017). Multivariate Probability Theory: Determination of Probability Density

Functions. ForsChem Research Reports 2017-13. doi: 10.13140/RG.2.2.28214.60481.

[5] Hernandez, H. (2017). Analysis of Temperature fluctuations in ideal gases - From the
macroscopic to the molecular scale. ForsChem Research Reports 2017-3. doi:
10.13140/RG.2.2.19208.83203.

Appendix: Derivation of Properties for Multivariate Functions

A1.

Let us first consider the sum of several independent standard Maxwell-Boltzmann random
variables:

(A1)

where are independent standard Maxwell-Boltzmann random variables with ( ) and

( ) .

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 Standard Maxwell-Boltzmann Distribution:
Additional Nonlinear and Multivariate Properties
Hugo Hernandez
ForsChem Research
hugo.hernandez@forschem.org

In general, for any positive integer , the expected value and variance of the sum are:

( ) ( ) ( )

(A2)

( ) ( ) ( ) ( )

(A3)

For large values of ( ), it is possible to apply the Central Limit Theorem[2] to obtain the
following approximate probability density function:

( )
( )
( )
( )
(A4)
Therefore, the multivariate random function can be expressed as:

( )

(A5)
where is the standard normal random variable.[2]

A2.

Let us now consider the reciprocal of the previous function for large values of ( ):

(A6)
Using Eq. (A5), the following result is obtained:

( )
( )

(A7)

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 Standard Maxwell-Boltzmann Distribution:
Additional Nonlinear and Multivariate Properties
Hugo Hernandez
ForsChem Research
hugo.hernandez@forschem.org

Now, using a Taylor series expansion[3] results in:

( )

(A8)
Neglecting higher order terms ( ) yields:

( )

(A9)
Thus, the expected value and variance of are:

( ) ( )
(A10)

( ) [ ( ) ]

(A11)

A3.

The next is the case of a weighed sum of independent standard Maxwell-Boltzmann random
variables, where are arbitrary constants:

(A12)
The corresponding expected value and variance for this function are:

( ) ( ) ( ) ( )

(A13)

( ) ( ) ( ) ( ) ( )

(A14)

For large values of ( ), the corresponding normal approximation is:

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 Standard Maxwell-Boltzmann Distribution:
Additional Nonlinear and Multivariate Properties
Hugo Hernandez
ForsChem Research
hugo.hernandez@forschem.org

( )

(A15)

A4.

Let us now consider the multivariate function of a large number ( ), of independent

standard Maxwell-Boltzmann random variables:

(A16)
Using the approximation given in Eq. (A15), yields:

( )
(A17)
Expanding in series and truncating after the second term results in:

( ) ( )
( )
( )
(A18)
with expected value and variance:

( )
( ) ( )
( )
(A19)
( ) ( )
( ) ( )
( ) ( )
(A20)
If ( ) , these expressions can be approximated by:

( )

(A21)

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 Standard Maxwell-Boltzmann Distribution:
Additional Nonlinear and Multivariate Properties
Hugo Hernandez
ForsChem Research
hugo.hernandez@forschem.org

( )
( )
( )
(A22)

A5.

Consider the multivariate random function:

(A23)

where are independent standard Maxwell-Boltzmann random variables with ( ) and

( ) , and is any positive integer. Then,

( ) ( ) ( )

(A24)

( ) ( ) ( )

(A25)

For a large number of independent random variables ( ) the central limit approximation
yields:

( )

(A26)

A6.

For the reciprocal function of the sum of squares of a large number ( ) of independent
standard Maxwell-Boltzmann random variables we have:

( )

(A27)

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 Standard Maxwell-Boltzmann Distribution:
Additional Nonlinear and Multivariate Properties
Hugo Hernandez
ForsChem Research
hugo.hernandez@forschem.org

The corresponding truncated Taylor series expansion results in:

( )

(A28)
with expected value and variance:

( ) ( )
(A29)

( ) ( ) ( )
(A30)

A7.

Considering the weighed sum of squares:

(A31)
the corresponding expected value and variance are:

( ) ( )

(A32)

( ) ( ) ( )

(A33)

For large number of independent random variables ( ) Eq. (A31) can be approximated
as:

( )
(A34)

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 Standard Maxwell-Boltzmann Distribution:
Additional Nonlinear and Multivariate Properties
Hugo Hernandez
ForsChem Research
hugo.hernandez@forschem.org

A8.

For the multivariate function:

( )

(A35)
an expansion in series (truncating after the second power) gives:

( ) ( )
( )
(A36)
with expected value and variance:

( ) ( )
( )
(A37)

( ) ( )
( ) ( )
(A38)

If ( ) , these expressions can be approximated by:

( )

(A39)

( )
( )
(A40)

A9.

Let us now consider the function:

(A41)

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 Standard Maxwell-Boltzmann Distribution:
Additional Nonlinear and Multivariate Properties
Hugo Hernandez
ForsChem Research
hugo.hernandez@forschem.org

where is the standard Maxwell-Boltzmann random variable, corresponding to:[4]

(A42)
and is the random unit direction vector, defined as:

(A43)

where is a three-dimensional vector of independent standard random variables.

Therefore, Eq. (A41) becomes:

(A44)
with expected value:
( )
(A45)
and variance:

( ) ( ) ( ( ) ( ) ( )) ( )
(A46)

A10.

In the case of the function:

(A47)
we have:

( ) ( )

(A48)

( ) ( )

(A49)

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