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LandauDistribution

In probability theory, the Landau distribution is a probability distribution named after Lev Landau.
Because of the distribution's "fat" tail, the moments of the distribution,
like mean or variance, are undefined. The distribution is a particular case of stable distribution.
The stochastic variable is traditionally λ, meaning wavelength.

Scipy Contribution

The research content in this repository is published as an implementation in Scipy and Boost.
scipy reference

Definition

The original Landau distribution defined by Landau can be evaluated on real numbers as follows:
define origin

The Landau distribution, generalized to a stable distribution by introducing position and scale parameters, is as follows:
define stabledist

The relevance of the original definition is as follows:
define relevance
define relevance 2

pdf
logpdf
cdf

Statistics

stat λ note
mean N/A undefined
mode -0.2227829812564085040618242831248... p(λ)=0.1806556338205509427830338852686...
variance N/A undefined
median 1.3557804209908013250320928093907...
0.01-quantile -2.1048979093493976933783499309591...
0.05-quantile -1.4982541517778027339600345356285...
0.1-quantile -1.0922545280548463542264694944364...
0.25-quantile -0.20464065154575316904929481233852...
0.75-quantile 4.45839461019464834851167812598963...
0.9-quantile 11.6492846844744055699958678468515...
0.95-quantile 22.4502780788727817828880362014437...
0.99-quantile 104.156361812207433543595837172678...
entropy 2.82421914529393668921060013095374...

Property of Tail

The plus λ side is a fat-tail.

tail largex
tail largex approx

The minus λ side decays rapidly.

tail lessx
tail lessx approx

Numeric Table

PDF Precision 64
CDF Precision 64
Quantile Precision 64

Double Precision (IEEE 754) Approx

FP64

Columns

Numeric Integration
Asymptotic Expansion
Random Generation
Wolfram Alpha Reference Values

Padé Approximation of PDF, CDF and Quantile

Digits150 source
Digits150 dll

Report

ResearchGate
TechRxiv

Reference

L.Landau, "On the energy loss of fast particles by ionization" (1944)
W.Börsch-Supan, "On the Evaluation of the Function Φ(λ) for Real Values of λ" (1961)
K.S.Kölbig and B.Schorr, "Asymptotic expansions for the Landau density and distribution functions" (1983)
K.S.Kölbig, "On the integral from 0 to infinity of exp(-mu t) t^(nu-1) log(t)^m dt" (1982)