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The pair distribution function describes the distribution of distances between pairs of particles contained within a given volume. [1] Mathematically, if a and b are two particles, the pair distribution function of b with respect to a, denoted by () is the probability of finding the particle b at distance from a, with a taken as the origin of coordinates.
Pairwise independent random variables with finite variance are uncorrelated. A pair of random variables X and Y are independent if and only if the random vector (X, Y) with joint cumulative distribution function (CDF) , (,) satisfies , (,) = (),
Independence is a fundamental notion in probability theory, as in statistics and the theory of stochastic processes.Two events are independent, statistically independent, or stochastically independent [1] if, informally speaking, the occurrence of one does not affect the probability of occurrence of the other or, equivalently, does not affect the odds.
The joint distribution encodes the marginal distributions, i.e. the distributions of each of the individual random variables and the conditional probability distributions, which deal with how the outputs of one random variable are distributed when given information on the outputs of the other random variable(s).
The radial distribution function is an important measure because several key thermodynamic properties, such as potential energy and pressure can be calculated from it. For a 3-D system where particles interact via pairwise potentials, the potential energy of the system can be calculated as follows: [6]
The i.i.d. assumption is also used in the central limit theorem, which states that the probability distribution of the sum (or average) of i.i.d. variables with finite variance approaches a normal distribution. [4] The i.i.d. assumption frequently arises in the context of sequences of random variables. Then, "independent and identically ...
where is the Kullback–Leibler divergence, and is the outer product distribution which assigns probability () to each (,).. Notice, as per property of the Kullback–Leibler divergence, that (;) is equal to zero precisely when the joint distribution coincides with the product of the marginals, i.e. when and are independent (and hence observing tells you nothing about ).
The Global Markov property is stronger than the Local Markov property, which in turn is stronger than the Pairwise one. [4] However, the above three Markov properties are equivalent for positive distributions [5] (those that assign only nonzero probabilities to the associated variables).