When Normality Tests Detect Equilibrium Distributions of Finite N-Body Systems

Fuente: arXiv
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Main Author: Shim, Jae Wan
Format: Preprint
Published: 2025
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author Shim, Jae Wan
author_facet Shim, Jae Wan
contents The particle number $N$ can be used as a quantitative gauge of non-Gaussianity. This idea extends to systems that are not literally finite by assigning them a notional $N$ that captures the same deviation. For an ideal gas with $N$ insufficiently large for the thermodynamic limit, the velocity distribution that maximises Havrda-Charvát entropy departs markedly from the Maxwell--Boltzmann (Gaussian) form obtained in that limit. We explore how five standard normality tests -- Kolmogorov-Smirnov, Anderson-Darling, Cramér--von Mises, Jarque-Bera and Shapiro-Wilk -- respond to samples drawn from this finite-$N$ equilibrium distribution. A large-scale Monte Carlo study maps the tests' statistical power across system size $N$ and sample size $n$, providing practical reference tables and a heuristic scaling law, visualised as a contour plot, that together indicate when finite-size effects remain detectable.
format Preprint
id arxiv_https___arxiv_org_abs_2510_26821
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle When Normality Tests Detect Equilibrium Distributions of Finite N-Body Systems
Shim, Jae Wan
Statistical Mechanics
The particle number $N$ can be used as a quantitative gauge of non-Gaussianity. This idea extends to systems that are not literally finite by assigning them a notional $N$ that captures the same deviation. For an ideal gas with $N$ insufficiently large for the thermodynamic limit, the velocity distribution that maximises Havrda-Charvát entropy departs markedly from the Maxwell--Boltzmann (Gaussian) form obtained in that limit. We explore how five standard normality tests -- Kolmogorov-Smirnov, Anderson-Darling, Cramér--von Mises, Jarque-Bera and Shapiro-Wilk -- respond to samples drawn from this finite-$N$ equilibrium distribution. A large-scale Monte Carlo study maps the tests' statistical power across system size $N$ and sample size $n$, providing practical reference tables and a heuristic scaling law, visualised as a contour plot, that together indicate when finite-size effects remain detectable.
title When Normality Tests Detect Equilibrium Distributions of Finite N-Body Systems
topic Statistical Mechanics
url https://arxiv.org/abs/2510.26821