Probability density function
From CFD-Wiki
Stochastic methods use distribution functions to decribe the fluctuacting scalars in a turbulent field.
The distribution function of a scalar
is the probability
of finding a value of
The probability of finding in a range
is
The probability density function (PDF) is
where is the probability of
being in the range
. It follows that
Integrating over all the possible values of .
The PDF of any stochastic variable depends "a-priori" on space and time.