 Random-phase amplitude and the Rayleigh distribution

In an 1880 paper, John William Strutt, known as Lord Rayleigh, studied the resultant of many oscillations with a common frequency and arbitrary oscillation phases. His large-number calculation distinguished a mean intensity from a definite resultant amplitude and used planar coordinates followed by a polar integral. The resulting amplitude density is the Rayleigh distribution in a different scale convention. This is a large-number description, not an exact law for every finite collection of oscillations.^[ref]

To see the connection in a chosen model, take independent oscillation phases ${\Theta }_j$ with uniform distribution on $[0,2\pi )$ and equal component amplitude $a$. The phasor sum has coordinatesBoth have mean zero, variance $n{a}^2/2$ and zero covariance. The multivariate central limit theorem gives an approximately circular Gaussian random vector for large $n$, with $\sigma =a\sqrt{n/2}$. Its amplitude $\sqrt{X_n^2+Y_n^2}$ is therefore approximately Rayleigh. For every finite $n$, that amplitude is bounded by $na$, whereas a Rayleigh distribution has an unbounded tail. At $n=1$ it is exactly $a$. This simple endpoint check prevents the approximation from becoming a false exact identity.