< List of probability distributions > Holtsmark distribution
What is the Holtsmark distribution?
The Holtsmark distribution is a member of the Levy family and named after Norwegian physicist Johan Peter Holtsmark, who proposed the distribution as a model for fluctuating fields in plasma caused by chaotic motion of charged particles [1]. It has applications in astrophysics for the distribution of gravitational bodies and and plasma physics, where it can model the electric-microfield distribution involved in spectral line shapes [2].
Holtsmark distribution properties

The Holtsmark distribution of electric micro-fields in the quasi-static approximation is:

or, equivalently

The Holtsmark distribution is an one of few stable distributions with a closed form expression of a probability density function (PDF). However, the PDF is not expressible in terms of elementary functions; it can, however, be expressed in terms of hypergeometric functions [3] plus the Airy function of the second kind and its derivative [2].

Modified Holtsmark distributions
While the Holtsmark distribution models the stationary probability distribution of a magnetic field, generated by moving charges of the plasma environment, a modified Holtsmark distribution can model a stationary probability distribution of force, acting on a charged particle in this environment, taking into account magnetic interaction [4].
Holtsmark’s original 1919 work took into account the total electrostatic field generated by all plasma particles. A simplified version of the distribution considers the “nearest neighbor” effect, because the force between two charged particles varies as the distance changes. The probability that a charged particle’s nearest neighbor, at distance r, is the probability that the biggest sphere with no other particles is of radius r. Assuming that this empty sphere with volume V follows a Poisson distribution g(V) = V0-1 exp (-V/V0), then the nearest neighbor probability g(r) of separation r is [5]

References
[1] J. Holtsmark, Uber die Verbreiterung von Spektrallinien, Ann. Phys. (Leipzig) 58, 577-630 (1919).
[2] Pain, J. Expression of the Holtsmark function in terms of hypergeometric 2F2 and Airy Bi functions. arXiv:2001.11893.
[3] W. H. Lee, Continuous and Discrete Properties of Stochastic Processes, PhD thesis (University of Nottingham, 2010), pp. 37-39 (citing T. M. Garoni, N. E. Frankel, “Lévy flights: Exact results and asymptotics beyond all orders”, Journal of Mathematical Physics 43 #5, 2670-2689 (2002)).
[4] Tymchyshyn, V. Internal magnetic field distribution in plasmas. Physics of Plasmas 26, 042120 (2019)
[5] Klages, R. et al. (2008). Anomalous Transport: Foundations and Applications. Wiley.