Calculate Boltzmann Distribution Properties
Calculates properties of a Boltzmann distribution given energy levels and temperature. The Boltzmann distribution describes the probability of states in thermal equilibrium and can be applied to portfolio optimization, maximum entropy models, and market microstructure. Returns comprehensive thermodynamic properties including probabilities, partition function, average energy, entropy, free energy, and heat capacity.
Use Cases:
- Maximum entropy portfolio optimization with return constraints
- Model market equilibrium states
- Calibrate energy-based models for risk
- Analyze statistical mechanics of trading systems
- Temperature-parameterized risk preferences
Formula: P(E_i) = exp(-E_i/T) / Z, where Z = Σ exp(-E_i/T)
Credits: 5 credits per request (Pro Tier) [Tier: ENTERPRISE, Credits: 10]
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