Random Walk, Laplace Equation, Poisson Equation, Brownian Motion, Maxwell Boltzmann.
Rayleigh (2-D) and Maxwell-Boltzmann (3-D) distributions. More generally, the random walk in an N-dimensional vector space can generate chi distributions with N degrees of freedom, with the implication that the Rayleigh and Maxwell-Boltzmann distributions are the chi distributions with 2 and 3