If X and Y are independent Gaussian random variables with mean 0 and standard deviation sigma, then sqrt(X^2 + Y^2) has a Rayleigh distribution with parameter sigma.

Here is the derivation on dsplog:

http://www.dsplog.com/2008/07/17/derive-pdf-rayleigh-random-variable/

Rayleigh Rockets was created in 1949.

Rayleigh Windmill was created in 1809.

Given the fact that the browsers which we are forced to use cannot even handle superscripts, it is virtually impossible to give a sensible answer here. URLs are prohibited so I cannot give you a link but I recommend you search Wikipedia for Rayleigh Distribution.