English

A mechanism to derive multi-power law functions: an application in the econophysics framework

Data Analysis, Statistics and Probability 2009-11-13 v1 Physics and Society General Finance

Abstract

It is generally recognized that economical systems, and more in general complex systems, are characterized by power law distributions. Sometime, these distributions show a changing of the slope in the tail so that, more appropriately, they show a multi-power law behavior. We present a method to derive analytically a two-power law distribution starting from a single power law function recently obtained, in the frameworks of the generalized statistical mechanics based on the Sharma-Taneja-Mittal information measure. In order to test the method, we fit the cumulative distribution of personal income and gross domestic production of several countries, obtaining a good agreement for a wide range of data.

Keywords

Cite

@article{arxiv.physics/0612231,
  title  = {A mechanism to derive multi-power law functions: an application in the econophysics framework},
  author = {A. M. Scarfone},
  journal= {arXiv preprint arXiv:physics/0612231},
  year   = {2009}
}

Comments

10pages, 3 figures. Presented at Int. Conf. on Application of Physics in Financial Analisys (APFA5), June 29 - July 1, 2006 Torino, Italy

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