English

On the principle of minimum growth rate in multiplicatively interacting stochastic processes

Statistical Mechanics 2007-05-23 v1

Abstract

A method of moment inequalities is used to derive the principle of minimum growth rate in multiplicatively interacting stochastic processes(MISPs). When a value of a power-law exponent at the tail of probability distribution function exists in a range 0<s10 < s \le 1, a first-order moment diverges and an equality for a growth rate of systems breaks down. From the estimate of inequalities, we newly find a conditional inequality which determines the growth rate, and then the exponent in 0<s10 < s \le 1.

Keywords

Cite

@article{arxiv.cond-mat/0608205,
  title  = {On the principle of minimum growth rate in multiplicatively interacting stochastic processes},
  author = {Akihiro Fujihara and Toshiya Ohtsuki and Hiroshi Yamamoto},
  journal= {arXiv preprint arXiv:cond-mat/0608205},
  year   = {2007}
}

Comments

5 pages, 2 figures