English

Taylor's Law for some infinitely divisible probabbility distributions from population models

Probability 2022-08-10 v1 Populations and Evolution

Abstract

In a family of random variables, Taylor's law or Taylor's power law offluctuation scaling is a variance function that gives the variance σ2>0\sigma^{2}>0 of a random variable (rv) XX with expectation μ>0\mu >0 as a powerof μ\mu: σ2=Aμb\sigma ^{2}=A\mu ^{b} for finite real A>0, bA>0,\ b that are thesame for all rvs in the family. Equivalently, TL holds when logσ2=a+blogμ, a=logA\log \sigma^{2}=a+b\log \mu ,\ a=\log A, for all rvs in some set. Here we analyze thepossible values of the TL exponent bb in five families of infinitelydivisible two-parameter distributions and show how the values of bb dependon the parameters of these distributions. The five families areTweedie-Bar-Lev-Enis, negative binomial, compound Poisson-geometric,compound geometric-Poisson (or P\'{o}lya-Aeppli), and gamma distributions.These families arise frequently in empirical data and population models, and they are limit laws of Markov processes that we exhibit in each case.

Keywords

Cite

@article{arxiv.2206.13283,
  title  = {Taylor's Law for some infinitely divisible probabbility distributions from population models},
  author = {Joel E. Cohen and Thierry E Huillet},
  journal= {arXiv preprint arXiv:2206.13283},
  year   = {2022}
}
R2 v1 2026-06-24T12:05:19.177Z