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Related papers: Power-law distributions in empirical data

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We report an inconsistency found in probability theory (also referred to as measure-theoretic probability). For probability measures induced by real-valued random variables, we deduce an "equality" such that one side of the "equality" is a…

General Mathematics · Mathematics 2017-03-01 Guang-Liang Li , Victor O. K. Li

The present paper describes a stochastic model of fracture, whose fragment size distribution can be calculated analytically as a power-law-like distribution. The model is basically cascade fracture, but incorporates the effect that each…

Statistical Mechanics · Physics 2013-04-10 Ken Yamamoto , Yoshihiro Yamazaki

Modern foundation models rely heavily on using scaling laws to guide crucial training decisions. Researchers often extrapolate the optimal architecture and hyper parameters settings from smaller training runs by describing the relationship…

Machine Learning · Computer Science 2025-02-27 Margaret Li , Sneha Kudugunta , Luke Zettlemoyer

In this article we investigate the energy spectrum statistics of fractals at the quantum level. We show that the energy-level distribution of a fractal follows a power-law behaviour, if its energy spectrum is a limit set of piece-wise…

Disordered Systems and Neural Networks · Physics 2019-02-06 Askar A. Iliasov , Mikhail I. Katsnelson , Shengjun Yuan

This paper analyzes a variation on the well-known "power of two choices" allocation algorithms. Classically, the smallest of $d$ randomly-chosen options is selected. We investigate what happens when the largest of $d$ randomly-chosen…

Data Structures and Algorithms · Computer Science 2026-03-23 Amanda Redlich

We use a continuous-time random walk (CTRW) to model market fluctuation data from times when traders experience excessive losses or excessive profits. We analytically derive "superstatistics" that accurately model empirical market activity…

Statistical Finance · Quantitative Finance 2016-10-12 Mateusz Denys , Maciej Jagielski , Tomasz Gubiec , Ryszard Kutner , H. Eugene Stanley

Sea ice is a complex system, and observations have shown that ice segments (i.e., floes) have a wide range of sizes, with a floe size distribution that follows a power law. However, a theory for the power law and its exponent have remained…

Atmospheric and Oceanic Physics · Physics 2026-04-14 Samuel N. Stechmann , Jiuhua Hu , Brandon P. Montemuro , Nan Chen , Georgy E. Manucharyan , Evelyn Tollar , Yujia Zhang

The present paper is devoted to the relativistic statistical theory, introduced in Phys. Rev. E {\bf 66} (2002) 056125 and Phys. Rev. E {\bf 72} (2005) 036108, predicting the particle distribution function $p(E)= \exp_{\kappa}…

Statistical Mechanics · Physics 2010-12-20 G. Kaniadakis

A new model, called "Human Dynamics", has been recently proposed that individuals execute activities based on a perceived priority of tasks, which can be characterized by a power-law distribution of waiting time between consecutive tasks…

Computers and Society · Computer Science 2019-11-05 Jonathan J. H. Zhu , Tai-Quan Peng

Large language models with a huge number of parameters, when trained on near internet-sized number of tokens, have been empirically shown to obey neural scaling laws: specifically, their performance behaves predictably as a power law in…

Machine Learning · Computer Science 2022-11-01 Alexander Maloney , Daniel A. Roberts , James Sully

In the present paper, we identify several distributions from Physics and study their applicability to phenomena such as distribution of income, wealth, and expenditure. Firstly, we apply logistic distribution to these data and we find that…

General Finance · Quantitative Finance 2016-03-29 Elvis Oltean

We study the empirical version of halfspace depths with the objective of establishing a connection between the rates of convergence and the tail behaviour of the corresponding underlying distributions. The intricate interplay between the…

Statistics Theory · Mathematics 2025-06-03 Sibsankar Singha , Marie Kratz , Sreekar Vadlamani

Using a model based on generalised Lotka Volterra dynamics together with some recent results for the solution of generalised Langevin equations, we show that the equilibrium solution for the probability distribution of wealth has two…

Statistical Mechanics · Physics 2008-12-10 Peter Richmond , Sorin Solomon

Composite likelihood inference has gained much popularity thanks to its computational manageability and its theoretical properties. Unfortunately, performing composite likelihood ratio tests is inconvenient because of their awkward…

Computation · Statistics 2014-08-01 Manuela Cattelan , Nicola Sartori

Linear mixed-effects models are widely used in analyzing repeated measures data, including clustered and longitudinal data, where inferences of both fixed effects and variance components are of importance. Unlike the fixed effect inference…

Methodology · Statistics 2022-08-31 J. Zhang , W. Guo , J. S. Carpenter , Andrew Leroux , K. R. Merikangas , N. G. Martin , I. B. Hickie , H. Shou , H. Li

A novel approach is suggested for improving the accuracy of fault detection in distribution networks. This technique combines adaptive probability learning and waveform decomposition to optimize the similarity of features. Its objective is…

Signal Processing · Electrical Eng. & Systems 2023-10-03 Xinliang Ma , Weihua Liu , Bingying Jin

Simulated dark matter profiles are often modelled as a `NFW' density profile rather than a single power law. Recently, attention has turned to the rather rigorous power-law behaviour exhibited by the `pseudo phase-space density' of the dark…

Astrophysics · Physics 2008-11-26 R. N. Henriksen

The growing amount of fluctuating renewable infeeds and market liberalization increases uncertainty in power system operation. To capture the influence of fluctuations in operational planning, we model the forecast errors of the uncertain…

Optimization and Control · Mathematics 2015-08-26 Line Roald , Frauke Oldewurtel , Bart Van Parys , Göran Andersson

Conventional statistics begins with a model, and assigns a likelihood of obtaining any particular set of data. The opposite approach, beginning with the data and assigning a likelihood to any particular model, is explored here for the case…

Data Analysis, Statistics and Probability · Physics 2009-10-30 Timothy E. Holy

Many studies in Economics and other disciplines have been reporting distributions following power-law behavior (i.e distributions of incomes (Pareto's law), city sizes (Zipf's law), frequencies of words in long sequences of text etc.)[1, 6,…

Mathematical Physics · Physics 2008-12-10 Francesco Vallone
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