Related papers: Non-Gibrat's law in the middle scale region
The Gibbs distribution universally characterizes states of thermal equilibrium. In order to extend the Gibbs distribution to non-equilibrium steady states, one must relate the self-information $\mathcal{I}(x) = -\log(P_\text{ss}(x))$ of…
We describe an approximate statistical model for the sample variance distribution of the non-linear matter power spectrum that can be calibrated from limited numbers of simulations. Our model retains the common assumption of a multivariate…
We study distributions which have both fractal and non-fractal scale regions by introducing a typical scale into a scale invariant system. As one of models in which distributions follow power law in the large scale region and deviate…
A statistical model of fragmentation of aggregates is proposed, based on the stochastic propagation of cracks through the body. The propagation rules are formulated on a lattice and mimic two important features of the process -- a crack…
We investigate the effects of non-commutative geometry on the topological aspects of gauge theory using a non-perturbative formulation based on the twisted reduced model. The configuration space is decomposed into topological sectors…
Dissipative processes cause collisionless plasmas in many systems to develop nonthermal particle distributions with broad power-law tails. The prevalence of power-law energy distributions in space/astrophysical observations and kinetic…
In earlier work, we derived a nonlinear, nonlocal Fokker-Planck equation for the Yard-Sale Model of asset exchange. In the absence of redistribution, we showed that the Gini coefficient is a Lyapunov functional for this model, tending to…
The Large Deviation Principle (LDP) and the Central Limit Theorem (CLT) are central pillars of probability theory. While their formulations are established under the i.i.d. assumption, the probabilistic foundation for power-law…
We show that size-rank distributions with power-law decay (often only over a limited extent) observed in a vast number of instances in a widespread family of systems obey Tsallis statistics. The theoretical framework for these distributions…
This paper introduces nonparametric econometric methods that characterize general power law distributions under basic stability conditions. These methods extend the literature on power laws in the social sciences in several directions.…
We introduce a non-growth model that generates the power-law distribution with the Zipf exponent. There are N elements, each of which is characterized by a quantity, and at each time step these quantities are redistributed through binary…
It is shown that power law phase space distributions describe marginally stable Gibbsian equilibria far from thermal equilibrium which are expected to occur in collisionless plasmas containing fully developed quasi-stationary turbulence.…
We introduce and analyze a linear kinetic model that describes the evolution of the probability density of the number of firms in a society, in which the microscopic rate of change obeys to the so-called law of proportional effect proposed…
Two models of binary fragmentation are introduced in which a time dependent transition size produces two regions of fragment sizes above and below the transition size. In the models we consider a fixed rate of fragmentation for the largest…
In nature or societies, the power-law is present ubiquitously, and then it is important to investigate the mathematical characteristics of power-laws in the recent era of big data. In this paper we prove the superposition of non-identical…
Let A be a p-variate real Wishart matrix on n degrees of freedom with identity covariance. The distribution of the largest eigenvalue in A has important applications in multivariate statistics. Consider the asymptotics when p grows in…
We provide a complete description of possible covariance matrices consistent with a Gaussian latent tree model for any tree. We then present techniques for utilising these constraints to assess whether observed data is compatible with that…
We study the scaling properties of the non-equilibrium stationary states (NESS) of a reaction-diffusion model. Under a suitable smallness condition, we show that the density of particles satisfies a law of large numbers with respect to the…
We introduce a stochastic model to explain a double power-law distribution which exhibits two different Paretian behaviors in the upper and the lower tail and widely exists in social and economic systems. The model incorporates fitness…
We formalize a generalized form of the Pareto principle - ``fraction $p$ of inputs yields fraction $1-p$ of outputs'' - as a property of non-negative gain densities $\ell \in L^1([0,1])$, working with the decreasing rearrangement to obtain…