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Related papers: Non-Gibrat's law in the middle scale region

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We analytically and numerically study the effect of finite spatial boundaries on the Takayasu model of diffusing and aggregating particles with steady monomer input in one dimension. Exact expressions are derived for the steady-state…

Statistical Mechanics · Physics 2025-11-13 Rohan Banerjee Ravindran , R. Rajesh

In all dimensions, infinite-range Kawasaki spin exchange in a quenched Ising model leads to an asymptotic length-scale $L \sim (\rho t)^{1/2} \sim t^{1/3}$ at $T=0$ because the kinetic coefficient is renormalized by the broken-bond density,…

Condensed Matter · Physics 2009-10-28 A. D. Rutenberg

We investigate the problem of wealth distribution from the viewpoint of asset exchange. Robust nature of Pareto's law across economies, ideologies and nations suggests that this could be an outcome of trading strategies. However, the simple…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 M. Ali Saif , Prashant M. Gade

The complex Gaussian distribution has been widely used as a fundamental spectral and noise model in signal processing and communication. However, its Gaussian structure often limits its ability to represent the diverse amplitude…

Machine Learning · Statistics 2026-03-30 Toru Nakashika

Gaussian Process State Space Models (GP-SSM) are a data-driven stochastic model class suitable to represent nonlinear dynamics. They have become increasingly popular in non-parametric modeling approaches since they provide not only a…

Systems and Control · Computer Science 2018-11-19 Thomas Beckers , Sandra Hirche

A new non-parametric statistic is introduced for the characterization of deviations from power laws. It is tested on the distribution of seismic energies given by the Gutenberg-Richter law. Based on the two first statistical log-moments, it…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. Pisarenko , D. Sornette , M. Rodkin

Parisi's formal replica-symmetry--breaking (RSB) scheme for mean-field spin glasses has long been interpreted in terms of many pure states organized ultrametrically. However, the early version of this interpretation, as applied to the…

Statistical Mechanics · Physics 2014-10-08 N. Read

Using public data (Forbes Global 2000) we show that the asset sizes for the largest global firms follow a Pareto distribution in an intermediate range, that is ``interrupted'' by a sharp cut-off in its upper tail, where it is totally…

General Finance · Quantitative Finance 2015-06-17 Davide Fiaschi , Imre Kondor , Matteo Marsili , Valerio Volpati

Heavy-tailed fluctuations and power law statistics pervade physics, finance, and economics, yet their origin is often ascribed to systems poised near criticality. Here we show that such behavior can emerge far from instability through a…

Statistical Mechanics · Physics 2025-10-15 Virgile Troude , Didier Sornette

A lattice model with a spatial dispersion corresponding to a power-law type is suggested. This model serves as a microscopic model for elastic continuum with power-law non-locality. We prove that the continuous limit maps of the equations…

Mathematical Physics · Physics 2015-01-07 Vasily E. Tarasov

We consider an ideal closed stock market, in which 100 traders have economic activities. The assets of the traders change through buying and selling stocks. We simulate the assets under conservation of both total currency and total number…

Statistical Mechanics · Physics 2008-12-10 Yoshikazu Ohtaki , Hiroshi H. Hasegawa

In this paper, the nonlinear distribution of employment across Spanish municipalities is analyzed. In addition, we explore the properties of the family of generalized power law (GPL) distributions, and test its adequacy for modelling…

Methodology · Statistics 2018-11-27 Faustino Prieto , José María Sarabia , Enrique Calderín-Ojeda

In the standard inflationary scenario based on a minimally coupled scalar field, canonical or non-canonical, the subluminal propagation of speed of scalar perturbations ensures the following consistency relation: $r \leq - 8n_{_T}$, where…

Cosmology and Nongalactic Astrophysics · Physics 2014-07-11 Sanil Unnikrishnan , S. Shankaranarayanan

The distribution of solutions of the Thouless-Anderson-Palmer equation is studied by extensive numerical experiments for fully connected 3-body interaction Ising spin glass models in a level of annealed calculation. A recent study predicted…

Disordered Systems and Neural Networks · Physics 2015-06-25 Yukinori Tonosaki , Koujin Takeda , Yoshiyuki Kabashima

Following the work of Okuyama, Takayasu and Takayasu [Okuyama, Takayasu and Takayasu 1999] we analyze huge databases of Japanese companies' financial figures and confirm that the Zipf's law, a power law distribution with the exponent -1,…

Statistical Mechanics · Physics 2008-12-02 Takayuki Mizuno , Makoto Katori , Hideki Takayasu , Misako Takayasu

We provide for the first time the growth index of linear matter fluctuations of the power law $f(T) \propto (-T)^{b}$ gravity model. We find that the asymptotic form of this particular $f(T)$ model is $\gamma \approx \frac{6}{11-6b}$ which…

General Relativity and Quantum Cosmology · Physics 2016-05-04 Spyros Basilakos

We compute the non-Gaussian contribution to the covariance of the matter power spectrum at one-loop order in Standard Perturbation Theory (SPT), and using the framework of the effective field theory (EFT) of large scale structure (LSS). The…

Cosmology and Nongalactic Astrophysics · Physics 2016-06-08 Daniele Bertolini , Katelin Schutz , Mikhail P. Solon , Jonathan R. Walsh , Kathryn M. Zurek

We advance scale-invariance arguments for systems that are governed (or approximated) by a $q-$Gaussian distribution, i.e., a power law distribution with exponent $Q=1/(1-q); q \in \mathbb{R}$. The ensuing line of reasoning is then compared…

Statistical Mechanics · Physics 2009-11-11 C. Vignat , A. Plastino

Many scientists are interested in but puzzled by the various inverse power laws with a negative exponent 1 such as the rank-size rule. The rank-size rule is a very simple scaling law followed by many observations of the ubiquitous empirical…

Physics and Society · Physics 2011-04-25 Yanguang Chen

We introduce a one-parameter deformation of the Wishart-Laguerre or chiral ensembles of positive definite random matrices with Dyson index beta=1,2 and 4. Our generalised model has a fat-tailed distribution while preserving the invariance…

Mathematical Physics · Physics 2009-11-13 G. Akemann , P. Vivo