Related papers: Non-Gibrat's law in the middle scale region
We study the spectral statistics in the center of the lowest Landau band of a 2D disordered system with smooth potential and strong transverse magnetic field. Due to the finite size of the system, the energy range in which there are…
We propose a flexible formulation of the multivariate non-central skew t (NCST) distribution, defined by scaling skew-normal random vectors with independent chi-squared variables. This construction extends the classical multivariate t…
Sample space reducing (SSR) processes offer a simple analytical way to understand of the origin and ubiquity of power-laws in many path-dependent complex systems. SRR processes show a wide range of applications that range from fragmentation…
A finite point process is characterized by the distribution of the number of points (the size) of the process. In some applications, for example, in the context of packet flows in modern communication networks, it is of interest to infer…
To describe the small-scale intermittency of turbulence, a self-similarity is assumed for the probability density function of a logarithm of the rate of energy dissipation smoothed over a length scale among those in the inertial range. The…
We investigate numerically the inverse participation ratios in a spin-1/2 XXZ chain, computed in the "Ising" basis (i.e., eigenstates of $\sigma^z_i$). We consider in particular a quantity $T$, defined by summing the inverse participation…
This paper is a continuation of papers \cite{UmarovTsallisSteinberg,UmarovTsallisGellmannSteinberg}. In Part I \cite{UmarovTsallisGellmannSteinberg} a description (representation) of $(q,\alpha)$-stable distributions based on a…
By using a simple observation that the density processes appearing in Ito's martingale representation theorem are invariant under the change of measures, we establish a non-linear version of the Cameron-Martin formula for solutions of a…
The different between the inverse power function and the negative exponential function is significant. The former suggests a complex distribution, while the latter indicates a simple distribution. However, the association of the power-law…
We introduce a new statistical tool (the TP-statistic and TE-statistic) designed specifically to compare the behavior of the sample tail of distributions with power-law and exponential tails as a function of the lower threshold u. One…
Tensor non-Gaussianity represents an important future probe of the physics of inflation. Inspired by recent works, we elaborate further on the possibility of significant primordial tensor non-Gaussianities sourced by extra fields during…
We provide an exact solution to the ideal-gas-like models studied in econophysics to understand the microscopic origin of Pareto-law. In these class of models the key ingredient necessary for having a self-organized scale-free steady-state…
We consider the original $\beta$-Fermi-Pasta-Ulam-Tsingou ($\beta$-FPUT) system; numerical simulations and theoretical arguments suggest that, for a finite number of masses, a statistical equilibrium state is reached independently of the…
We study the nonlinear propagator, a key ingredient in renormalized perturbation theory (RPT) that allows a well-controlled extension of perturbation theory into the nonlinear regime. We show that it can be thought as measuring the memory…
Various multi-agent models of wealth distributions defined by microscopic laws regulating the trades, with or without a saving criterion, are reviewed. We discuss and clarify the equilibrium properties of the model with constant global…
In this paper we introduce a new flexible class of distributions with bounded support, called reflected Generalized Topp-Leone Power Series (rGTL-PS), obtained by compounding the reflected Generalized Topp-Leone (van Drop and Kotz, 2006)…
A class of conserved models of wealth distributions are studied where wealth (or money) is assumed to be exchanged between a pair of agents in a population like the elastically colliding molecules of a gas exchanging energy. All sorts of…
A fourth-order and a second-order nonlinear diffusion models in spectral space are proposed to describe gravitational wave turbulence in the approximation of strongly local interactions. We show analytically that the model equations satisfy…
Power law scaling is observed in many physical, biological and socio-economical complex systems and is now considered as an important property of these systems. In general, power law exists in the central part of the distribution. It has…
The behavior of stock market returns over a period of 1-60 days has been investigated for S&P 500 and Nasdaq within the framework of nonextensive Tsallis statistics. Even for such long terms, the distributions of the returns are…