Related papers: Non-Gibrat's law in the middle scale region
Generative modeling of spatio-temporal fields is crucial for a variety of applications, including stochastic weather generators and climate-model surrogates. However, many such fields exhibit complex dependence structures that vary across…
In this work, we perform a numerical study of three Starobinsky--type inflationary scenarios: the $\alpha$--Starobinsky inflationary model, the power--law Starobinsky inflationary model, and the power--law $\alpha$--Starobinsky inflationary…
We propose that transverse momentum spectra with power-law tails observed in ultrarelativistic heavy ion collisions can be interpreted as originating in a medium in thermal equilibrium. General conditions on the dynamical equations are…
Macroscopic fluctuation theory has shown that a wide class of non-equilibrium stochastic dynamical systems obey a large deviation principle, but except for a few one-dimensional examples these large deviation principles are in general not…
We examine the effect of a threshold bias on the power spectrum and the bispectrum in an ensemble of numerical simulations (Gaussian initial perturbations with power law spectra P(k) \sim k^n, n=+1, 0, -1, -2) and compare our results with…
In earlier work, Billey--Konvalinka--Swanson studied the asymptotic distribution of the coefficients of Stanley's $q$-hook length formula, or equivalently the major index on standard tableaux of straight shape and certain skew shapes. We…
We investigate the Japanese personal income distribution in the high income range over the 112 years 1887-1998, and that in the middle income range over the 44 years 1955-98. It is observed that the distribution pattern of the lognormal…
We propose a scale dependent analytic approximation to the exact linear growth of density perturbations in Scalar-Tensor (ST) cosmologies. In particular, we show that on large subhorizon scales, in the Newtonian gauge, the usual scale…
We study the probability distribution function of the ground-state energies of the disordered one-dimensional Ising spin chain with power-law interactions using a combination of parallel tempering Monte Carlo and branch, cut, and price…
A large consensus now seems to take for granted that the distributions of empirical returns of financial time series are regularly varying, with a tail exponent close to 3. We revisit this results and use standard tests as well as develop a…
The rich-get-richer mechanism (agents increase their ``wealth'' randomly at a rate proportional to their holdings) is often invoked to explain the Pareto power-law distribution observed in many physical situations, such as the degree…
Power law-like size distributions are ubiquitous in astrophysical instabilities. There are at least four natural effects that cause deviations from ideal power law size distributions, which we model here in a generalized way: (1) a physical…
We introduce a simple model of economy, where the time evolution is described by an equation capturing both exchange between individuals and random speculative trading, in such a way that the fundamental symmetry of the economy under an…
We compute non-Gaussianities in N-flation, a string motivated model of assisted inflation with quadratic, separable potentials and masses given by the Marcenko-Pastur distribution. After estimating parameters characterizing the bi- and…
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…
In this paper, we show how a power-law correction to the Einstein-Hilbert action provides a viable modified theory of gravity, passing the Solar-System tests, when the exponent is between the values 2 and 3. Then, we implement this paradigm…
Financial time series typically exhibit strong fluctuations that cannot be described by a Gaussian distribution. In recent empirical studies of stock market indices it was examined whether the distribution P(r) of returns r(tau) after some…
Estimating the shape of an elliptical distribution is a fundamental problem in statistics. One estimator for the shape matrix, Tyler's M-estimator, has been shown to have many appealing asymptotic properties. It performs well in numerical…
We provide general expressions for the joint distributions of the $k$ most significant $b$-ary digits and of the $k$ leading continued fraction coefficients of outcomes of an arbitrary continuous random variable. Our analysis highlights the…
We analyze three sets of income data: the US Panel Study of Income Dynamics PSID), the British Household Panel Survey (BHPS), and the German Socio-Economic Panel (GSOEP). It is shown that the empirical income distribution is consistent with…