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It is generally recognized that economical systems, and more in general complex systems, are characterized by power law distributions. Sometime, these distributions show a changing of the slope in the tail so that, more appropriately, they…

Data Analysis, Statistics and Probability · Physics 2009-11-13 A. M. Scarfone

It is demonstrated that World War II casualty data display statistical structure that would be expected from multifractal data. Given that the data displayed these properties, it is shown how the existence of power-law tails in the…

Data Analysis, Statistics and Probability · Physics 2012-04-03 Michael Kyle Lauren

Ex ante forecast outcomes should be interpreted as counterfactuals (potential histories), with errors as the spread between outcomes. Reapplying measurements of uncertainty about the estimation errors of the estimation errors of an…

Risk Management · Quantitative Finance 2012-09-12 Nassim N. Taleb

Topological defects dominate the deformation response of materials in processes ranging from quantum turbulence to crystal plasticity. We calculate the probability distribution function for the fluctuations in velocity $v$, using scaling…

Statistical Mechanics · Physics 2012-03-02 Luiza Angheluta , Patricio Jeraldo , Karin Dahmen , Nigel Goldenfeld

In high energy p+p(bar) interactions the mean multiplicity and transverse mass spectra of neutral mesons from eta to Upsilon (m = 0.5 - 10 GeV/c^2) and the transverse mass spectra of pions (m_T > 1 GeV/c^2) reveal a remarkable behaviour:…

High Energy Physics - Phenomenology · Physics 2009-11-07 Marek Gazdzicki , Mark I. Gorenstein

In discrete contexts such as the degree distribution for a graph, \emph{scale-free} has traditionally been \emph{defined} to be \emph{power-law}. We propose a reasonable interpretation of \emph{scale-free}, namely, invariance under the…

Probability · Mathematics 2014-07-01 Richard Arratia , Thomas M. Liggett , Malcolm J. Williamson

Some authors have recently argued that a finite-size scaling law for the text-length dependence of word-frequency distributions cannot be conceptually valid. Here we give solid quantitative evidence for the validity of such scaling law,…

Data Analysis, Statistics and Probability · Physics 2018-04-12 Alvaro Corral , Francesc Font-Clos

We revisit effective scenarios for the origin of heavy tails in stationary velocity distributions. A first analysis combines localization with diffusive acceleration. That gets realized in space plasmas to find the so-called…

Statistical Mechanics · Physics 2020-06-24 Thibaut Demaerel , Wojciech De Roeck , Christian Maes

We review briefly the concepts underlying complex systems and probability distributions. The later are often taken as the first quantitative characteristics of complex systems, allowing one to detect the possible occurrence of regularities…

Data Analysis, Statistics and Probability · Physics 2007-07-17 D. Sornette

We study minimization of a parametric family of relative entropies, termed relative $\alpha$-entropies (denoted $\mathscr{I}_{\alpha}(P,Q)$). These arise as redundancies under mismatched compression when cumulants of compressed lengths are…

Information Theory · Computer Science 2014-10-21 M. Ashok Kumar , Rajesh Sundaresan

The z-transform technique is used to investigate the model for distribution of high-tax payers, which is proposed by two of the authors (K. Y and S. M) and others. Our analysis shows an asymptotic power-law of this model with the exponent…

We analyze the dynamic properties of dissipationless Generalized Langevin Equations in the presence of fluid inertial kernels possessing power-law tails, $k(t) \sim t^{-\kappa}$. While for $\kappa >1$ the dynamics is manifestly non ergodic,…

Statistical Mechanics · Physics 2025-05-15 Giuseppe Procopio , Chiara Pezzotti , Massimiliano Giona

Taylors Law (TL) describes the scaling relationship between the mean and variance of populations as a power-law. TL is widely observed in ecological systems across space and time with exponents varying largely between 1 and 2. Many…

Populations and Evolution · Quantitative Biology 2015-02-24 Xiao Xiao , Kenneth J. Locey , Ethan P. White

Taylor's power law states that the variance function decays as a power law. It is observed for population densities of species in ecology. For random networks another power law, that is, the power law degree distribution is widely studied.…

Probability · Mathematics 2020-01-10 István Fazekas , Csaba Noszály , Noémi Uzonyi

In this paper, we will give a sufficient condition for a non-negative random variable $X$ to be heavy tailed by investigating the Laplace-Stieltjes transform of the probability distribution function. We focus on the relation between the…

Probability · Mathematics 2009-09-02 Kenji Nakagawa

In classical thermodynamics the entropy is an extensive quantity, i.e.\ the sum of the entropies of two subsystems in equilibrium with each other is equal to the entropy of the full system consisting of the two subsystems. The extensitivity…

Plasma Physics · Physics 2018-12-05 H. Fichtner , K. Scherer , M. Lazar , H. J. Fahr , Z. Vörös

We investigate the relaxation of long-tailed distributions under stochastic dynamics that do not support such tails. Linear relaxation is found to be a borderline case in which long tails are exponentially suppressed in time but not…

Statistical Mechanics · Physics 2015-06-22 Christian Van den Broeck , Upendra Harbola , Raul Toral , Katja Lindenberg

We show that the well-known Langevin equation, modeling the Brownian motion and leading to a Gaussian stationary distribution of the corresponding Fokker-Planck equation, is changed by the smallest multiplicative noise. This leads to a…

High Energy Physics - Phenomenology · Physics 2009-11-10 Tamas S. Biro , Antal Jakovac

Distributions derived from non-extensive Tsallis statistics are closely connected with dynamics described by a nonlinear Fokker-Planck equation. The combination shows promise in describing stochastic processes with power-law distributions…

Statistical Mechanics · Physics 2008-12-02 Fredrick Michael , M. D. Johnson

The kappa-deformed statistics has been studied in many papers. It is naturally important question for us to ask what should the kappa parameter stand for and under what physical situation should the kappa-deformed statistics be suitable for…

Statistical Mechanics · Physics 2015-08-10 Lina Guo , Jiulin Du