Related papers: Power-law distribution functions derived from maxi…
Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…
Probability distributions having power-law tails are observed in a broad range of social, economic, and biological systems. We describe here a potentially useful common framework. We derive distribution functions $\{p_k\}$ for situations in…
Multiplicative random processes in (not necessaryly equilibrium or steady state) stochastic systems with many degrees of freedom lead to Boltzmann distributions when the dynamics is expressed in terms of the logarithm of the normalized…
When the probability of measuring a particular value of some quantity varies inversely as a power of that value, the quantity is said to follow a power law, also known variously as Zipf's law or the Pareto distribution. Power laws appear…
The probability distribution of number of ties of an individual in a social network follows a scale-free power-law. However, how this distribution arises has not been conclusively demonstrated in direct analyses of people's actions in…
Recently several authors have proposed stochastic evolutionary models for the growth of complex networks that give rise to power-law distributions. These models are based on the notion of preferential attachment leading to the ``rich get…
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…
We discuss several models in order to shed light on the origin of power-law distributions and power-law correlations in financial time series. From an empirical point of view, the exponents describing the tails of the price increments…
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…
Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…
Power-law tails are ubiquitous in income distributions and in the energy distributions of diluted relativistic gases. We analyze the conceptual link between these two cases. In economic interactions fat tails arise because the richest…
The origin of power-law distributions in self-organized criticality is investigated by treating the variation of the number of active sites in the system as a stochastic process. An avalanche is then regarded as a first-return random walk…
In this paper, we propose an optimization-based mechanism to explain power law distributions, where the function that the optimization process is seeking to optimize is derived mathematically, then the behavior and interpretation of this…
In addition to the well known common properties such as small world and community structures, recent empirical investigations suggest a universal scaling law for the spatial structure of social networks. It is found that the probability…
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…
In social contexts where individuals consume varying amounts, such as shared meals or bar gatherings, splitting the total bill equally often yields surprisingly fair outcomes. In this work, we develop a statistical physics framework to…
Starting from the BBGKY hierarchy, describing the kinetics of nonlinear particle system, we obtain the relevant entropy and stationary distribution function. Subsequently, by employing the Lorentz transformations we propose the relativistic…
Behavior of condensed matter systems deviating from the standard equilibrium conditions is discussed. Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the…
A mechanism is proposed for the appearance of power law distributions in various complex systems. It is shown that in a conservative mechanical system composed of subsystems with different numbers of degrees of freedom a robust power-law…
Many natural or human-made systems encompassing local reactions and diffusion processes exhibit spatially distributed patterns of some relevant dynamical variable. These interactions, through self-organization and critical phenomena, give…