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Strong violations of existing fluctuation theorems may arise in nonequilibrium steady states characterized by distributions with power-law tails. The ratio of the probabilities of positive and negative fluctuations of equal magnitude…

Statistical Mechanics · Physics 2012-07-11 Adrian A. Budini

In this paper, we proposed a new lifetime distribution namely generalized weighted Lindley (GLW) distribution. The GLW distribution is a useful generalization of the weighted Lindley distribution, which accommodates increasing, decreasing,…

Statistics Theory · Mathematics 2016-07-20 P. L. Ramos , F. Louzada

We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…

Statistical Mechanics · Physics 2013-06-11 Stefano Lepri

This paper presents a study of power series distributions (PSD) with prescribed covariance characteristics. Such distributions constitute a fundamental class in probability theory and mathematical statistics, as they generalize a wide range…

Statistics Theory · Mathematics 2025-12-23 Oleksandr Volkov , Yurii Volkov , Nataliia Voinalovych

We introduce a stochastic model to explain a double power-law distribution which exhibits two different Paretian behaviors in the upper and the lower tail and widely exists in social and economic systems. The model incorporates fitness…

Physics and Society · Physics 2011-04-25 D. D. Han , J. H. Qian , Y. G. Ma

The double Pareto distribution is a heavy-tailed distribution with a power-law tail, that is generated via geometric Brownian motion with an exponentially distributed observation time. In this study, we examine a modified model wherein the…

Statistical Mechanics · Physics 2024-04-30 Ken Yamamoto , Takashi Bando , Hirokazu Yanagawa , Yoshihiro Yamazaki

We summarize a book under publication with his title written by the three present authors, on the theory of Zipf's law, and more generally of power laws, driven by the mechanism of proportional growth. The preprint is available upon request…

General Finance · Quantitative Finance 2014-08-26 A. Saichev , Y. Malevergne , D. Sornette

The degree distributions of complex networks are usually considered to be power law. However, it is not the case for a large number of them. We thus propose a new model able to build random growing networks with (almost) any wanted degree…

Social and Information Networks · Computer Science 2020-12-08 Thibaud Trolliet , Frédéric Giroire , Stéphane Pérennes

Pareto law, which states that wealth distribution in societies have a power-law tail, has been a subject of intensive investigations in statistical physics community. Several models have been employed to explain this behavior. However, most…

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

Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…

Statistical Mechanics · Physics 2008-12-10 H. Takayasu , M. Takayasu , M. P. Okazaki , K. Marumo , T. Shimizu

Parton distribution functions (PDFs) describe universal properties of bound states and allow us to calculate scattering amplitudes in processes with large momentum transfer. Calculating PDFs involves the evaluation of matrix elements with a…

High Energy Physics - Lattice · Physics 2025-02-10 Mari Carmen Bañuls , Krzysztof Cichy , C. -J. David Lin , Manuel Schneider

We consider a multitype Galton-Watson process that allows for the mutation and reversion of individual types in discrete and continuous time. In this setting, we explicitly compute the time evolution of quantities such as the mean and…

Populations and Evolution · Quantitative Biology 2026-01-01 Qiao Huang , Nicolas Privault

We study the emergence of a power law distribution in the systems which can be characterized by a hierarchically organized supplying network. It is shown that conservation laws on the branches of the network can, at some approximation,…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 V. Gafiychuk , I. Lubashevsky , A. Stosyk

In this paper we consider the gravitational field of fractal distribution of particles. To describe fractal distribution, we use the fractional integrals. The fractional integrals are considered as approximations of integrals on fractals.…

Astrophysics · Physics 2015-03-19 Vasily E. Tarasov

We consider a population with non-overlapping generations, whose size goes to infinity. It is described by a discrete genealogy which may be time non-homogeneous and we pay special attention to branching trees in varying environments. A…

Probability · Mathematics 2013-05-22 Vincent Bansaye , Chunmao Huang

Using numerical simulations and scaling theory we study the dynamics of the world-wide Web from the growth rules recently proposed in Ref. [1] with appropriate parameters. We demonstrate that the emergence of power-law behavior of the out-…

Statistical Mechanics · Physics 2009-11-07 Bosiljka Tadic

Many studies in Economics and other disciplines have been reporting distributions following power-law behavior (i.e distributions of incomes (Pareto's law), city sizes (Zipf's law), frequencies of words in long sequences of text etc.)[1, 6,…

Mathematical Physics · Physics 2008-12-10 Francesco Vallone

The Large Deviation Principle (LDP) and the Central Limit Theorem (CLT) are central pillars of probability theory. While their formulations are established under the i.i.d. assumption, the probabilistic foundation for power-law…

Probability · Mathematics 2026-04-22 Hiroki Suyari , Antonio M. Scarfone

The effects of saving and spending patterns on holding time distribution of money are investigated based on the ideal gas-like models. We show the steady-state distribution obeys an exponential law when the saving factor is set uniformly,…

Physics and Society · Physics 2009-11-11 Ning Ding , Ning Xi , Yougui Wang

We show that there is a common mode of origin for the power laws observed in two different models: (i) the Pareto law for the distribution of money among the agents with random saving propensities in an ideal gas-like market model and (ii)…

Physics and Society · Physics 2009-11-11 Pratip Bhattacharyya , Arnab Chatterjee , Bikas K Chakrabarti
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