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Power-law distributions with various exponents are studied. We first introduce a simple and generic model that reproduces Zipf's law. We can regard this model both as the time evolution of the population of cities and that of the asset…

Statistical Mechanics · Physics 2007-05-23 Kenji Kawamura , Naomichi Hatano

In a recent paper in this journal [J. Stat. Mech. (2009) P02037] we proposed a new, physically motivated, distribution function for modeling individual incomes having its roots in the framework of the k-generalized statistical mechanics.…

General Finance · Quantitative Finance 2012-12-07 F. Clementi , M. Gallegati , G. Kaniadakis

In the spirit of the emergent field of econophysics, a goodness-of-fit test for the Power-Law distribution, based on the Empirical Distribution Function (EDF) is presented, and related problems are discussed. An analysis of the tail…

Statistical Mechanics · Physics 2019-10-23 H. F. Coronel-Brizio , C. R. de la Cruz-Laso , A. R. Hernandez-Montoya

We study the distributions of money in a simple closed economic system for different types of monetary transactions. We know that for arbitrary and random sharing but locally conserving money transactions, the money distribution goes to the…

Statistical Mechanics · Physics 2009-11-07 Anirban Chakraborti

The first part of this paper is a brief survey of the approaches to economic inequality based on ideas from statistical physics and kinetic theory. These include the Boltzmann kinetic equation, the time-reversal symmetry, the ergodicity…

Physics and Society · Physics 2023-06-06 Danial Ludwig , Victor M. Yakovenko

Several populational networks present complex topologies when implemented in evolutionary algorithms. A common feature of these topologies is the emergence of a power law. Power law behavior with different scaling factors can also be…

Computation · Statistics 2022-03-08 Francisco Leonardo Bezerra Martins , José Cláudio do Nascimento

Zipf's power-law distribution is a generic empirical statistical regularity found in many complex systems. However, rather than universality with a single power-law exponent (equal to 1 for Zipf's law), there are many reported deviations…

Physics and Society · Physics 2015-03-18 Ryohei Hisano , Didier Sornette , Takayuki Mizuno

The emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…

Statistical Mechanics · Physics 2026-05-25 Henrique S. Lima , Evaldo M. F. Curado

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…

Condensed Matter · Physics 2007-05-23 Jean-Philippe Bouchaud , Marc Mezard

Personal income distributions in Japan are analyzed empirically and a simple stochastic model of the income process is proposed. Based on empirical facts, we propose a minimal two-factor model. Our model of personal income consists of an…

Physics and Society · Physics 2008-12-02 Wataru Souma , Makoto Nirei

Distributions following a power-law are an ubiquitous phenomenon. Methods for determining the exponent of a power-law tail by graphical means are often used in practice but are intrinsically unreliable. Maximum likelihood estimators for the…

Other Condensed Matter · Physics 2007-08-11 Heiko Bauke

Using the Generalised Lotka Volterra (GLV) model adapted to deal with muti agent systems we can investigate economic systems from a general viewpoint and obtain generic features common to most economies. Assuming only weak generic…

Statistical Mechanics · Physics 2009-11-07 Sorin Solomon , Peter Richmond

In this second part of our survey on the social and natural distributions, we investigate some models, which intend to explain the statistical regularity of the natural and social distributions. There is a large variety of models and in…

Physics and Society · Physics 2016-07-05 L. Benguigui , M. Marinov

The generalized binomial distribution in Tsallis statistics (power-law system) is explicitly formulated from the precise $q$-Stirling's formula. The $\alpha $-divergence (or $q$-divergence) is uniquely derived from the generalized binomial…

Mathematical Physics · Physics 2014-05-13 Hiroki Suyari , Antonio Maria Scarfone

Given $n$ samples of a regular discrete distribution $\pi$, we prove in this article first a serial of SLLNs results (of Dvoretzky and Erd\"{o}s' type) which implies a typical power law when $\pi$ is heavy-tailed. Constructing a (random)…

Probability · Mathematics 2013-12-12 Xin-Xing Chen , Jian-Sheng Xie , Jiangang Ying

Gradually Truncated Log-normal distribution - Size distribution of firms Abstract Many natural and economical phenomena are described through power law or log- normal distributions. In these cases, probability decreases very slowly with…

Statistical Mechanics · Physics 2008-12-02 Hari M. Gupta , Jose R. Campanha

A simple method to derive parametric analytical extensions of Benford's law for first digits of numerical data is proposed. Two generalized Benford distributions are considered, namely the two-sided power Benford distribution and the new…

Statistics Theory · Mathematics 2007-06-13 Werner Hurlimann

A two-state master equation based decision making model has been shown to generate phase transitions, to be topologically complex and to manifest temporal complexity through an inverse power-law probability distribution function in the…

Adaptation and Self-Organizing Systems · Physics 2015-06-22 Bruce J. West , Malgorzata Turalska , Paolo Grigolini

The human society is a very complex system; still, there are several non-trivial, general features. One type of them is the presence of power-law distributed quantities in temporal statistics. In this Letter, we focus on the origin of…

Physics and Society · Physics 2009-11-13 Tao Zhou , Hoang Anh Tuan Kiet , Beom Jun Kim , Bing-Hong Wang , Petter Holme

Consensus about the universality of the power law feature in complex networks is experiencing profound challenges. To shine fresh light on this controversy, we propose a generic theoretical framework in order to examine the power law…

Physics and Society · Physics 2021-05-24 Xiaojun Zhang , Zheng He , Liwei Zhang , Lez Rayman-Bacchus , Yue Xiao , Shuhui Shen
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