相关论文: Analytical solution of stochastic model of risk-sp…
Zipf's law is the most common statistical distribution displaying scaling behavior. Cities, populations or firms are just examples of this seemingly universal law. Although many different models have been proposed, no general theoretical…
Zipf's law describes the empirical size distribution of the components of many systems in natural and social sciences and humanities. We show, by solving a statistical model, that Zipf's law co-occurs with the maximization of the diversity…
We perform a quantitative analysis of extensive chess databases and show that the frequencies of opening moves are distributed according to a power-law with an exponent that increases linearly with the game depth, whereas the pooled…
We address the role of multiplicative stochastic processes in modeling the occurrence of power-law city size distributions. As an explanation of the result of Zipf's rank analysis, Simon's model is presented in a mathematically elementary…
We consider a simple model of firm/city/etc. growth based on a multi-item criterion: whenever entity B fares better that entity A on a subset of $M$ items out of $K$, the agent originally in A moves to B. We solve the model analytically in…
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…
We investigate the uniform reshuffling model for money exchanges: two agents picked uniformly at random redistribute their dollars between them. This stochastic dynamics is of mean-field type and eventually leads to a exponential…
The science of cities seeks to understand and explain regularities observed in the world's major urban systems. Modelling the population evolution of cities is at the core of this science and of all urban studies. Quantitatively, the most…
We study a stochastic linear discrete metapolulation model to understand the effect of risk spreading by dispersion. We calculate analytically the stable distribution of populations that live in different habitats. The result shows that the…
A statistical model of fragmentation of aggregates is proposed, based on the stochastic propagation of cracks through the body. The propagation rules are formulated on a lattice and mimic two important features of the process -- a crack…
Zipf's power law is a general empirical regularity found in many natural and social systems. A recently developed theory predicts that Zipf's law corresponds to systems that are growing according to a maximally sustainable path in the…
This article studies a portfolio optimization problem, where the market consisting of several stocks is modeled by a multi-dimensional jump-diffusion process with age-dependent semi-Markov modulated coefficients. We study risk sensitive…
It is traditionally assumed that Zipf's law implies the power-law growth of the number of different elements with the total number of elements in a system - the so-called Heaps' law. We show that a careful definition of Zipf's law leads to…
We study the distribution of neighborhoods across a set of 12 global cities and find that the distribution of neighborhood sizes follows exponential decay across all cities under consideration. We are able to analytically show that this…
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…
Following some recent works, we investigate the problem of optimising the total population size for logistic diffusive models with respect to resources distributions. Using the spatially heterogeneous Fisher-KPP equation, we obtain a…
In this paper, we consider the problem of optimal investment by an insurer. The insurer invests in a market consisting of a bank account and $m$ risky assets. The mean returns and volatilities of the risky assets depend nonlinearly on…
This paper consider a highly general dissemination model that keeps track of the stochastic evolution of the distribution of wealth over a set of agents. There are two types of events: (i) units of wealth externally arrive, and (ii) units…
In this paper, we explore the solvability and the optimal control problem for a compartmental model based on reaction-diffusion partial differential equations describing a transmissible disease. The nonlinear model takes into account the…
We introduce a solvable model of randomly growing systems consisting of many independent subunits. Scaling relations and growth rate distributions in the limit of infinite subunits are analysed theoretically. Various types of scaling…