相关论文: The uniqueness of company size distribution functi…

Time series of observables measured from complex systems do often exhibit non-normal statistics, their statistical distributions (PDF's) are not gaussian and often skewed, with roughly exponential tails. Departure from gaussianity is…

We study the regularity of the law of a quadratic form $Q(X,X)$, evaluated in a sequence $X = (X_{i})$ of independent and identically distributed random variables, when $X_{1}$ can be expressed as a sufficiently smooth function of a…

We consider a model of interface growth in two dimensions, given by a height function on the sites of the one--dimensional integer lattice. According to the discrete time update rule, the height above the site $x$ increases to the height…

We consider a probability distribution on the set of Boolean functions in n variables which is induced by random Boolean expressions. Such an expression is a random rooted plane tree where the internal vertices are labelled with connectives…

The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…

In distributional reinforcement learning not only expected returns but the complete return distributions of a policy are taken into account. The return distribution for a fixed policy is given as the solution of an associated distributional…

We analyze annual revenues and earnings data for the 500 largest-revenue U.S. companies during the period 1954-2007. We find that mean year profits are proportional to mean year revenues, exception made for few anomalous years, from which…

We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…

Zipf's law is one the most conspicuous empirical facts for cities, however, there is no convincing explanation for the scaling relation between rank and size and its scaling exponent. Based on the idea from general fractals and scaling,…

The probability distribution of the number $s$ of distinct sites visited up to time $t$ by a random walk on the fully-connected lattice with $N$ sites is first obtained by solving the eigenvalue problem associated with the discrete master…

The article presents a general discrete time dividend valuation model when the dividend growth rate is a general continuous variable. The main assumption is that the dividend growth rate follows a discrete time semi-Markov chain with…

In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are…

The probability distribution of the maximum $M_t$ of a single resetting Brownian motion (RBM) of duration $t$ and resetting rate $r$, properly centred and scaled, is known to converge to the standard Gumbel distribution of the classical…

We commented on Ref.[Andrade J S, Herrmann H J, Andrade R F S, et al. Phys. Rev. Lett. 94, 018702 (2005)] and corrected the approach to estimate the degree distribution of the Apollonian network. However, after reading our manuscript,…

We study Sutton's `microcanonical' model for the internal organisation of firms, that leads to non trivial scaling properties for the statistics of growth rates. We show that the growth rates are asymptotically Gaussian in this model, at…

Lattice QCD offers the possibility of computing parton distributions from first principles, although not in the usual $\overline{MS}$ factorization scheme. We study in this paper the evolution of non-singlet parton distribution functions…

In this paper, we study the overlap distribution and Gibbs measure of the Branching Random Walk with Gaussian increments on a binary tree. We first prove that the Branching Random Walk is 1 step Replica Symmetry Breaking and give a precise…

Herbert Simon's classic rich-get-richer model is one of the simplest empirically supported mechanisms capable of generating heavy-tail size distributions for complex systems. Simon argued analytically that a population of flavored elements…

Pitman(2003)(and subsequently Gnedin and Pitman (2006) showed that a large class of random partitions of the integers derived from a stable subordinator of index $\alpha\in(0,1)$ have infinite Gibbs (product) structure as a characterizing…

The relationship between the size and the variance of firm growth rates is known to follow an approximate power-law behavior $\sigma(S) \sim S^{-\beta(S)}$ where $S$ is the firm size and $\beta(S)\approx 0.2$ is an exponent weakly dependent…