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

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Following the work of Okuyama, Takayasu and Takayasu [Okuyama, Takayasu and Takayasu 1999] we analyze huge databases of Japanese companies' financial figures and confirm that the Zipf's law, a power law distribution with the exponent -1,…

统计力学 · 物理学 2008-12-02 Takayuki Mizuno , Makoto Katori , Hideki Takayasu , Misako Takayasu

Employing data on the assessed value of land in 1974--2007 Japan, we exhibit a quasistatically varying log-normal distribution in the middle scale region. In the derivation, a Non-Gibrat's law under the detailed quasi-balance is adopted…

统计金融 · 定量金融 2008-12-02 Atushi Ishikawa

Recently, we developed a theory of a geometrically growing system. Here we show that the theory can explain some phenomena of power-law distribution including classical demographic and economic and novel pandemic instances, without…

物理与社会 · 物理学 2023-02-28 Kim Chol-jun

We introduce a model of proportional growth to explain the distribution of business firm growth rates. The model predicts that the distribution is exponential in the central part and depicts an asymptotic power-law behavior in the tails…

数据分析、统计与概率 · 物理学 2009-11-11 Dongfeng Fu , Fabio Pammolli , S. V. Buldyrev , Massimo Riccaboni , Kaushik Matia , Kazuko Yamasaki , H. E. Stanley

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…

统计力学 · 物理学 2008-12-02 Hari M. Gupta , Jose R. Campanha

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…

物理与社会 · 物理学 2015-06-12 Misako Takayasu , Hayafumi Watanabe , Hideki Takayasu

The aim of this work is to establish the personal income distribution from the elementary constituents of a free market; products of a representative good and agents forming the economic network. The economy is treated as a self-organized…

综合金融 · 定量金融 2015-06-04 Joachim Kaldasch

The gravitational evolution of the cosmic one-point probability distribution function (PDF) has been estimated using an analytic approximation that combines gravitational perturbation theory with the Edgeworth expansion around a Gaussian…

天体物理学 · 物理学 2009-10-31 E. Gaztanaga , P. Fosalba , E. Elizalde

We study local power fluctuations in numerical simulations of stationary, homogeneous, isotropic turbulence in two and three dimensions with Gaussian forcing. Due to the near-Gaussianity of the one-point velocity distribution, the…

统计力学 · 物理学 2009-11-13 M. M. Bandi , Sergei G. Chumakov , Colm Connaughton

The one-point probability distribution function (pdf) of the large-scale density field is an important tool to follow the evolution of cosmological structures. In this paper we present a new model for this pdf for all regimes and all…

天体物理学 · 物理学 2009-11-10 Patrick Valageas , Dipak Munshi

Gaussian belief propagation (GBP) is a recursive computation method that is widely used in inference for computing marginal distributions efficiently. Depending on how the factorization of the underlying joint Gaussian distribution is…

信息论 · 计算机科学 2018-01-22 Jian Du , Shaodan Ma , Yik-Chung Wu , Soummya Kar , José M. F. Moura

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…

概率论 · 数学 2026-04-22 Hiroki Suyari , Antonio M. Scarfone

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,…

数学物理 · 物理学 2008-12-10 Francesco Vallone

We determine the distribution of size and growthrates of German business firms in 1987-1997. We find a log-normal size distribution. The distribution of growth rates has fat tails. It can be fitted to an exponential in a narrow central…

统计力学 · 物理学 2008-12-02 Johannes Voit

We introduce a mean-field type approximation for description of company's income statistics. Utilizing huge company data we show that a discrete version of Langevin equation with additive and multiplicative noises can appropriately describe…

统计力学 · 物理学 2015-06-24 Takayuki Mizuno , Misako Takayasu , Hideki Takayasu

We introduce and analyze a linear kinetic model that describes the evolution of the probability density of the number of firms in a society, in which the microscopic rate of change obeys to the so-called law of proportional effect proposed…

综合金融 · 定量金融 2016-07-20 Giuseppe Toscani

Phenomena as diverse as breeding bird populations, the size of U.S. firms, money invested in mutual funds, the GDP of individual countries and the scientific output of universities all show unusual but remarkably similar growth…

物理与社会 · 物理学 2010-05-03 Yonathan Schwarzkopf , Robert L. Axtell , J. Doyne Farmer

In this paper we discuss a closed-form approximation of the likelihood functions of an arbitrary diffusion process. The approximation is based on an exponential ansatz of the transition probability for a finite time step $\Delta t$, and a…

物理与社会 · 物理学 2008-12-10 Luca Capriotti

It is the common lore to assume that knowing the equation for the probability distribution function (PDF) of a stochastic model as a function of time tells the whole picture defining all other characteristics of the model. We show that this…

统计力学 · 物理学 2013-05-29 Yasmine Meroz , Igor M. Sokolov , Joseph Klafter

We study size and growth distributions of products and business firms in the context of a given industry. Firm size growth is analyzed in terms of two basic mechanisms, i.e. the increase of the number of new elementary business units and…

凝聚态物理 · 物理学 2009-11-10 G. De Fabritiis , F. Pammolli , M. Riccaboni