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An equation for the evolution of the distribution of wealth in a population of economic agents making binary transactions with a constant total amount of "money" has recently been proposed by one of us (RLR). This equation takes the form of…

适应与自组织系统 · 物理学 2014-07-29 Yves Pomeau , Ricardo Lopez-Ruiz

Zipf's law states that the number of firms with size greater than S is inversely proportional to S. Most explanations start with Gibrat's rule of proportional growth but require additional constraints. We show that Gibrat's rule, at all…

物理与社会 · 物理学 2014-08-26 Y. Malevergne , A. Saichev , D. Sornette

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…

凝聚态物理 · 物理学 2007-05-23 Jean-Philippe Bouchaud , Marc Mezard

We propose a stochastic model of a fragmentation process, developed by taking into account fragment lifetime as a function of their size based on the Gibrat process. If lifetime is determined by a power function of fragment size, numerical…

统计力学 · 物理学 2015-06-22 Shin-ichi Ito , Satoshi Yukawa

We propose a generalized model for uniform recursive tree (URT) by introducing an imperfect growth process, which may generate disconnected components (clusters). The model undergoes an interesting phase transition from a singly connected…

统计力学 · 物理学 2008-04-18 Zhongzhi Zhang , Shuigeng Zhou , Shanghong Zhao , Jihong Guan , Tao Zou

We address the issue of the distribution of firm size. To this end we propose a model of firms in a closed, conserved economy populated with zero-intelligence agents who continuously move from one firm to another. We then analyze the size…

综合金融 · 定量金融 2011-12-12 Anindya S. Chakrabarti

A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…

统计理论 · 数学 2014-10-29 Subrata Chakraborty , Dhrubajyoti Chakravarty

[Takayasu et al., Phys. Rev.Lett. 79, 966 (1997)] revisited the question of stochastic processes with multiplicative noise, which have been studied in several different contexts over the past decades. We focus on the regime, found for a…

统计力学 · 物理学 2009-10-30 D. Sornette

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…

统计力学 · 物理学 2007-05-23 Kenji Kawamura , Naomichi Hatano

We address the general problem of testing a power law distribution versus a log-normal distribution in statistical data. This general problem is illustrated on the distribution of the 2000 US census of city sizes. We provide definitive…

数据分析、统计与概率 · 物理学 2015-05-14 Y. Malevergne , V. Pisarenko , D. Sornette

The analysis of Tables of particle properties shows that the probability distribution of the results of physical measurements is far from the conventional Gaussian $\rho(\xi)=exp(-\xi^2/2) $, but is more likely to follow the simple…

高能物理 - 唯象学 · 物理学 2007-05-23 A. P. Bukhvostov

In a recent study of certain merging-splitting models of animal-group size (Degond et al., J. Nonl. Sci. 27 (2017) 379), it was shown that an initial size distribution with infinite first moment leads to convergence to zero in weak sense,…

偏微分方程分析 · 数学 2019-05-01 Jian-Guo Liu , Barbara Niethammer , Robert L. Pego

The distribution of firms' growth and firms' sizes is a topic under intense scrutiny. In this paper we show that a thermodynamic model based on the Maximum Entropy Principle, with dynamical prior information, can be constructed that…

适应与自组织系统 · 物理学 2015-04-30 Eduardo Zambrano , Alberto Hernando , Aurelio Fernandez-Bariviera , Ricardo Hernando , Angelo Plastino

To understand the nature of the accelerated expansion of the Universe, we need to combine constraints on the expansion rate and growth of structure. The growth rate is usually extracted from three dimensional galaxy maps by exploiting the…

We study the distribution regression problem assuming the distribution of distributions has a doubling measure larger than one. First, we explore the geometry of any distributions that has doubling measure larger than one and build a small…

机器学习 · 计算机科学 2022-03-02 Ilqar Ramazanli

In this article, we prove the existence and uniqueness of a certain distribution function on the unit interval. This distribution appears in Brent's model of the analysis of the binary gcd algorithm. The existence and uniqueness of such a…

综合数学 · 数学 2010-06-11 Gerard Maze

A new multivariate distribution possessing arbitrarily parametrized and positively dependent univariate Pareto margins is introduced. Unlike the probability law of Asimit et al. (2010) [Asimit, V., Furman, E. and Vernic, R. (2010) On a…

风险管理 · 定量金融 2016-07-19 Jianxi Su , Edward Furman

The dependence with text length of the statistical properties of word occurrences has long been considered a severe limitation quantitative linguistics. We propose a simple scaling form for the distribution of absolute word frequencies…

物理与社会 · 物理学 2015-06-15 Francesc Font-Clos , Gemma Boleda , Álvaro Corral

The rules of a game of dice are extended to a "hyper-die" with $n\in\mathbb{N}$ equally probable faces, numbered from 1 to $n$. We derive recursive and explicit expressions for the probability mass function and the cumulative distribution…

概率论 · 数学 2021-03-30 Rudolf Frühwirth , Roman Malina , Winfried Mitaroff

We consider a Markov chain on the space of (countable) partitions of the interval [0,1], obtained first by size biased sampling twice (allowing repetitions) and then merging the parts (if the sampled parts are distinct) or splitting the…

概率论 · 数学 2016-09-07 Persi Diaconis , Eddy Mayer-Wolf , Ofer Zeitouni , Martin Zerner