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  • Search: subject:"Multiplicative process"
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Subject
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Multiplicative process 6 Random multiplicative process 6 Power-law distribution 3 Stochastic multiplicative process 3 Pareto's law 2 Power law 2 Social network 2 AK model 1 Bacterial colonies 1 Benford's law 1 Complex systems 1 Controllability 1 Cumulative population distribution 1 Cut-off 1 Dealer model 1 Econophysics 1 Finite-size effect 1 Firm size distribution 1 Generalised log-Normal 1 Growth-rate 1 Information diffusion 1 Information spreading 1 Inter-transaction interval (ITI) 1 Internet 1 Inverse-power distribution 1 Ito equation 1 Kapteyn multiplicative process 1 Lognormal distribution 1 Lognormal probability function 1 Long-tail distribution 1 Market returns 1 Markov chain 1 Markov multiplicative process 1 Markov-Kette 1 Metabolic networks 1 Network 1 Non-Gaussian colored noise 1 Non-linear transformation 1 Pareto efficiency 1 Pareto tails 1
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Undetermined 17 Free 1
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Article 18
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Article in journal 1 Aufsatz in Zeitschrift 1
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Undetermined 17 English 1
Author
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Czechowski, Zbigniew 2 Kawamoto, Tatsuro 2 Solomon, Sorin 2 Akira Toda, Alexis 1 Aoki, Masanao 1 Aoyama, Hideaki 1 Beare, Brendan K. 1 Buldyrev, S.V 1 Chen, Qinghua 1 Dokholyan, N.V 1 Duarte Queirós, Sílvio M. 1 Erramilli, S 1 Fujiwara, Yoshi 1 Gottwald, Georg A. 1 Hatano, Naomichi 1 Hayashi, Yukio 1 Hisano, Ryohei 1 Hong, M 1 Huang, Zhi-Feng 1 Hänggi, Peter 1 Jain, Rinku 1 Kaizoji, Taisei 1 Kim, J.Y 1 Kitada, Shuya 1 Malescio, G 1 Mizuno, Takayuki 1 Nicol, Matthew 1 Ramakumar, S 1 Richmond, Peter 1 Rozmarynowska, Aneta 1 Sato, Aki-Hiro 1 Souma, Wataru 1 Stanley, H.E 1 Tomita, Shinji 1 Wang, Yougui 1 Wilhelm, Thomas 1 Zhang, Jianhua 1
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Physica A: Statistical Mechanics and its Applications 17 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1
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RePEc 17 ECONIS (ZBW) 1
Showing 1 - 10 of 18
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Determination of Pareto exponents in economic models driven by Markov multiplicative processes
Beare, Brendan K.; Akira Toda, Alexis - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 4, pp. 1811-1833
Persistent link: https://www.econbiz.de/10013382407
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Viral spreading of daily information in online social networks
Kawamoto, Tatsuro; Hatano, Naomichi - In: Physica A: Statistical Mechanics and its Applications 406 (2014) C, pp. 34-41
dynamics is expressed as a random multiplicative process of the spreading rates, we will show that the correlation between the …
Persistent link: https://www.econbiz.de/10010874517
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A stochastic model of tweet diffusion on the Twitter network
Kawamoto, Tatsuro - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 16, pp. 3470-3475
random multiplicative process. We justify our model by directly observing the statistics of the multiplicative factors in the …
Persistent link: https://www.econbiz.de/10010873820
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On generalisations of the log-Normal distribution by means of a new product definition in the Kapteyn process
Duarte Queirós, Sílvio M. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 13, pp. 3594-3606
We discuss the modification of the Kapteyn multiplicative process using the q-product of Borges [E.P. Borges, A … retrieved when q=1, which corresponds to the traditional Kapteyn multiplicative process. The main statistical features of this …
Persistent link: https://www.econbiz.de/10011060851
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Sales distribution of consumer electronics
Hisano, Ryohei; Mizuno, Takayuki - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 2, pp. 309-318
nicely matched a multiplicative process. However, even though the multiplicative term in the process displays a size …
Persistent link: https://www.econbiz.de/10010589162
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Zipf distribution in top Chinese firms and an economic explanation
Zhang, Jianhua; Chen, Qinghua; Wang, Yougui - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 10, pp. 2020-2024
By analyzing the data of top 500 Chinese firms from the year 2002 to 2007, we reveal that their revenues and ranks obey the Zipf’s law with exponent of 1 for each year. This result confirms the universality of firm size character which has been presented in many other empirical works, since...
Persistent link: https://www.econbiz.de/10010589679
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A controllable model of a random multiplicative process for the entire distribution of population
Tomita, Shinji; Hayashi, Yukio - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 5, pp. 1345-1351
A random multiplicative process (RMP) is one of the basic models which can generate a power law distribution. Actually …
Persistent link: https://www.econbiz.de/10010590467
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The importance of the privilege for appearance of inverse-power solutions in Ito equations
Czechowski, Zbigniew; Rozmarynowska, Aneta - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 22, pp. 5403-5416
It is shown that the true cause of inverse-power distributions in the Ito equation is some kind of privilege which is hidden in the course of evolution of the system. Connections between Ito equations with additive noise or/and multiplicative noise with additive processes, multiplicative...
Persistent link: https://www.econbiz.de/10010591821
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Power-law distributions in random multiplicative processes with non-Gaussian colored multipliers
Kitada, Shuya - In: Physica A: Statistical Mechanics and its Applications 370 (2006) 2, pp. 539-552
One class of universal mechanisms that generate power-law probability distributions is that of random multiplicative processes. In this paper, we consider a multiplicative Langevin equation driven by non-Gaussian colored multipliers. We analytically derive a formula that relates the power-law...
Persistent link: https://www.econbiz.de/10010590743
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The importance of the privilege in resource redistribution models for appearance of inverse-power solutions
Czechowski, Zbigniew - In: Physica A: Statistical Mechanics and its Applications 345 (2005) 1, pp. 92-106
A polemics with the opinion that power laws generically appear in systems with finite resources is carried on. Examples of simple models of redistribution of resources which lead to short-tail distributions are given. It is shown that the true cause of inverse-power distributions is some kind of...
Persistent link: https://www.econbiz.de/10010589238
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