Showing 1 - 10 of 24
Scale-invariant intergalactic dynamics governed by a statistically homogeneous cascade process generically yields multifractal luminosity distributions with highly inhomogeneous realizations (the standard nonfractal and fractal models are special limiting cases). The main obstacles for extending...
Persistent link: https://www.econbiz.de/10011063988
We introduce and study a stochastic growth–collapse model. The growth process is a steady random inflow with stationary, independent, and non-negative increments. Crashes occur according to an arbitrary renewal process, they are geometric, and their magnitudes are random and are governed by an...
Persistent link: https://www.econbiz.de/10011057160
We introduce and study an analytic model for physical systems exhibiting growth-collapse and decay-surge evolutionary patterns. We consider a generic system undergoing a smooth deterministic growth/decay evolution, which is occasionally interrupted by abrupt stochastic collapse/surge...
Persistent link: https://www.econbiz.de/10011057691
The Central Limit Theorem (CLT) and Extreme Value Theory (EVT) study, respectively, the stochastic limit-laws of sums and maxima of sequences of independent and identically distributed (i.i.d.) random variables via an affine scaling scheme. In this research we study the stochastic limit-laws of...
Persistent link: https://www.econbiz.de/10011057915
Tsallis maximum entropy distributions provide useful tools for the study of a wide range of scenarios in mathematics, physics, and other fields. Here we apply a Tsallis maximum entropy ansatz, the q-Gaussian, to obtain time dependent wave-packet solutions to a nonlinear Schrödinger equation...
Persistent link: https://www.econbiz.de/10011058668
We establish a “Central Limit Theorem” for rank distributions, which provides a detailed characterization and classification of their universal macroscopic statistics and phase transitions. The limit theorem is based on the statistical notion of Lorenz curves, and is termed the “Lorenzian...
Persistent link: https://www.econbiz.de/10011058806
We show that within classical statistical mechanics, without taking the thermodynamic limit, the most general Boltzmann factor for the canonical ensemble is a q-exponential function. The only assumption here is that microcanonical distributions have to be separated from the total system energy,...
Persistent link: https://www.econbiz.de/10011059112
Some general features of statistical multi-agent economic models are reviewed, with particular attention to the dependence of the equilibrium wealth distribution on the agents’ saving propensities. It is shown that in a finite system of agents with a continuous saving propensity distribution a...
Persistent link: https://www.econbiz.de/10011060632
Investigations into the patterns of schizophrenia reveal evidence of scaling properties in temporal behaviour. This is shown in the spectral properties of mid-range and long-range (up to two years) daily recordings from a sample of patients drawn at the therapeutic dwelling SOTERIA (Ambühl et...
Persistent link: https://www.econbiz.de/10011061829
This work studies the Zipf law for cities in Brazil. Data from censuses of 1970, 1980, 1991 and 2000 were used to select a sample containing only cities with 30,000 inhabitants or more. The results show that the population distribution in Brazilian cities does follow a power-law similar to the...
Persistent link: https://www.econbiz.de/10011061835