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...

We present a study of three large object-oriented software systems—VisualWorks Smalltalk, Java JDK and Eclipse—searching for scaling laws in some of their properties. We study four system properties related to code production, namely the inheritance hierarchies, the naming of variables and...

Multidimensional potential energy landscapes (PELs) have a Gaussian distribution for the energies of the minima, but at the same time the distribution of the hyperareas for the basins of attraction surrounding the minima follows a power-law. To explore how both these features can simultaneously...

Motivated by the question “how equal is the distribution of wealth within a given human population?” economics devised an impressive toolbox of quantitative measures of societal egalitarianism including the Lorenz curve and the following indices: Gini, Pietra, Hoover, Amato, Hirschman,...

From the Old Testament to the Communist Manifesto, and from the French Revolution to the Occupy Wall Street protests, social inequality has always been at the focal point of public debate, as well as a major driver of political change. Although being of prime interest since Biblical times, the...

Recent empirical evidence based on extensive databases shows that firm size distributions (FSD) vary with the sample. This paper analyses the effect of sample size on the FSD of Spanish manufacturing firms for the years 2001 and 2006. We use a comprehensive dataset that has two measures of firm...

Benford’s law is a counterintuitive statistical law asserting that the distribution of leading digits, taken from a large ensemble of positive numerical values that range over many orders of scale, is logarithmic rather than uniform (as intuition suggests). In this paper we explore Benford’s...

In this paper, we describe a newly discovered statistical property of time series data for daily price changes. We investigated quantitatively the calm-time intervals of price changes for 800 companies listed in the Tokyo Stock Exchange, and for the Nikkei 225 index in the 27-year period from...

We present a universal mechanism for the temporal generation of power-law distributions with arbitrary integer-valued exponents.

The unique scaling behavior of financial time series have attracted the research interest of physicists. Variables such as stock returns, share volume, and number of trades have been found to display distributions that are consistent with a power-law tail. We present an overview of recent...