Power-Law Distributions from Sigma-Pi Structure of Sums of Random Multiplicative Processes

We introduce a simple growth model in which the sizes of entities evolve as multiplicative random processes that start at different times. A novel aspect we examine is the dependence among entities. For this, we consider three classes of dependence between growth factors governing the evolution of s...

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Bibliographic Details
Main Authors: Arthur Matsuo Yamashita Rios de Sousa, Hideki Takayasu, Didier Sornette, Misako Takayasu
Format: Article
Language:English
Published: MDPI AG 2017-08-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/19/8/417