Ken Yamamoto, Takashi Bando, Hirokazu Yanagawa and Yoshihiro Yamazaki
{"title":"利用均匀分布的观测时间实现双帕累托分布中幂律的变形","authors":"Ken Yamamoto, Takashi Bando, Hirokazu Yanagawa and Yoshihiro Yamazaki","doi":"10.1088/1742-5468/ad3a5c","DOIUrl":null,"url":null,"abstract":"The double Pareto distribution is a heavy-tailed distribution with a power-law tail, that is generated via geometric Brownian motion with an exponentially distributed observation time. In this study, we examine a modified model wherein the exponential distribution of the observation time is replaced with a continuous uniform distribution. The probability density, complementary cumulative distribution, and moments of this model are exactly calculated. Furthermore, the validity of the analytical calculations is discussed in comparison with numerical simulations of stochastic processes.","PeriodicalId":17207,"journal":{"name":"Journal of Statistical Mechanics: Theory and Experiment","volume":null,"pages":null},"PeriodicalIF":2.2000,"publicationDate":"2024-04-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Deformation of power law in the double Pareto distribution using uniformly distributed observation time\",\"authors\":\"Ken Yamamoto, Takashi Bando, Hirokazu Yanagawa and Yoshihiro Yamazaki\",\"doi\":\"10.1088/1742-5468/ad3a5c\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The double Pareto distribution is a heavy-tailed distribution with a power-law tail, that is generated via geometric Brownian motion with an exponentially distributed observation time. In this study, we examine a modified model wherein the exponential distribution of the observation time is replaced with a continuous uniform distribution. The probability density, complementary cumulative distribution, and moments of this model are exactly calculated. Furthermore, the validity of the analytical calculations is discussed in comparison with numerical simulations of stochastic processes.\",\"PeriodicalId\":17207,\"journal\":{\"name\":\"Journal of Statistical Mechanics: Theory and Experiment\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":2.2000,\"publicationDate\":\"2024-04-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Statistical Mechanics: Theory and Experiment\",\"FirstCategoryId\":\"101\",\"ListUrlMain\":\"https://doi.org/10.1088/1742-5468/ad3a5c\",\"RegionNum\":3,\"RegionCategory\":\"物理与天体物理\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MECHANICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Statistical Mechanics: Theory and Experiment","FirstCategoryId":"101","ListUrlMain":"https://doi.org/10.1088/1742-5468/ad3a5c","RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MECHANICS","Score":null,"Total":0}
Deformation of power law in the double Pareto distribution using uniformly distributed observation time
The double Pareto distribution is a heavy-tailed distribution with a power-law tail, that is generated via geometric Brownian motion with an exponentially distributed observation time. In this study, we examine a modified model wherein the exponential distribution of the observation time is replaced with a continuous uniform distribution. The probability density, complementary cumulative distribution, and moments of this model are exactly calculated. Furthermore, the validity of the analytical calculations is discussed in comparison with numerical simulations of stochastic processes.
期刊介绍:
JSTAT is targeted to a broad community interested in different aspects of statistical physics, which are roughly defined by the fields represented in the conferences called ''Statistical Physics''. Submissions from experimentalists working on all the topics which have some ''connection to statistical physics are also strongly encouraged.
The journal covers different topics which correspond to the following keyword sections.
1. Quantum statistical physics, condensed matter, integrable systems
Scientific Directors: Eduardo Fradkin and Giuseppe Mussardo
2. Classical statistical mechanics, equilibrium and non-equilibrium
Scientific Directors: David Mukamel, Matteo Marsili and Giuseppe Mussardo
3. Disordered systems, classical and quantum
Scientific Directors: Eduardo Fradkin and Riccardo Zecchina
4. Interdisciplinary statistical mechanics
Scientific Directors: Matteo Marsili and Riccardo Zecchina
5. Biological modelling and information
Scientific Directors: Matteo Marsili, William Bialek and Riccardo Zecchina