Systems with correlations in the variance: Generating power law tails in probability distributions

Europhysics Letters

Volumn 50, Issue 6, 2000, Pages 711-717

  Podobnik, B ^a,b   Ivanov, P Ch ^a   Lee, Y ^a   Chessa, A ^a,c   Stanley, H E ^a  

^a USA   (United States)

^b UNIVERSITY OF ZAGREB   (Croatia)

^c UNIVERSITY OF CAGLIARI   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034636592     PISSN: 02955075     EISSN: None     Source Type: Journal    
DOI: 10.1209/epl/i2000-00540-7     Document Type: Article

References (39)

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28. Note that power law tails in distributions can be also obtained by generic difference equations of multiplicative processes with reflecting boundary conditions (TAKAYASU H., SATO A. H. and TAKAYASU M., Phys. Rev. Lett., 79 (1997) 966; SORNETTE D., Physica A, 250 (1998) 295; SORNETTE D., Phys. Rev. E, 57 (1998) 4811).
29. Note that power law tails in distributions can be also obtained by generic difference equations of multiplicative processes with reflecting boundary conditions (TAKAYASU H., SATO A. H. and TAKAYASU M., Phys. Rev. Lett., 79 (1997) 966; SORNETTE D., Physica A, 250 (1998) 295; SORNETTE D., Phys. Rev. E, 57 (1998) 4811).
30. Note that power law tails in distributions can be also obtained by generic difference equations of multiplicative processes with reflecting boundary conditions (TAKAYASU H., SATO A. H. and TAKAYASU M., Phys. Rev. Lett., 79 (1997) 966; SORNETTE D., Physica A, 250 (1998) 295; SORNETTE D., Phys. Rev. E, 57 (1998) 4811).
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37. 1/α, and λ is the scaling parameter. If any algorithm corresponding to random variable w with γ = 1 is provided, the scaling transformation allows us to obtain any other variable w̃ with γ̃ ≠ 1.
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