Convergent Multiplicative Processes Repelled from Zero: Power Laws and Truncated Power Laws
نویسندگان
چکیده
منابع مشابه
Convergent Multiplicative Processes Repelled from Zero: Power Laws and Truncated Power Laws
Levy and Solomon have found that random multiplicative processes wi =11 A2. At
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| Levy and Solomon have found that random multiplicative processes wt =12::::t (with j > 0) lead, in the presence of a boundary constraint, to a distribution P (wt) in the form of a power law w ?(1+) t. We provide a simple exact physically intuitive derivation of this result based on a random walk analogy and show the following: 1) the result applies to the asymptotic (t ! 1) distribution of wt...
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ژورنال
عنوان ژورنال: Journal de Physique I
سال: 1997
ISSN: 1155-4304,1286-4862
DOI: 10.1051/jp1:1997169