The Multiplicative Process

Multiplicative Operator Functionals of a Markov Process

Efficiently Sampling Multiplicative Attribute Graphs Using a Ball-Dropping Process

In this talk I will describe the first sub-quadratic sampling algorithm for the Multiplicative Attribute Graph Model (MAGM, Kim and Leskove 2010). To design our algorithm, we first define a stochastic ball-dropping process (BDP). Although a special case of this process was introduced as an efficient approximate sampling algorithm for the Kronecker Product Graph Model (KPGM, Leskovec et al 2010)...

Multiplicative Process in Turbulent Velocity Statistics: A Simplified Analysis

A lot of models in turbulence links the

Income distribution and stochastic multiplicative process with reset events

This paper examines a stochastic multiplicative process with reset events to explain the power law in the tail of personal income distribution. The tail part of the income distributions in post-war Japan persistently exhibits a power-law distribution with an exponent around 2. We find that a multiplicative process with reset events can explain this pattern. By using a default rate of corporate ...

Multiplicative point process as a model of trading activity

Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is a Brownian fluctuation of the average interevent time between subsequent pulses of the pulse sequence. In this paper we generalize the model of interevent time to reproduce a variety of self-affine time series exhibiting power spectral density S(f) scaling as a power of the frequency f. Furthermore, we anal...