The mean-field approximation model of company’s income growth

نویسندگان

  • Takayuki Mizuno
  • Misako Takayasu
  • Hideki Takayasu
چکیده

We introduce a mean-field type approximation for description of company’s income statistics. Utilizing huge company data we show that a discrete version of Langevin equation with additive and multiplicative noises can appropriately describe the time evolution of a company’s income fluctuation in statistical sense. The Zipf’s law of income distribution is shown to be hold in a steady-sate widely, and countrydependence of income distribution can also be nicely implemented in our numerical simulation.

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تاریخ انتشار 2003