On the principle of minimum growth rate in multiplicatively interacting stochastic processes
نویسنده
چکیده
A method of moment inequalities is used to derive the principle of minimum growth rate in multiplicatively interacting stochastic processes(MISPs). When a value of a power-law exponent at the tail of probability distribution function exists in a range 0 < s ≤ 1, a first-order moment diverges and an equality for a growth rate of systems breaks down. From the estimate of inequalities, we newly find a conditional inequality which determines the growth rate, and then the exponent in 0 < s ≤ 1.
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