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arXiv 1602.08533econ.GNq-fin.ECq-fin.MF
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基于秩的Zipf定律方法

A Rank-Based Approach to Zipf's Law

Robert Day School of Economics and Finance, Claremont McKenna College(克莱蒙特梅肯纳学院罗伯特戴经济学与金融学院);INTECH(英特克)

Ricardo T. Fernholz, Robert Fernholz

AI总结:

本文提出基于秩的条件,使Atlas模型遵循Zipf定律,通过分析秩与稳态值的关系,揭示系统动态机制。

摘要:

Atlas模型是一种连续半鞅的秩为基础的系统,其稳态值遵循幂律或帕累托分布。对于幂律,稳态值与秩的对数对数图是一条直线。Zipf定律是其中斜率为-1的幂律。本文发现使Atlas模型遵循Zipf定律的秩条件。这种方法的优势在于提供了导致Zipf定律的系统动态信息。

英文摘要:

An Atlas model is a rank-based system of continuous semimartingales for which the steady-state values of the processes follow a power law, or Pareto distribution. For a power law, the log-log plot of these steady-state values versus rank is a straight line. Zipf's law is a power law for which the slope of this line is -1. In this note, rank-based conditions are found under which an Atlas model will follow Zipf's law. An advantage of this rank-based approach is that it provides information about the dynamics of systems that result in Zipf's law.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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