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arXiv physics/0510038physics.soc-phcond-mat.stat-mechq-fin.GN
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市场和地震模型中幂律分布的共同起源

A common origin of the power law distributions in models of market and earthquake

Pratip Bhattacharyya, Arnab Chatterjee, Bikas K Chakrabarti

摘要:

我们发现,有一个共同的起源模式的权力法律观察到的两个不同的模型:(一)帕累托法律的代理人之间的随机储蓄倾向的理想气体-类市场模型和(ii)古腾堡-里克特法律的分布重叠的分形重叠模型的地震。我们发现,幂律表现为不断扩大的对数正态分布的渐近形式的代理人的钱和重叠幅度分别。确定幂律的一般起源有助于更好地理解和发展经济学和物理学等不同领域现象的一般观点。

英文摘要:

We show that there is a common mode of origin for the power laws observed in two different models: (i) the Pareto law for the distribution of money among the agents with random saving propensities in an ideal gas-like market model and (ii) the Gutenberg-Richter law for the distribution of overlaps in a fractal-overlap model for earthquakes. We find that the power laws appear as the asymptotic forms of ever-widening log-normal distributions for the agents' money and the overlap magnitude respectively. The identification of the generic origin of the power laws helps in better understanding and in developing generalized views of phenomena in such diverse areas as economics and geophysics.

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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