arXivDaily arXiv每日学术速递 周一至周五更新
北美退伍军人节(Veterans Day),12 日无更新
arXiv physics/0607217physics.soc-phq-fin.GN
收藏

中等规模区域利润分布函数的唯一性

The uniqueness of the profits distribution function in the middle scale region

Atushi Ishikawa

摘要:

证明了扩展Gibrat定律的表达式是唯一的,并且由细致平衡定律和扩展Gibrat定律导出的概率分布函数也是唯一的.在证明中,采用了两种近似,即增长率的概率密度函数被描述为帐篷形指数函数和增长率的原点的值是常数。这些近似值在2003年和2004年的日本企业利润数据中得到了证实。所得利润pdf与经验数据拟合精度高。这保证了近似的有效性。

英文摘要:

We report the proof that the expression of extended Gibrat's law is unique and the probability distribution function (pdf) is also uniquely derived from the law of detailed balance and the extended Gibrat's law. In the proof, two approximations are employed that the pdf of growth rate is described as tent-shaped exponential functions and that the value of the origin of growth rate is constant. These approximations are confirmed in profits data of Japanese companies 2003 and 2004. The resultant profits pdf fits with the empirical data with high accuracy. This guarantees the validity of the approximations.

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。

↑