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arXiv physics/0702248physics.soc-phq-fin.GN
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从帐篷形增长率分布看公司规模分布函数的唯一性

The uniqueness of company size distribution function from tent-shaped growth rate distribution

Atushi Ishikawa

摘要:

本文证明了Gibrat定律在中尺度区域的推广是唯一的,由推广的Gibrat定律和细致平衡定律导出的概率分布函数也是唯一的.在证明中,使用了两个近似。增长率的概率密度函数被描述为帐篷形的指数函数和增长率分布的原点的值是常数。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 extension of Gibrat's law in the middle scale region is unique and the probability distribution function (pdf) is also uniquely derived from the extended Gibrat's law and the law of detailed balance. In the proof, two approximations are employed. The pdf of growth rate is described as tent-shaped exponential functions and the value of the origin of the growth rate distribution 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。

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