The Pareto-Levy Law and the Distribution of Income

DOI10.2307/2525289zbMATH Open0201.51101OpenAlexW2102567944WikidataQ60357586 ScholiaQ60357586MaRDI QIDQ5600564FDOQ5600564

Benoît B. Mandelbrot

Publication date: 1960

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2525289

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• THE WEALTH DISTRIBUTION MODEL WITH THE KICKBACK RATE
• Modeling of Herding and Wealth Distribution in Large Markets
• On Solvability of one Class of Nonlinear Integral-differential Equation with Hammerstein Non-compact Operator Arising in a Theory of Income Distribution
• Sociophysics of income distributions modeled by deformed fermi-dirac distributions
• Characterization of weak convergence of probability-valued solutions of general one-dimensional kinetic equations
• Income modeling with the Weibull mixtures
• Bayesian International Evidence on Heavy Tails, Non-Stationarity and Asymmetry over the Business Cycle
• A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven byα-stable white noise
• Earnings distributions of scalable vs. non-scalable occupations
• LÉVY-STABLE PRODUCTIVITY SHOCKS
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• Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics
• A stochastic model of discussion
• Detection of changes in a random financial sequence with a stable distribution
• Classification of stochastic processes by convolutional neural networks
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• MULTIFRACTAL CHARACTERIZATION OF SPATIAL INCOME CURDLING: THEORY AND APPLICATIONS
• ON THE COMMON SCALE PARAMETER OF SEVERAL PARETO POPULATIONS IN CENSORED SAMPLES
• Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution
• First jump time in simulation of sampling trajectories of affine jump-diffusions driven by \(\alpha\)-stable white noise
• Unraveling chaotic attractors by complex networks and measurements of stock market complexity

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