Deformation of power law in the double Pareto distribution using uniformly distributed observation time

DOI10.1088/1742-5468/AD3A5CMaRDI QIDQ6628809zbMATH OpenFDO

Authors Ken Yamamoto, Takashi Bando, Hirokazu Yanagawa, Yoshihiro Yamazaki

Publication date 29 October 2024

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1742-5468/AD3A5C

zbMATH Keywords

stochastic processes

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• A guide to first-passage processes
• Diffusion and reactions in fractals and disordered systems
• Dynamic Models for File Sizes and Double Pareto Distributions
• Elements of phase transitions and critical phenomena
• scientific article; zbMATH DE number 3425889 (Why is no real title available?)
• scientific article; zbMATH DE number 193078 (Why is no real title available?)
• scientific article; zbMATH DE number 3040395 (Why is no real title available?)
• Letter to the editor: on the paper “The double Pareto-Lognormal distribution—a new parametric model for size distributions” and its correction
• NIST handbook of mathematical functions
• Nonequilibrium statistical mechanics
• Stable infinite variance fluctuations in randomly amplified Langevin systems
• Stochastic processes. From physics to finance
• The Double Pareto-Lognormal Distribution—A New Parametric Model for Size Distributions
• The Fundamentals of Heavy Tails
• The Pareto, Zipf and other power laws

Cited in

(2)

• Geometric Brownian motion with random observation time as generalization of the double Pareto distribution
• Generative machine learning for multivariate angular simulation

This page was built for publication: Deformation of power law in the double Pareto distribution using uniformly distributed observation time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6628809)