Heavy-tailed Distributions In Stochastic Dynamical Models

2011/05/06 by Ph. Blanchard, Blanchard, Ph., T. Krueger +3
Mathematics · Physics and Astronomy · #Chaotic Dynamics (nlin.CD) #Data Analysis #FOS: Physical sciences #Mathematical Physics (math-ph) #Physics and Society (physics.soc-ph) #Statistics and Probability (physics.data-an) #math-ph #math.MP #nlin.CD #physics.data-an #physics.soc-ph

paper · pdf · doi:10.48550/arxiv.1105.1274

arxiv created 2011/05/06 · arxiv updated 2011/05/09

Abstract

Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the multiplicative noise models, the models subjected to the Degree-Mass-Action principle (the generalized preferential attachment principle), the intermittent behavior occurring in complex physical systems near a bifurcation point, queuing systems, and the models of Self-organized criticality. Heavy-tailed distributions appear in them as the emergent phenomena sensitive for coupling rules essential for the entire dynamics.

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