2003/12/15 by Toshiya Ohtsuki, Akihiro Fujihara, Hiroshi Yamamoto
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Network Analysis Techniques #Complex Systems and Time Series Analysis #Opinion Dynamics and Social Influence #cond-mat.stat-mech #q-fin.ST
paper · pdf · doi:10.1016/j.physleta.2004.03.013
7pages
arxiv created 2003/12/15 · openalex publication_date 2004/03/19 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Effects of randomness on non-integer power law tails in multiplicatively interacting stochastic processes are investigated theoretically. Generally, randomness causes decrease of the exponent of tails and the growth rate of processes. Explicit calculations are performed for two examples: uniformly distributed and two peaked systems. Significant influence is demonstrated when a bare growth rate is low and coupling is weak. It should be emphasized that even the sign of the growth rate can be changed from positive to negative growth.