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arXiv · 1105.1274

Heavy-tailed Distributions In Stochastic Dynamical Models

Ph. Blanchard·T. Krueger·D. Volchenkov
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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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Ph. Blanchard, T. Krueger, D. Volchenkov. 2011-05-06. Heavy-tailed Distributions In Stochastic Dynamical Models. https://arxiv.org/abs/1105.1274

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