Sigma-Pi Structure with Bernoulli Random Variables: Power-Law Bounds for Probability Distributions and Growth Models with Interdependent Entities

Sigma-Pi Structure with Bernoulli Random Variables: Power-Law Bounds for Probability Distributions and Growth Models with Interdependent Entities

The Sigma-Pi structure investigated in this work consists of the sum of products of an increasing number of identically distributed random variables. It appears in stochastic processes with random coefficients and also in models of growth of entities such as business firms and cities. We study the S...

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Bibliographic Details
Main Authors: Arthur Matsuo Yamashita Rios de Sousa, Hideki Takayasu, Didier Sornette, Misako Takayasu
Format: Article
Language:English
Published: MDPI AG 2021-02-01
Series:Entropy
Subjects:
probability theory
power-law
stochastic processes
random multiplicative process
growth model
Online Access:https://www.mdpi.com/1099-4300/23/2/241

Internet

https://www.mdpi.com/1099-4300/23/2/241

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