Power-Law Distributions from Sigma-Pi Structure of Sums of Random Multiplicative Processes
We introduce a simple growth model in which the sizes of entities evolve as multiplicative random processes that start at different times. A novel aspect we examine is the dependence among entities. For this, we consider three classes of dependence between growth factors governing the evolution of s...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2017-08-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/19/8/417 |