Origins of Pareto distribution in nonlinear dynamic systems

Autor:	O. D. Chernavskaya, A. P. Nikitin, D. S. Chernavskii
Rok vydání:	2008
Předmět:	Inverse-chi-squared distribution Log-Cauchy distribution Biophysics Distribution fitting Ratio distribution symbols.namesake Heavy-tailed distribution Joint probability distribution Statistics symbols Lomax distribution Statistical physics Pareto distribution Mathematics
Zdroj:	Biophysics. 53:158-163
ISSN:	1555-6654 0006-3509
DOI:	10.1134/s0006350908020073
Popis:	The Pareto distribution, whereby at large enough x the probability density ρ(x) ∼ x − α (α ≥ 2), is quite important in both basic and practical aspects. The main point is its essential difference from the normal (Gaussian) distribution; namely, the probability of large deviations in this case proves to be much higher. Universal applicability of the normal distribution law remains a common belief despite the lack of objective proof in many applied areas. Here we consider how a Pareto distribution arises in a dynamic system exposed in a noise field, and discuss simplest unidimensional models where the system response in a broad range of the variable can be accurately enough approximated with such a distribution.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::7b2fd5ecc8d352e349e7503683141277 https://doi.org/10.1134/s0006350908020073 Zobrazit plný text záznamu Full text from SpringerLink