How skew distributions emerge in evolving systems

作者: M. Y. Choi , H. Choi , J.-Y. Fortin , J. Choi

DOI: 10.1209/0295-5075/85/30006

关键词: MathematicsWeibull distributionStatistical physicsHeavy-tailed distributionVariance-gamma distributionPower lawStationary distributionSkewMaster equationInverse distribution

摘要: Despite the ubiquitous emergence of skew distributions such as power law, log-normal, and Weibull distributions, there still lacks proper understanding mechanism well relations between them. It is studied how emerge in general evolving systems what makes difference Beginning with a master equation for systems, we obtain time evolution size distribution function. Obtained case changes proportional to current are law stationary an arbitrary exponent distribution, which either log-normal or type asymptotically, depending on production growth system. This approach thus gives unified description those three types observed variety providing physical derivation them disclosing they related.

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