Heavy-tailed Distributions In Some Stochastic Dynamical Models

Volchenkov D, Krüger T, Blanchard P (2012)
Discontinuity, Nonlinearity and Complexity 1(1): 1-40.

Journal Article | Published | English

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Abstract
Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed some 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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Volchenkov D, Krüger T, Blanchard P. Heavy-tailed Distributions In Some Stochastic Dynamical Models. Discontinuity, Nonlinearity and Complexity. 2012;1(1):1-40.
Volchenkov, D., Krüger, T., & Blanchard, P. (2012). Heavy-tailed Distributions In Some Stochastic Dynamical Models. Discontinuity, Nonlinearity and Complexity, 1(1), 1-40.
Volchenkov, D., Krüger, T., and Blanchard, P. (2012). Heavy-tailed Distributions In Some Stochastic Dynamical Models. Discontinuity, Nonlinearity and Complexity 1, 1-40.
Volchenkov, D., Krüger, T., & Blanchard, P., 2012. Heavy-tailed Distributions In Some Stochastic Dynamical Models. Discontinuity, Nonlinearity and Complexity, 1(1), p 1-40.
D. Volchenkov, T. Krüger, and P. Blanchard, “Heavy-tailed Distributions In Some Stochastic Dynamical Models”, Discontinuity, Nonlinearity and Complexity, vol. 1, 2012, pp. 1-40.
Volchenkov, D., Krüger, T., Blanchard, P.: Heavy-tailed Distributions In Some Stochastic Dynamical Models. Discontinuity, Nonlinearity and Complexity. 1, 1-40 (2012).
Volchenkov, Dimitry, Krüger, Tyll, and Blanchard, Philippe. “Heavy-tailed Distributions In Some Stochastic Dynamical Models”. Discontinuity, Nonlinearity and Complexity 1.1 (2012): 1-40.
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