PUB - Publikationen an der Universität Bielefeld

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.