Heavy-tailed distributions in some stochastic dynamical models

Ph Blanchard, T. Krüger, D. Volchenkov

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

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.

Original languageEnglish
Pages (from-to)1-40
Number of pages40
JournalDiscontinuity, Nonlinearity, and Complexity
Volume1
Issue number1
DOIs
StatePublished - 2012

Keywords

  • Heavy-tailed distributions
  • Intermittency
  • Preferential attachment
  • Queueing systems
  • Self-organized criticality

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