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Some Critical Support for Power Laws and their variations
Some Critical Support Power Laws their variations Adaptation and Self-Organizing Systems
2012/4/26
The paper "Critical Truths About Power Laws" (Science, 335, pp665-666) by MPH Stumpf MPH and MA Porter is commented.
Fourier and Cauchy-Stieltjes transforms of power laws including stable distributions
Fourier transform Cauchy-Stieltjes transform stable distribution non-commutative probability Diophantine approximation
2011/9/15
Abstract: The Pareto distribution is a basic probability distribution which shows power-law behaviour and has various kinds of applications. In this paper, we introduce a class of probability measures...
On the existence of a time inhomogeneous skew Brownian motion and some related laws
time inhomogeneous skew Brownian motion Probability
2011/9/2
Abstract: This article is devoted to the construction of a solution for the "skew inhomogeneous Brownian motion" equation, which first appear in a seminal paper by Sophie Weinryb (1983). We investigat...