A Langevin approach to the Log–Gauss–Pareto composite statistical structure
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References listed on IDEAS
- Aleksander Janicki & Aleksander Weron, 1994. "Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook9401.
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- Luckstead, Jeff & Devadoss, Stephen & Danforth, Diana, 2017. "The size distributions of all Indian cities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 237-249.
- repec:eee:phsmap:v:490:y:2018:i:c:p:278-288 is not listed on IDEAS
- Luckstead, Jeff & Devadoss, Stephen, 2017. "Pareto tails and lognormal body of US cities size distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 573-578.
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KeywordsOrnstein–Uhlenbeck dynamics; Linear forces; Gauss distribution; Langevin dynamics; Sigmoidal forces; Exponential tails; Geometric Ornstein–Uhlenbeck dynamics; Log–Gauss distribution; Geometric Langevin dynamics; Power-law tails; Laplace distribution; Log–Laplace distribution; ‘‘mild” randomness; ‘‘wild” randomness; Universality;
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