4,149 research outputs found
Modulated Branching Processes, Origins of Power Laws and Queueing Duality
Power law distributions have been repeatedly observed in a wide variety of
socioeconomic, biological and technological areas. In many of the observations,
e.g., city populations and sizes of living organisms, the objects of interest
evolve due to the replication of their many independent components, e.g.,
births-deaths of individuals and replications of cells. Furthermore, the rates
of the replication are often controlled by exogenous parameters causing periods
of expansion and contraction, e.g., baby booms and busts, economic booms and
recessions, etc. In addition, the sizes of these objects often have reflective
lower boundaries, e.g., cities do not fall bellow a certain size, low income
individuals are subsidized by the government, companies are protected by
bankruptcy laws, etc.
Hence, it is natural to propose reflected modulated branching processes as
generic models for many of the preceding observations. Indeed, our main results
show that the proposed mathematical models result in power law distributions
under quite general polynomial Gartner-Ellis conditions, the generality of
which could explain the ubiquitous nature of power law distributions. In
addition, on a logarithmic scale, we establish an asymptotic equivalence
between the reflected branching processes and the corresponding multiplicative
ones. The latter, as recognized by Goldie (1991), is known to be dual to
queueing/additive processes. We emphasize this duality further in the
generality of stationary and ergodic processes.Comment: 36 pages, 2 figures; added references; a new theorem in Subsection
4.
Neuropsychological constraints to human data production on a global scale
Which are the factors underlying human information production on a global
level? In order to gain an insight into this question we study a corpus of
252-633 Million publicly available data files on the Internet corresponding to
an overall storage volume of 284-675 Terabytes. Analyzing the file size
distribution for several distinct data types we find indications that the
neuropsychological capacity of the human brain to process and record
information may constitute the dominant limiting factor for the overall growth
of globally stored information, with real-world economic constraints having
only a negligible influence. This supposition draws support from the
observation that the files size distributions follow a power law for data
without a time component, like images, and a log-normal distribution for
multimedia files, for which time is a defining qualia.Comment: to be published in: European Physical Journal
Wealth, income, earnings and the statistical mechanics of flow systems
This paper looks at empirical data from economics regarding wealth, earnings and income, alongside a
flow model for an economy based on the general Lotka-Volterra models of Levy & Solomon. The data and modelling suggest that a simple economic system might provide a tractable model for giving an exact statistical mechanical solution for an 'out of equilibrium' flow model. This might also include an exact mathematical definition of a 'dissipative structure' derived from maximum entropy
considerations. This paper is primarily a qualitative discussion of how such a mathematical proof might be achieved
On the distribution of source code file sizes
Source code size is an estimator of software effort. Size is also often used to calibrate models and equations to estimate the cost of software. The distribution of source code file sizes has been shown in the literature to be a lognormal distribution. In this paper, we measure the size of a large collection of software (the Debian GNU/Linux distribution version 5.0.2), and we find that the statistical distribution of its source code file sizes follows a double Pareto distribution. This means that large files are to be found more often than predicted by the lognormal distribution, therefore the previously proposed models underestimate the cost of software
Wealth, income, earnings and the statistical mechanics of flow systems
This paper looks at empirical data from economics regarding wealth, earnings and income, alongside a flow model for an economy based on the general Lotka-Volterra models of Levy & Solomon. The data and modelling suggest that a simple economic system might provide a tractable model for giving an exact statistical mechanical solution for an 'out of equilibrium' flow model. This might also include an exact mathematical definition of a 'dissipative structure' derived from maximum entropy considerations. This paper is primarily a qualitative discussion of how such a mathematical proof might be achieved.wealth; earnings; income; entropy; lotka; volterra; dissipative
The Dynamics of Internet Traffic: Self-Similarity, Self-Organization, and Complex Phenomena
The Internet is the most complex system ever created in human history.
Therefore, its dynamics and traffic unsurprisingly take on a rich variety of
complex dynamics, self-organization, and other phenomena that have been
researched for years. This paper is a review of the complex dynamics of
Internet traffic. Departing from normal treatises, we will take a view from
both the network engineering and physics perspectives showing the strengths and
weaknesses as well as insights of both. In addition, many less covered
phenomena such as traffic oscillations, large-scale effects of worm traffic,
and comparisons of the Internet and biological models will be covered.Comment: 63 pages, 7 figures, 7 tables, submitted to Advances in Complex
System
Power laws, Pareto distributions and Zipf's law
When the probability of measuring a particular value of some quantity varies
inversely as a power of that value, the quantity is said to follow a power law,
also known variously as Zipf's law or the Pareto distribution. Power laws
appear widely in physics, biology, earth and planetary sciences, economics and
finance, computer science, demography and the social sciences. For instance,
the distributions of the sizes of cities, earthquakes, solar flares, moon
craters, wars and people's personal fortunes all appear to follow power laws.
The origin of power-law behaviour has been a topic of debate in the scientific
community for more than a century. Here we review some of the empirical
evidence for the existence of power-law forms and the theories proposed to
explain them.Comment: 28 pages, 16 figures, minor corrections and additions in this versio
Geometrically stopped Markovian random growth processes and Pareto tails
Many empirical studies document power law behavior in size distributions of
economic interest such as cities, firms, income, and wealth. One mechanism for
generating such behavior combines independent and identically distributed
Gaussian additive shocks to log-size with a geometric age distribution. We
generalize this mechanism by allowing the shocks to be non-Gaussian (but
light-tailed) and dependent upon a Markov state variable. Our main results
provide sharp bounds on tail probabilities, a simple equation determining
Pareto exponents, and comparative statics. We present two applications: we show
that (i) the tails of the wealth distribution in a heterogeneous-agent dynamic
general equilibrium model with idiosyncratic investment risk are Paretian, and
(ii) a random growth model for the population dynamics of Japanese
municipalities is consistent with the observed Pareto exponent but only after
allowing for Markovian dynamics
Why Money Trickles Up - Wealth & Income Distributions
This paper combines ideas from classical economics and modern finance with
the general Lotka-Volterra models of Levy & Solomon to provide straightforward
explanations of wealth and income distributions. Using a simple and realistic
economic formulation, the distributions of both wealth and income are fully
explained. Both the power tail and the log-normal like body are fully captured.
It is of note that the full distribution, including the power law tail, is
created via the use of absolutely identical agents. It is further demonstrated
that a simple scheme of compulsory saving could eliminate poverty at little
cost to the taxpayer.Comment: 45 pages of text, 36 figure
Stochastic Estimation and Control of Queues within a Computer Network
Captain Nathan C. Stuckey implemented the idea of the stochastic estimation and control for network in OPNET simulator. He used extended Kalman filter to estimate packet size and packet arrival rate of network queue to regulate queue size. To validate stochastic theory, network estimator and controller is designed by OPNET model. These models validated the transient queue behavior in OPNET and work of Kalman filter by predicting the queue size and arrival rate. However, it was not enough to verify a theory by experiment. So, it needed to validate the stochastic control theory with other tools to get high validity. Our goal was to make a new model to validate Stuckey’s simulation. For this validation, NS-2 was studied and modified the Kalman filter to cooperate with MATLAB. Moreover, NS-2 model was designed to predict network characteristics of queue size with different scenarios and traffic types. Through these NS-2 models, the performance of the network state estimator and network queue controller was investigated and shown to provide high validity for Stuckey’s simulations
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