Zipf's law, 1/f noise, and fractal hierarchy

Fractals, 1/f noise, Zipf's law, and the occurrence of large catastrophic events are typical ubiquitous general empirical observations across the individual sciences which cannot be understood within the set of references developed within the specific scientific domains. All these observations are associated with scaling laws and have caused a broad research interest in the scientific circle. However, the inherent relationships between these scaling phenomena are still pending questions remaining to be researched. In this paper, theoretical derivation and mathematical experiments are employed to reveal the analogy between fractal patterns, 1/f noise, and the Zipf distribution. First, the multifractal process follows the generalized Zipf's law empirically. Second, a 1/f spectrum is identical in mathematical form to Zipf's law. Third, both 1/f spectra and Zipf's law can be converted into a self-similar hierarchy. Fourth, fractals, 1/f spectra, Zipf's law, and the occurrence of large catastrophic events can be described with similar exponential laws and power laws. The self-similar hierarchy is a more general framework or structure which can be used to encompass or unify different scaling phenomena and rules in both physical and social systems such as cities, rivers, earthquakes, fractals, 1/f noise, and rank-size distributions. The mathematical laws on the hierarchical structure can provide us with a holistic perspective of looking at complexity such as self-organized criticality (SOC).Comment: 20 pages, 9 figures, 3 table

The Mathematical Relationship between Zipf's Law and the Hierarchical Scaling Law

The empirical studies of city-size distribution show that Zipf's law and the hierarchical scaling law are linked in many ways. The rank-size scaling and hierarchical scaling seem to be two different sides of the same coin, but their relationship has never been revealed by strict mathematical proof. In this paper, the Zipf's distribution of cities is abstracted as a q-sequence. Based on this sequence, a self-similar hierarchy consisting of many levels is defined and the numbers of cities in different levels form a geometric sequence. An exponential distribution of the average size of cities is derived from the hierarchy. Thus we have two exponential functions, from which follows a hierarchical scaling equation. The results can be statistically verified by simple mathematical experiments and observational data of cities. A theoretical foundation is then laid for the conversion from Zipf's law to the hierarchical scaling law, and the latter can show more information about city development than the former. Moreover, the self-similar hierarchy provides a new perspective for studying networks of cities as complex systems. A series of mathematical rules applied to cities such as the allometric growth law, the 2^n principle and Pareto's law can be associated with one another by the hierarchical organization.Comment: 30 pages, 5 figures, 5 tables, Physica A: Statistical Mechanics and its Applications, 201

Point Information Gain and Multidimensional Data Analysis

We generalize the Point information gain (PIG) and derived quantities, i.e. Point information entropy (PIE) and Point information entropy density (PIED), for the case of R\'enyi entropy and simulate the behavior of PIG for typical distributions. We also use these methods for the analysis of multidimensional datasets. We demonstrate the main properties of PIE/PIED spectra for the real data on the example of several images, and discuss possible further utilization in other fields of data processing.Comment: 16 pages, 6 figure