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Origins of Pareto distribution in nonlinear dynamic systems

  • Complex Systems Biophysics
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Abstract

The Pareto distribution, whereby at large enough x the probability density ρ(x) ∼ x − α (α ≥ 2), is quite important in both basic and practical aspects. The main point is its essential difference from the normal (Gaussian) distribution; namely, the probability of large deviations in this case proves to be much higher. Universal applicability of the normal distribution law remains a common belief despite the lack of objective proof in many applied areas. Here we consider how a Pareto distribution arises in a dynamic system exposed in a noise field, and discuss simplest unidimensional models where the system response in a broad range of the variable can be accurately enough approximated with such a distribution.

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Authors and Affiliations

  1. Lebedev Institute of Physics, Russian Academy of Sciences, Moscow, 119991, Russia

    D. S. Chernavskii, A. P. Nikitin & O. D. Chernavskaya

Authors
  1. D. S. Chernavskii
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  2. A. P. Nikitin
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  3. O. D. Chernavskaya
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Additional information

Original Russian Text © D.S. Chernavskii, A.P. Nikitin, O.D. Chernavskaya, 2008, published in Biofizika, 2008, Vol. 53, No. 2, pp. 351–358.

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Chernavskii, D.S., Nikitin, A.P. & Chernavskaya, O.D. Origins of Pareto distribution in nonlinear dynamic systems. BIOPHYSICS 53, 158–163 (2008). https://doi.org/10.1134/S0006350908020073

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  • DOI: https://doi.org/10.1134/S0006350908020073

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