Abstract
In Chap. 2, we established a “log normal“ limit law yielding the power Poisson processes \(\mathcal {E}_{+}\) and \(\mathcal {E}_{-}\). In this chapter, we present five more limit laws that yield these power Poisson processes: three limit laws that are based on the linear renormalization schemes of Chap. 10, and two limit laws that are based on the power evolution schemes of Chap. 12.
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Notes
- 1.
More specifically, the asymptotic equivalences of Sect. 13.4, \(\lambda \left( x\right) \approx \lambda _{+}\left( x\right) \) (\(x\rightarrow \infty \)) and \(\lambda \left( x\right) \approx \lambda _{-}\left( x\right) \) (\(x\rightarrow 0\)), imply that the intensity function \(\lambda \left( x\right) \) (\(x>0\)) is non-integrable over the positive half-line: \(\int _{0}^{\infty }\lambda \left( x\right) dx=\infty \). Hence, we cannot replace the intensity function \(\lambda \left( x\right) \) (\(x>0\)) with a probability density function f(x) (\(x>0\)). The reason why such a replacement worked out in the transition from Sects. 13.1 to 13.2 is that there the asymptotic equivalences were “flipped”—\(\lambda \left( x\right) \approx \lambda _{+}\left( x\right) \) (\(x\rightarrow 0\)) and \(\lambda \left( x\right) \approx \lambda _{-}\left( x\right) \) (\(x\rightarrow \infty \))—thus causing no integrability issue in Sect. 13.2.
References
N.H. Bingham, C.M. Goldie, J.L. Teugels, Regular Variation (Cambridge University Press, Cambridge, 1987)
I. Eliazar, Europhys. Lett. 119, 60007 (2017)
J.F.C. Kingman, Poisson Processes (Oxford University Press, Oxford, 1993)
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Eliazar, I. (2020). Limit Laws. In: Power Laws. Understanding Complex Systems. Springer, Cham. https://doi.org/10.1007/978-3-030-33235-8_13
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DOI: https://doi.org/10.1007/978-3-030-33235-8_13
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