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Limit Laws

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Power Laws

Part of the book series: Understanding Complex Systems ((UCS))

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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. 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

  1. N.H. Bingham, C.M. Goldie, J.L. Teugels, Regular Variation (Cambridge University Press, Cambridge, 1987)

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  2. I. Eliazar, Europhys. Lett. 119, 60007 (2017)

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  3. J.F.C. Kingman, Poisson Processes (Oxford University Press, Oxford, 1993)

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Correspondence to Iddo Eliazar .

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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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