Fat tails and black swans: Exact results for multiplicative processes with resets-Reference-Cited by-同舟云学术

Fat tails and black swans: Exact results for multiplicative processes with resets

Published:2020-03 Issue:3 Volume:30 Page:033104
ISSN:1054-1500
Container-title:Chaos: An Interdisciplinary Journal of Nonlinear Science
language:en
Short-container-title:Chaos

Author:

Zanette D. H.¹^ORCID,Manrubia S.²^ORCID

Affiliation:

1. Centro Atómico Bariloche and Instituto Balseiro, Comisión Nacional de Energía Atómica and Universidad Nacional de Cuyo, Consejo Nacional de Investigaciones Científicas y Técnicas, Av. E. Bustillo 9500, R8402AGP San Carlos de Bariloche, Río Negro, Argentina

2. Grupo Interdisciplinar de Sistemas Complejos (GISC), Madrid, Spain and Centro Nacional de Biotecnología (CSIC) c/ Darwin 3, 28049 Madrid, Spain

Funder

Ministerio de Economía, Industria y Competitividad, Gobierno de España

Publisher

AIP Publishing

Subject

Applied Mathematics,General Physics and Astronomy,Mathematical Physics,Statistical and Nonlinear Physics

Link

http://aip.scitation.org/doi/pdf/10.1063/1.5141837

Reference43 articles.

1. II.—A mathematical theory of evolution, based on the conclusions of Dr. J. C. Willis, F. R. S

2. ON A CLASS OF SKEW DISTRIBUTION FUNCTIONS

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