摘要翻译:
提出了异常极端事件的理论,其特征是与分布的其他部分相比,它们的异常大小。这种被称为“龙王”的异常值在财政支出的分布、城市规模的分布(例如法国的巴黎和英国的伦敦)、物质故障、癫痫发作强度和其他系统中都有报道。在我们的理论中,大的离群点被解释为玻色-爱因斯坦凝聚的液滴:离群点的出现是玻色-爱因斯坦凝聚发生的自然结果,它受最大实体的吸引力或效用的相对程度控制。对于大种群,Zipf定律被恢复(除了龙王离群)。因此,该理论对事件大小的幂律分布(Zipf定律)和龙王异常值的可能共存提供了一个简洁的描述。
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英文标题:
《Statistical Outliers and Dragon-Kings as Bose-Condensed Droplets》
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作者:
V. I. Yukalov and D. Sornette
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最新提交年份:
2012
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分类信息:
一级分类:Physics 物理学
二级分类:Physics and Society 物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类:Physics 物理学
二级分类:Quantum Physics 量子物理学
分类描述:Description coming soon
描述即将到来
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英文摘要:
A theory of exceptional extreme events, characterized by their abnormal sizes compared with the rest of the distribution, is presented. Such outliers, called "dragon-kings", have been reported in the distribution of financial drawdowns, city-size distributions (e.g., Paris in France and London in the UK), in material failure, epileptic seizure intensities, and other systems. Within our theory, the large outliers are interpreted as droplets of Bose-Einstein condensate: the appearance of outliers is a natural consequence of the occurrence of Bose-Einstein condensation controlled by the relative degree of attraction, or utility, of the largest entities. For large populations, Zipf's law is recovered (except for the dragon-king outliers). The theory thus provides a parsimonious description of the possible coexistence of a power law distribution of event sizes (Zipf's law) and dragon-king outliers.
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PDF链接:
https://arxiv.org/pdf/1205.1364


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