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| ファイル | 記述 | サイズ | フォーマット | |
|---|---|---|---|---|
| JPSJ.87.043003.pdf | 669.61 kB | Adobe PDF | 見る/開く |
完全メタデータレコード
| DCフィールド | 値 | 言語 |
|---|---|---|
| dc.contributor.author | Shintani, Masaru | en |
| dc.contributor.author | Umeno, Ken | en |
| dc.contributor.alternative | 新谷, 健 | ja |
| dc.contributor.alternative | 梅野, 健 | ja |
| dc.date.accessioned | 2020-04-13T06:02:41Z | - |
| dc.date.available | 2020-04-13T06:02:41Z | - |
| dc.date.issued | 2018-04-15 | - |
| dc.identifier.issn | 0031-9015 | - |
| dc.identifier.uri | http://hdl.handle.net/2433/250230 | - |
| dc.description | なぜ世界は「べき則」であらわされるのか --ビッグデータの新しい統計法則の発見--. 京都大学プレスリリース. 2018-04-02. | ja |
| dc.description.abstract | The power law is present ubiquitously in nature and in our societies. Therefore, it is important to investigate the characteristics of power laws in the current era of big data. In this paper we prove that the superposition of non-identical stochastic processes with power laws converges in density to a unique stable distribution. This property can be used to explain the universality of stable laws that the sums of the logarithmic returns of non-identical stock price fluctuations follow stable distributions. | en |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | eng | - |
| dc.publisher | Physical Society of Japan | en |
| dc.publisher.alternative | 日本物理学会 | ja |
| dc.rights | ©2018 The Author(s) This article is published by the Physical Society of Japan under the terms of the Creative Commons Attribution 4.0 License. Any further distribution of this work must maintain attribution to the author(s) and the title of the article, journal citation, and DOI. | en |
| dc.title | Super Generalized Central Limit Theorem —Limit Distributions for Sums of Non-identical Random Variables with Power Laws— | en |
| dc.type | journal article | - |
| dc.type.niitype | Journal Article | - |
| dc.identifier.jtitle | Journal of the Physical Society of Japan | en |
| dc.identifier.volume | 87 | - |
| dc.identifier.issue | 4 | - |
| dc.relation.doi | 10.7566/JPSJ.87.043003 | - |
| dc.textversion | publisher | - |
| dc.identifier.artnum | 043003 | - |
| dc.address | Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University | en |
| dc.address | Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University | en |
| dc.relation.url | https://www.kyoto-u.ac.jp/ja/research-news/2018-04-02 | - |
| dcterms.accessRights | open access | - |
| 出現コレクション: | 学術雑誌掲載論文等 | |
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