arXiv Open Access 2022

Analysis and application of multiplicative stochastic process with a sample-dependent lower bound

Ken Yamamoto Yoshihiro Yamazaki

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Abstrak

A multiplicative stochastic process with the lower bound lognormally distributed is investigated. For the process, the model is constructed, and its distribution function (involving four parameters) and the related statistical properties are derived. By adjusting the parameters, it is confirmed that the theoretical distribution is consistent with empirical distributions of some real data.

Topik & Kata Kunci

physics.data-an physics.soc-ph

Penulis (2)

Ken Yamamoto

Yoshihiro Yamazaki

Format Sitasi

APA MLA BibTeX

Yamamoto, K., Yamazaki, Y. (2022). Analysis and application of multiplicative stochastic process with a sample-dependent lower bound. https://arxiv.org/abs/2203.06812

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Informasi Jurnal

Tahun Terbit: 2022
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓