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Taylor's law, via ratios, for some distributions with infinite mean

  • Mark Brown (a1), Joel E. Cohen (a2) and Victor H. de la Peña (a1)


Taylor's law (TL) originated as an empirical pattern in ecology. In many sets of samples of population density, the variance of each sample was approximately proportional to a power of the mean of that sample. In a family of nonnegative random variables, TL asserts that the population variance is proportional to a power of the population mean. TL, sometimes called fluctuation scaling, holds widely in physics, ecology, finance, demography, epidemiology, and other sciences, and characterizes many classical probability distributions and stochastic processes such as branching processes and birth-and-death processes. We demonstrate analytically for the first time that a version of TL holds for a class of distributions with infinite mean. These distributions, a subset of stable laws, and the associated TL differ qualitatively from those of light-tailed distributions. Our results employ and contribute to the methodology of Albrecher and Teugels (2006) and Albrecher et al. (2010). This work opens a new domain of investigation for generalizations of TL.


Corresponding author

* Postal address: Department of Statistics, Columbia University, New York, NY 10027, USA.
** Postal address: Laboratory of Populations, The Rockefeller University, New York, NY 10065, USA. Email address:


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Taylor's law, via ratios, for some distributions with infinite mean

  • Mark Brown (a1), Joel E. Cohen (a2) and Victor H. de la Peña (a1)


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