6 - Multiplicative Processes
from Part II - Emergence
Published online by Cambridge University Press: 17 May 2022
Summary
An introduction to the emergence of heavy-tailed distributions in the context of multiplicative processes.The multiplicative central limit theorem is presented, and variations of multiplicative processes with lower barriers and noise are studied.Further, an example of the emergence of heavy tails in random graphs via preferential attachment is included.
- Type
- Chapter
- Information
- The Fundamentals of Heavy TailsProperties, Emergence, and Estimation, pp. 127 - 147Publisher: Cambridge University PressPrint publication year: 2022