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Saichev, Alex

Theory of Zipf's Law and Beyond

Saichev, Alex - Theory of Zipf's Law and Beyond, ebook

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Ebook, PDF with Adobe DRM
ISBN: 9783642029462
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Table of contents

1. Introduction
Alexander Saichev, Yannick Malevergne, Didier Sornette

2. Continuous Gibrat’s Law and Gabaix’s Derivation of Zipf’s Law
Alexander Saichev, Yannick Malevergne, Didier Sornette

3. Flow of Firm Creation
Alexander Saichev, Yannick Malevergne, Didier Sornette

4. Useful Properties of Realizations of the Geometric Brownian Motion
Alexander Saichev, Yannick Malevergne, Didier Sornette

5. Exit or “Death” of Firms
Alexander Saichev, Yannick Malevergne, Didier Sornette

6. Deviations from Gibrat’s Law and Implications for Generalized Zipf’s Laws
Alexander Saichev, Yannick Malevergne, Didier Sornette

7. Firm’s Sudden Deaths
Alexander Saichev, Yannick Malevergne, Didier Sornette

8. Non-stationary Mean Birth Rate
Alexander Saichev, Yannick Malevergne, Didier Sornette

9. Properties of the Realization Dependent Distribution of Firm Sizes
Alexander Saichev, Yannick Malevergne, Didier Sornette

10. Future Directions and Conclusions
Alexander Saichev, Yannick Malevergne, Didier Sornette

Keywords: Economics/Management Science, Financial Economics, Probability Theory and Stochastic Processes, Game Theory/Mathematical Methods

Author(s)
 
 
Publisher
Springer
Publication year
2010
Language
en
Edition
1
Series
Lecture Notes in Economics and Mathematical Systems
Category
Economy
Format
Ebook
eISBN (PDF)
9783642029462

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