Theory of Zipf's Law and Beyond

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

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