Order–disorder transition in conflicting dynamics leading to rank–frequency generalized beta distributions

R. Alvarez-Martinez, G. Martinez-Mekler and G. Cocho

Physica A: Statistical Mechanics and its Applications, 2011, vol. 390, issue 1, 120-130

Abstract: The behavior of rank-ordered distributions of phenomena present in a variety of fields such as biology, sociology, linguistics, finance and geophysics has been a matter of intense research. Often power laws have been encountered; however, their validity tends to hold mainly for an intermediate range of rank values. In a recent publication (Martínez-Mekler et al., 2009 [7]), a generalization of the functional form of the beta distribution has been shown to give excellent fits for many systems of very diverse nature, valid for the whole range of rank values, regardless of whether or not a power law behavior has been previously suggested. Here we give some insight on the significance of the two free parameters which appear as exponents in the functional form, by looking into discrete probabilistic branching processes with conflicting dynamics. We analyze a variety of realizations of these so-called expansion–modification models first introduced by Wentian Li (1989) [10]. We focus our attention on an order–disorder transition we encounter as we vary the modification probability p. We characterize this transition by means of the fitting parameters. Our numerical studies show that one of the fitting exponents is related to the presence of long-range correlations exhibited by power spectrum scale invariance, while the other registers the effect of disordering elements leading to a breakdown of these properties. In the absence of long-range correlations, this parameter is sensitive to the occurrence of unlikely events. We also introduce an approximate calculation scheme that relates this dynamics to multinomial multiplicative processes. A better understanding through these models of the meaning of the generalized beta-fitting exponents may contribute to their potential for identifying and characterizing universality classes.

Keywords: Universality; Rank–frequency distributions; Stochastic processes; Order–disorder transitions; Expansion–modification; Rare events (search for similar items in EconPapers)
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437110006710
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:390:y:2011:i:1:p:120-130

DOI: 10.1016/j.physa.2010.07.037

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().