摘要翻译:
利用1974-2007年日本土地评估值数据,在中等尺度区域呈现出准静态变化的对数正态分布。在推导中,采用了一个详细拟平衡下的非直布罗特定律和两个近似。结果表明,在大尺度区域,合成分布为幂律分布,指数变化;在中尺度区域,合成分布为准对数正态分布,标准差变化。在分布中,指数的变化和标准差的变化都依赖于详细拟平衡的参数。这些结果得到了经验数据的一致证实。
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英文标题:
《Quasistatically varying log-normal distribution in the middle scale
region of Japanese land prices》
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作者:
Atushi Ishikawa
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最新提交年份:
2007
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Statistical Finance 统计金融
分类描述:Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类:Physics 物理学
二级分类:Physics and Society 物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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英文摘要:
Employing data on the assessed value of land in 1974--2007 Japan, we exhibit a quasistatically varying log-normal distribution in the middle scale region. In the derivation, a Non-Gibrat's law under the detailed quasi-balance is adopted together with two approximations. The resultant distribution is power-law with the varying exponent in the large scale region and the quasistatic log-normal distribution with the varying standard deviation in the middle scale region. In the distribution, not only the change of the exponent but also the change of the standard deviation depends on the parameter of the detailed quasi-balance. These results are consistently confirmed by the empirical data.
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PDF链接:
https://arxiv.org/pdf/0710.1893