英文标题:
《Oscillations in the Tsallis income distribution》
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作者:
Everton M. C. Abreu, Newton J. Moura Jr., Abner D. Soares and Marcelo
B. Ribeiro
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最新提交年份:
2019
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英文摘要:
Oscillations in the complementary cumulative distribution function (CCDF) of individual income data have been found in the data of various countries studied by different authors at different time periods, but the dynamical origins of this behavior are currently unknown. Although these datasets can be fitted by different functions at different income ranges, the Tsallis distribution has recently been found capable of fitting the whole distribution by means of only two parameters. This procedure showed clearly such oscillatory feature in the entire income range feature, but made it particularly visible at the tail of the distribution. Although log-periodic functions fitted to the data are capable of describing this behavior, a different approach to naturally disclose such oscillatory characteristics is to allow the Tsallis $q$-parameter to become complex. In this paper we use this idea in order to describe the behavior of the CCDF of the Brazilian personal income recently studied empirically by Soares et al.\\ (2016). Typical elements of periodic motion, such as amplitude and angular frequency coupled to this income analysis, were obtained by means of this approach. A highly non-linear function for the CCDF was obtained through this methodology and a numerical test showed it capable of recovering the main oscillatory feature of the original CCDF of the personal income data of Brazil.
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中文摘要:
不同作者在不同时期研究的不同国家的数据中发现了个人收入数据的互补累积分布函数(CCDF)的振荡,但这种行为的动力学根源目前尚不清楚。虽然这些数据集可以在不同的收入范围内用不同的函数拟合,但最近发现,Tsallis分布仅通过两个参数就能拟合整个分布。这一过程在整个收入范围特征中清楚地显示了这种振荡特征,但在分布的尾部尤其明显。虽然拟合到数据的对数周期函数能够描述这种行为,但自然揭示这种振荡特征的另一种方法是允许Tsallis$q$-参数变得复杂。在本文中,我们利用这一想法来描述Soares等人(2016)最近进行的实证研究中巴西个人收入CCDF的行为。通过这种方法,获得了周期运动的典型元素,例如与收益分析耦合的振幅和角频率。通过这种方法获得了CCDF的高度非线性函数,数值测试表明,它能够恢复巴西个人收入数据原始CCDF的主要振荡特征。
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分类信息:
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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一级分类:Quantitative Finance 数量金融学
二级分类:Economics 经济学
分类描述:q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学,包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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