Universal emergence of local Zipf-Mandelbrot law

Fuente: arXiv
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Autori principali: Cugini, Davide, Timpanaro, André, Livan, Giacomo, Guarnieri, Giacomo
Natura: Preprint
Pubblicazione: 2024
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author Cugini, Davide
Timpanaro, André
Livan, Giacomo
Guarnieri, Giacomo
author_facet Cugini, Davide
Timpanaro, André
Livan, Giacomo
Guarnieri, Giacomo
contents A plethora of natural and socio-economic phenomena share a striking statistical regularity, that is the magnitude of elements decreases with a power law as a function of their position in a ranking of magnitude. Such regularity is known as Zipf-Mandelbrot law (ZM), and plenty of problem-specific explanations for its emergence have been provided in different fields. Yet, an explanation for ZM ubiquity is currently lacking. In this paper we first provide an analytical expression for the cumulants of any ranked sample of i.i.d. random variables once sorted in decreasing order. Then we make use of this result to rigorously demonstrate that, whenever a small fraction of such ranked dataset is considered, it becomes statistically indistinguishable from a ZM law. We finally validate our results against several relevant examples.
format Preprint
id arxiv_https___arxiv_org_abs_2407_15946
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Universal emergence of local Zipf-Mandelbrot law
Cugini, Davide
Timpanaro, André
Livan, Giacomo
Guarnieri, Giacomo
Physics and Society
Data Analysis, Statistics and Probability
A plethora of natural and socio-economic phenomena share a striking statistical regularity, that is the magnitude of elements decreases with a power law as a function of their position in a ranking of magnitude. Such regularity is known as Zipf-Mandelbrot law (ZM), and plenty of problem-specific explanations for its emergence have been provided in different fields. Yet, an explanation for ZM ubiquity is currently lacking. In this paper we first provide an analytical expression for the cumulants of any ranked sample of i.i.d. random variables once sorted in decreasing order. Then we make use of this result to rigorously demonstrate that, whenever a small fraction of such ranked dataset is considered, it becomes statistically indistinguishable from a ZM law. We finally validate our results against several relevant examples.
title Universal emergence of local Zipf-Mandelbrot law
topic Physics and Society
Data Analysis, Statistics and Probability
url https://arxiv.org/abs/2407.15946