TY - JOUR
T1 - Analysis and Application of Multiplicative Stochastic Process with a Sample-Dependent Lower Bound
AU - Yamamoto, Ken
AU - Yamazaki, Yoshihiro
N1 - Funding Information:
Acknowledgments The authors are very grateful to Mr. Hirokazu Yanagawa and Mr. Takashi Bando for constructive discussion and permission to use data. K.Y. was supported by a Grant-in-Aid for Scientific Research (C) 19K03656 from Japan Society for the Promotion of Science.
Publisher Copyright:
© 2022 The Physical Society of Japan.
PY - 2022/6/15
Y1 - 2022/6/15
N2 - A multiplicative stochastic process with the lower bound lognormally distributed is investigated. For the process, the model is constructed, and its distribution function (involving four parameters) and the related statistical properties are derived. By adjusting the parameters, it is confirmed that the theoretical distribution is consistent with empirical distributions of some real data.
AB - A multiplicative stochastic process with the lower bound lognormally distributed is investigated. For the process, the model is constructed, and its distribution function (involving four parameters) and the related statistical properties are derived. By adjusting the parameters, it is confirmed that the theoretical distribution is consistent with empirical distributions of some real data.
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U2 - 10.7566/JPSJ.91.064803
DO - 10.7566/JPSJ.91.064803
M3 - Article
AN - SCOPUS:85130884241
SN - 0031-9015
VL - 91
JO - Journal of the Physical Society of Japan
JF - Journal of the Physical Society of Japan
IS - 6
M1 - 064803
ER -