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Complex Systems Session 2. Pareto distribution, long-tails, scaling and self-similarity
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Complex systems 2

Jan 22, 2018

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Gabor Vattay
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Page 1: Complex systems 2

Complex Systems

Session 2.

Pareto distribution, long-tails, scaling and self-similarity

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Zipf’s law

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George K. Zipf (1902-1950)

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Rank-order plot

Zipf’s law (1941)

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Log-log plot

A power law relationship between two variables yields

a linear relationship between the logarithms of the quantities.

If we plot the quantities on a log-log plot we should see a

line.

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Zipf’s law

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City size distribution

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Vilfredo Pareto (1848-1923)

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Pareto principle

80/20 rule

Italian land ownership

British tax records

Peapods in Pareto’s

garden

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Pareto distribution

Tail distribution

Power law tail

Long tail

Fat tail

α= 1+ ε

epsilon is a symbol of a small number

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The 80/20 rule

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The 80/20 rule

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Inequality and Gini coefficient

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Normal distribution

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Complementary cumulative

distribution or Tail Distribution

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The Power Law DistributionPower law distributions are ubiquitous, occurring in diverse phenomena, including city sizes, incomes, word frequencies, and earthquake magnitudes.

Power laws easy to spot on log-log (doubly logarithmic) plots:

Power Law PDF - Linear Scale Power Law PDF – Log-Log scale

α=0.5α=1.0α=2.0

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Scale invariance

and self-similarity

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Scale invariancePareto: distribution of wealth exceeding a minimum xm

Change the SCALE and take those, who exceed xt

Pareto remains the same on the new SCALE x/xt

There is a lack of natural SCALE in the problem

Only Power Laws are invariant under change of scaleSzEEDSM Complex Systems 2017

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Scaling (scale invariance)

Distribution of height of people is NOT scale invariant.

Humans do have a typical height scale (1-2 meters).

There are no 10 m tall humans.

Tallness is not power law distributed

Number of people you can relate to (Dunbar number) 150

Number of years you can live (no one lived for 150 years)

Number of followers 1,10,100,1000,…,10 million

Number of sexual partners 1,10,100,1000 ...

Attraction, hype, fanship ...SzEEDSM Complex Systems 2017

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Self-similar objects:

Fractals

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Benoit Mandelbrot (1924-2010)

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Mandelbrot set Z2+C

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Internet vs. Phone

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Lorenz Attractor

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The Universe

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Coastline of Britain

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Barnsley Fern

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Fractal dimension

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Fractal Dimension

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Urban Scaling

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Metabolic rate of mammals

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Road length vs. GDP

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Scaling vs. complexity

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Scaling and Politics

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Universality

Biology

City

Land ownership

Japanese company

sales

Retail industry

Earthquakes

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