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  2. Power law - Wikipedia

    en.wikipedia.org/wiki/Power_law

    This distribution is a common alternative to the asymptotic power-law distribution because it naturally captures finite-size effects. The Tweedie distributions are a family of statistical models characterized by closure under additive and reproductive convolution as well as under scale transformation. Consequently, these models all express a ...

  3. Exponential decay - Wikipedia

    en.wikipedia.org/wiki/Exponential_decay

    A quantity undergoing exponential decay. Larger decay constants make the quantity vanish much more rapidly. This plot shows decay for decay constant (λ) of 25, 5, 1, 1/5, and 1/25 for x from 0 to 5. A quantity is subject to exponential decay if it decreases at a rate proportional to its current value.

  4. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The Pareto distribution, or "power law" distribution, used in the analysis of financial data and critical behavior. The Pearson Type III distribution; The phase-type distribution, used in queueing theory; The phased bi-exponential distribution is commonly used in pharmacokinetics; The phased bi-Weibull distribution

  5. Correlation function (statistical mechanics) - Wikipedia

    en.wikipedia.org/wiki/Correlation_function...

    At high temperatures, the correlation decays to zero exponentially with the distance between the spins. The same exponential decay as a function of radial distance is also observed below , but with the limit at large distances being the mean magnetization . Precisely at the critical point, an algebraic behavior is seen

  6. Fat-tailed distribution - Wikipedia

    en.wikipedia.org/wiki/Fat-tailed_distribution

    A fat-tailed distribution is a probability distribution that exhibits a large skewness or kurtosis, relative to that of either a normal distribution or an exponential distribution. [ when defined as? ] In common usage, the terms fat-tailed and heavy-tailed are sometimes synonymous; fat-tailed is sometimes also defined as a subset of heavy-tailed.

  7. Heavy-tailed distribution - Wikipedia

    en.wikipedia.org/wiki/Heavy-tailed_distribution

    The distribution of a random variable X with distribution function F is said to have a long right tail [1] if for all t > 0, [> + >] =,or equivalently ¯ (+) ¯ (). This has the intuitive interpretation for a right-tailed long-tailed distributed quantity that if the long-tailed quantity exceeds some high level, the probability approaches 1 that it will exceed any other higher level.

  8. Exponential distribution - Wikipedia

    en.wikipedia.org/wiki/Exponential_distribution

    In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the distance between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate; the distance parameter could be any meaningful mono-dimensional measure of the process, such as time ...

  9. Stretched exponential function - Wikipedia

    en.wikipedia.org/wiki/Stretched_exponential_function

    In phenomenological applications, it is often not clear whether the stretched exponential function should be used to describe the differential or the integral distribution function—or neither. In each case, one gets the same asymptotic decay, but a different power law prefactor, which makes fits more ambiguous than for simple exponentials.