The mean-field approximation model of co
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Takayuki Mizuno; Misako Takayasu; Hideki Takayasu
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Article
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2004
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Elsevier Science
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English
β 244 KB
We introduce a mean-ΓΏeld-type approximation for description of company's income statistics. Utilizing huge company data we show that a discrete version of Langevin equation with additive and multiplicative noises can appropriately describe the time evolution of a company's income uctuation in statis