The Zipf-Mandelbrot law: quantization and an application to the stock market

DOI10.1134/S1061920815040081zbMath1201.91243OpenAlexW2338322567MaRDI QIDQ849973

V. P. Maslov

Publication date: 15 November 2006

Published in: Russian Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: http://www.maik.ru/contents/mathphys/mathphys4_5v12cont.htm

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Microeconomic theory (price theory and economic markets) (91B24) Equilibrium statistical mechanics (82B99) Actuarial science and mathematical finance (91G99)

Related Items (7)

On the minimization of operational risks ⋮ Tunnel canonical operator in thermodynamics ⋮ Transition to the condensate state for classical gases and clusterization ⋮ The union of two systems of identical Maslov elements with different dimensions ⋮ A new approach to probability theory and thermodynamics ⋮ New look at thermodynamics of gas and at clusterization ⋮ Bose gas of anharmonic oscillators and refinement of the Zipf law

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