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Complex Systems
Session 2.
Pareto distribution, long-tails, scaling and self-similarity
Zipf’s law
SzEEDSM Complex Systems 2017
George K. Zipf (1902-1950)
SzEEDSM Complex Systems 2017
Rank-order plot
Zipf’s law (1941)
SzEEDSM Complex Systems 2017
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.
SzEEDSM Complex Systems 2017
Zipf’s law
SzEEDSM Complex Systems 2017
City size distribution
SzEEDSM Complex Systems 2017
SzEEDSM Complex Systems 2017
SzEEDSM Complex Systems 2017
SzEEDSM Complex Systems 2017
SzEEDSM Complex Systems 2017
Vilfredo Pareto (1848-1923)
SzEEDSM Complex Systems 2017
Pareto principle
80/20 rule
Italian land ownership
British tax records
Peapods in Pareto’s
garden
SzEEDSM Complex Systems 2017
Pareto distribution
Tail distribution
Power law tail
Long tail
Fat tail
α= 1+ ε
epsilon is a symbol of a small number
SzEEDSM Complex Systems 2017
The 80/20 rule
SzEEDSM Complex Systems 2017
The 80/20 rule
SzEEDSM Complex Systems 2017
Inequality and Gini coefficient
SzEEDSM Complex Systems 2017
Normal distribution
SzEEDSM Complex Systems 2017
Complementary cumulative
distribution or Tail Distribution
SzEEDSM Complex Systems 2017
The Power Law Distribution
Power 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=0.5
α=1.0
α=2.0
Scale invariance
and self-similarity
SzEEDSM Complex Systems 2017
Scale invariance
Pareto: 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 scale
SzEEDSM Complex Systems 2017
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
Self-similar objects:
Fractals
SzEEDSM Complex Systems 2017
Benoit Mandelbrot (1924-2010)
SzEEDSM Complex Systems 2017
Mandelbrot set Z2+C
SzEEDSM Complex Systems 2017
SzEEDSM Complex Systems 2017
SzEEDSM Complex Systems 2017
Internet vs. Phone
SzEEDSM Complex Systems 2017
Lorenz Attractor
SzEEDSM Complex Systems 2017
The Universe
SzEEDSM Complex Systems 2017
Coastline of Britain
SzEEDSM Complex Systems 2017
Barnsley Fern
SzEEDSM Complex Systems 2017
Fractal dimension
SzEEDSM Complex Systems 2017
Fractal Dimension
SzEEDSM Complex Systems 2017
Urban Scaling
SzEEDSM Complex Systems 2017
SzEEDSM Complex Systems 2017
Metabolic rate of mammals
SzEEDSM Complex Systems 2017
Road length vs. GDP
SzEEDSM Complex Systems 2017
Scaling vs. complexity
SzEEDSM Complex Systems 2017
Scaling and Politics
SzEEDSM Complex Systems 2017
Universality
Biology
City
Land ownership
Japanese company
sales
Retail industry
Earthquakes
…
SzEEDSM Complex Systems 2017

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Complex systems 2

Editor's Notes

  1. Zipf was a Harvard linguist interested in the frequency of word usage versus the ranked list of common words. Pareto studied distribution of wealth and income (cumulative wealth greater than x). Sometimes also called the 80/20 rule (20% of the people own 80% of the wealth).