Files
@ 3e647eb7b5b3
Branch filter:
Location: AENC/switchchain/powerlaw_info.tex - annotation
3e647eb7b5b3
1.2 KiB
text/x-tex
Add improved construction rate dataset and plot
42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d 42dadc398e7d | \documentclass{article}
\begin{document}
\section{Continuous powerlaw with minimum cut-off}
Exponent $\tau > 1$.
\subsection{Also maximum cut-off}
Let $m$ be the minimum, $M$ be the maximum.\\
PDF: $$f(x) = \frac{\tau-1}{m^{-(\tau-1)} - M^{-(\tau-1)}} x^{-\tau}$$
CDF: $$F(x) = \frac{m^{-(\tau-1)} - x^{-(\tau-1)}}{m^{-(\tau-1)} - M^{-(\tau-1)}}$$
Inverse: $$F^{-1}(y) = \left( (1-y) m^{-(\tau-1)} + y M^{-(\tau-1)} \right)^{\frac{-1}{\tau-1}}$$
i.e. linear interpolate between $M^{-(\tau-1)} < m^{-(\tau-1)}$.\\
$F^{-1}(0) = m$ and $F^{-1}(1) = M$.\\
For $m=1$ and $M$ steps of interpolation:\\
$F^{-1}(1/M) = \left( 1-M^{-1} + M^{-\tau} \right)^{\frac{-1}{\tau-1}}$\\
$F^{-1}(1-1/M) = \left( M^{-1} + M^{-(\tau-1)} - M^{-\tau} \right)^{\frac{-1}{\tau-1}}$
\subsection{No maximum cut-off}
For $M=\infty$ we have:\\
PDF: $$f(x) = \frac{\tau-1}{m^{-(\tau-1)}} x^{-\tau} = \frac{\tau-1}{m} \left(\frac{x}{m}\right)^{-\tau}$$
CDF: $$F(x) = \frac{m^{-(\tau-1)} - x^{-(\tau-1)}}{m^{-(\tau-1)}} = 1 - \left(\frac{x}{m}\right)^{-(\tau-1)}$$
Inverse: $$F^{-1}(y) = \left( (1-y) m^{-(\tau-1)} \right)^{\frac{-1}{\tau-1}} = m \; \left( 1-y \right)^{\frac{-1}{\tau-1}}$$
For interpolation:\\
$F^{-1}(0) = m$\\
$F^{-1}(1-\frac{1}{n}) = m\cdot n^{\frac{1}{\tau-1}}$
\end{document}
|