Internet Mathematics

A Brief History of Generative Models for Power Law and Lognormal Distributions

Michael Mitzenmacher

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Abstract

Recently, I became interested in a current debate over whether file size distributions are best modelled by a power law distribution or a lognormal distribution. In trying to learn enough about these distributions to settle the question, I found a rich and long history, spanning many fields. Indeed, several recently proposed models from the computer science community have antecedents in work from decades ago. Here, I briefly survey some of this history, focusing on underlying generative models that lead to these distributions. One finding is that lognormal and power law distributions connect quite naturally, and hence, it is not surprising that lognormal distributions have arisen as a possible alternative to power law distributions across many fields.

Article information

Source
Internet Math. Volume 1, Number 2 (2003), 226-251.

Dates
First available in Project Euclid: 7 July 2004

Permanent link to this document
http://projecteuclid.org/euclid.im/1089229510

Mathematical Reviews number (MathSciNet)
MR2077227

Zentralblatt MATH identifier
1063.68526

Citation

Mitzenmacher, Michael. A Brief History of Generative Models for Power Law and Lognormal Distributions. Internet Mathematics 1 (2003), no. 2, 226--251. http://projecteuclid.org/euclid.im/1089229510.


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