Poster Session (PSb-139～PSb-166)

[PSb-150] Modeling of Fat-tailed Distribution in Time Series Data by Generalized Random Multiplicative Process

*JIWEI JIANG JIANG¹, Kenta Yamada², Hideki Takayasu^3,4, Misako Takayasu^1,4 (1. School of Computing, Tokyo Institute of Technology, 4259 Nagatsuta-cho, Midori-ku, Yoko- hama 226-8502, Japan., 2. Faculty of Global and Regional Studies, University of the Ryukyus, Nishihara, Okinawa, 903- 0213, Japan., 3. Sony Computer Science Laboratories, 3-14-13 Higashi-Gotanda, Shinagawa-ku, Tokyo 141- 0022, Japan., 4. Institute of Innovative Research, Tokyo Institute of Technology.)

Keywords:Fat-tail Distribution, Power law Distribution, Random Multiplicative Process, Sociophysics, Econophysics