A growth-collapse model: Lévy inflow, geometric crashes, and generalized Ornstein-Uhlenbeck dynamics

Keyphrases

• Crash 100%
• Collapse Models 100%
• Ornstein-Uhlenbeck 100%
• Growth Collapses 100%
• Scale-free 40%
• Stochastic Growth 40%
• System Yield 40%
• Non-Markovian 20%
• Renewal Process 20%
• Autocorrelation 20%
• Mean-variance 20%
• Avalanche 20%
• Growth Process 20%
• System Evolution 20%
• Self-similarity 20%
• Arbitrary Distribution 20%
• C(X) 20%
• Power-law Distribution 20%
• Laplace Transform 20%
• Crash Rate 20%
• Post-collision 20%
• System Collapse 20%
• Stationary Independent Increments 20%
• Distribution Equilibrium 20%
• Linnik 20%
• Negative Increment 20%
• Pre-crash 20%

Mathematics

• Stochastics 100%
• Renewal Process 50%
• Underlying Structure 50%
• Arbitrary Distribution 50%
• Tail Probability 50%
• Unit Interval 50%
• Laplace Transform 50%
• Mean Variance 50%
• Power Law Distribution 50%
• Autocorrelation 50%