著者

水野 貴之

出版者

特定非営利活動法人 横断型基幹科学技術研究団体連合

雑誌

横幹 (ISSN:18817610)

巻号頁・発行日

vol.7, no.2, pp.108-115, 2013 (Released:2016-02-17)

参考文献数

9

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One of the characteristic analytical methods in Econophysics is observation of distribution function of an economic phenomenon. By comparing the distribution function with a normal distribution, we can find the correlation structure hiding in the phenomenon through Lindeberg’s central limit theorem and the generalized (stable distribution) central limit theorem. We introduce some examples of research which used the distribution function for the phenomena of financial markets, real estate markets, an online product market, and a retail market.