Phenomenology of stochastic exponential growth

We study by theoretical analysis and by direct numerical simulation the dynamics of a wide class of asynchronous stochastic systems composed of many autocatalytic degrees of freedom. We describe the generic emergence of truncated power laws in the size distribution of their individual elements. The exponents $\alpha$ of these power laws are time independent and depend only on the way the elements with very small values are treated. These truncated power laws determine the col...

We study a few dynamical systems composed of many components whose sizes evolve according to multiplicative stochastic rules. We compare them with respect to the emergence of power laws in the size distribution of their components. We show that the details specifying and enforcing the smallest size of the components are crucial as well as the rules for creating new components. In the systems where the power law holds, one obtains for the exponent alpha the experimentally meas...

Protein concentration in a living cell fluctuates over time due to noise in growth and division processes. From extensive single-cell experiments by using E. coli strains with different promoter strength (over two orders of magnitude) and under different nutrient conditions, we found that the variance of protein concentration fluctuations follows a robust square power-law dependence on its mean, which belongs to a general phenomenon called Taylor's law. To understand the mech...

Scale independence is a ubiquitous feature of complex systems which implies a highly skewed distribution of resources with no characteristic scale. Research has long focused on why systems as varied as protein networks, evolution and stock actions all feature scale independence. Assuming that they simply do, we focus here on describing how this behaviour emerges, in contrast to more idealized models usually considered. We arrive at the conjecture that a minimal model to expla...

Recently, we developed a theory of a geometrically growing system. Here we show that the theory can explain some phenomena of power-law distribution including classical demographic and economic and novel pandemic instances, without introduction of delicate economic models but only on the statistical way. A convexity in the low-size part of the distribution is one peculiarity of the theory, which is absent in the power-law distribution. We found that the distribution of the ge...

We consider the problem of finding optimal strategies that maximize the average growth-rate of multiplicative stochastic processes. For a geometric Brownian motion the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction of resources at any step of the dynamics. We generalize these finding to the case of dynamical equations with finite carrying capacity, which can find applicatio...

This work faces the problem of the origin of the logarithmic character of the Gompertzian growth. We show that the macroscopic, deterministic Gompertz equation describes the evolution from the initial state to the final stationary value of the median of a log-normally distributed, stochastic process. Moreover, by exploiting a stochastic variational principle, we account for self-regulating feature of Gompertzian growths provided by self-consistent feedback of relative density...

It is well known that a random multiplicative process with weak additive noise generates a power-law probability distribution. It has recently been recognized that this process exhibits another type of power law: the moment of the stochastic variable scales as a function of the additive noise strength. We clarify the mechanism for this power-law behavior of moments by treating a simple Langevin-type model both approximately and exactly, and argue this mechanism is universal. ...

How are granular details of stochastic growth and division of individual cells reflected in smooth deterministic growth of population numbers? We provide an integrated, multiscale perspective of microbial growth dynamics by formulating a data-validated theoretical framework that accounts for observables at both single-cell and population scales. We derive exact analytical complete time-dependent solutions to cell-age distributions and population growth rates as functionals of...

We introduce a solvable model of randomly growing systems consisting of many independent subunits. Scaling relations and growth rate distributions in the limit of infinite subunits are analysed theoretically. Various types of scaling properties and distributions reported for growth rates of complex systems in a variety of fields can be derived from this basic physical model. Statistical data of growth rates for about 1 million business firms are analysed as a real-world examp...