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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

16 votes

Is there a natural random process that is rigorously known to produce Zipf's law?

Not sure if this model is natural enough, but if $\pi$ is a random permutation of $\{1,2..n\}$, and $N_i$ is the number of cycles of size $i$ in $\pi$, then, $(N_1, N_2...)$ are approximately indepen …
Manjunath Krishnapur's user avatar