Order–disorder transition in conflicting dynamics leading to rank–frequency generalized beta distributions

The behavior of rank-ordered distributions of phenomena present in a variety of fields such as biology, sociology, linguistics, finance and geophysics has been a matter of intense research. Often power laws have been encountered; however, their validity tends to hold mainly for an intermediate range of rank values. In a recent publication (Martínez-Mekler et al., 2009 [7]), a generalization of the functional form of the beta distribution has been shown to give excellent fits for many systems of very diverse nature, valid for the whole range of rank values, regardless of whether or not a power law behavior has been previously suggested. Here we give some insight on the significance of the two free parameters which appear as exponents in the functional form, by looking into discrete probabilistic branching processes with conflicting dynamics. We analyze a variety of realizations of these so-called expansion–modification models first introduced by Wentian Li (1989) [10]. We focus our attention on an order–disorder transition we encounter as we vary the modification probability p. We characterize this transition by means of the fitting parameters. Our numerical studies show that one of the fitting exponents is related to the presence of long-range correlations exhibited by power spectrum scale invariance, while the other registers the effect of disordering elements leading to a breakdown of these properties. In the absence of long-range correlations, this parameter is sensitive to the occurrence of unlikely events. We also introduce an approximate calculation scheme that relates this dynamics to multinomial multiplicative processes. A better understanding through these models of the meaning of the generalized beta-fitting exponents may contribute to their potential for identifying and characterizing universality classes.