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Highly optimized tolerance : ウィキペディア英語版
Highly optimized tolerance

In applied mathematics, highly optimized tolerance (HOT) is a method of generating power law behavior in systems by including a global optimization principle. For some systems that display a characteristic scale, a global optimization term could potentially be added that would then yield power law behavior. It has been used to generate and describe internet-like graphs, forest fire models and may also apply to biological systems.
==Example==
The following is taken from Sornette's book.
Consider a random variable, X, that takes on values x_i with probability p_i. Furthmore, lets assume for another parameter r_i
:x_i = r_i^
for some fixed \beta. We then want to minimize
: L = \sum_^ p_i x_i
subject to the constraint
: \sum_^ r_i = \kappa
Using Lagrange multipliers, this gives
: p_i \propto x_i^
giving us a power law. The global optimization of minimizing the energy along with the power law dependence between x_i and r_i gives us a power law distribution in probability.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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