Foreword

Ralph E. Gomory

I NONMATHEMATICAL PRESENTATIONS

Preface (1996)

E1 Introduction (1996)

E2 Discontinuity and scaling: scope and likely limitations (1996)

E3 New methods in statistical economics (M 1963e)

E4 Sources of inspiration and historical background (1996)

II MATHEMATICAL PRESENTATIONS

E5 States of randomness from mild to wild, and concentration in the short, medium and long run (1996)

E6 Self-similarity and panorama of self-affinity (1996)

E7 Rank-size plots, Zipf's law, and scaling (1996)

E8 Proportional growth with or without diffusion, and other explanations of scaling (1996) Appendices (M 1964o, M 1974d)

E9 A case against the lognormal distribution (1996)

III PERSONAL INCOMES AND FIRM SIZES

E10 L-stable model for the distribution of income (M 1960i) Appendices (M 1963i, M 1963j)

E11 L-stability and multiplicative variation of income (M 1961e)

E12 Scaling distributions and income maximization (M 1962q)

E13 Industrial concentration and scaling (1996)

IV THE M 1963 MODEL OF PRICE VARIATION

E14 The variation of certain speculative prices (M 1963b) Appendices (Fama & Blume 1966, M 1972b, M 1982c)

E15 The variation of the price of cotton, wheat, and railroad stocks, and of some financial rates (M 1967j)

E16 Mandelbrot on price variation (Fama 1963) (A guest contribution by E. F. Fama)

E17 Comments by P. H. Cootner, E. Parzen & W. S. Morris (1960s), and responses (1996)

E18 Computation of the L-stable distributions (1996)

V BEYOND THE M 1963 MODEL

E19 Nonlinear forecasts, rational bubbles, and martingales (M 1966b)

E20 Limitations of efficiency and martingales (M 1971e)

E21 Self-affine variation in fractal time (Section 1 is by W. H. Taylor) (M & Taylor 1967, M 1973c)

CUMULATIVE BIBLIOGRAPHY

INDEX