Power law ($f(x)=C{x}^p$)

A power law is a relation $f(x)=C{x}^p$, with fixed constants $C$ and $p$. For positive $x$, any real number $p$ is allowed. Its useful feature is a simple scaling rule:The same proportional change of input produces the same proportional change of output, independently of the starting value. The exponent controls that response; the coefficient fixes the magnitude.

For example, the area of a circle is $A(r)=\pi r^2$. Doubling the radius multiplies its area by four, and tripling it multiplies the area by nine. The volume of a sphere is $V(r)=4\pi r^3/3$: the same changes multiply its volume by eight and twenty-seven. The distinction explains why similarly shaped objects do not preserve their ratio of surface area to volume when their size changes.

When the output is positive, a logarithm turns the power law into a straight-line relation. Using positive reference values $x_0$ and $f_0=f(x_0)$,These ratios are dimensionless quantities, so the formula also applies to physical measurements with units. Plotting both ratios on a logarithmic scale gives a line of slope $p$. Changing a unit changes the numerical coefficient, while the exponent stays the same. Positive $p$ describes increasing values; negative $p$ describes decreasing values; $p=0$ gives a constant. The zero coefficient is a degenerate case with no useful logarithmic slope.

Exact scaling is stronger than regular variation. The function $x^2\log x$ has a doubling ratio tending to four, but its logarithmic correction keeps growing. The diagram contrasts it with the exact power law $x^2$.

A power law for a probability density and a power law for a tail probability have different exponents. For a Pareto distribution with $\alpha >0$ and lower endpoint one,The tail probability has exponent $-\alpha$; differentiating it and changing sign gives the probability density exponent $-\alpha -1$. Confusing them changes the interpretation of a fitted exponent. The normalizing coefficient and lower endpoint also matter: a decreasing power law is not automatically a valid probability density over the entire positive real line.

The appearance of a line over a finite logarithmic range is evidence to investigate, rather than a proof of an exact power law or its mechanism. In their study of power-law distributions, Clauset, Shalizi and Newman combine maximum likelihood estimation, goodness-of-fit tests and comparisons with alternative models; their abstract explains why ordinary least-squares fitting can give misleading results for tail data. See Aaron Clauset, Cosma Rohilla Shalizi and M. E. J. Newman, Power-law distributions in empirical data, SIAM Review 51 (2009), 661–703. The scaling rule is mathematically exact when it defines a model; whether a dataset supports that model is a question of statistical inference.

A power-law distribution uses a power law for a probability mass function or a probability density on a specified range. For a continuous model with $p_X(x)=C{x}^{-\beta }$ on $x\ge x_{\min }>0$ and zero below it, the total integral is finite exactly when $\beta >1$. Normalization then requires $C=(\beta -1)x_{\min }^{\beta -1}$, giving a Pareto distribution with shape parameter $\alpha =\beta -1$. Discrete models instead normalize a sum. The support and normalizing coefficient are part of the model, and a power law for its tail probability uses a different exponent from its probability density.

A cored power-law density profile is finite at its centre and approaches a power law outside a core radius. A simple continuous example is $n(r)=n_0$ for $r\le r_c$ and $n(r)=n_0(r/r_c{)}^{-\beta }$ for $r>r_c$. The normalization $n_0$ is the core density. Smoothing the transition changes integrated coefficients but not convergence thresholds fixed by the outer slope.

A function has polynomial growth when $|f(x)|\le C(1+|x|{)}^N$ for some constants $C,N$. Such growth is slow enough for a locally integrable function to define a tempered distribution.