A GENERALIZED GIBRAT'S LAW*
刻画了一类包含吉布拉定律作为特例的过程，能解释帕累托分布，并提出了一个简约的广义版本，允许规模影响增长过程的方差但不影响均值。
Many economic and non‐economic variables such as income, wealth, firm size, or city size often distribute Pareto in the upper tail. It is well established that Gibrat's law can explain this phenomenon, but Gibrat's law often does not hold. This note characterizes a class of processes, one that includes Gibrat's law as a special case, that can explain Pareto distributions. Of particular importance is a parsimonious generalization of Gibrat's law that allows size to affect the variance of the growth process but not its mean. This note also shows that under plausible conditions Zipf's law is equivalent to Gibrat's law.