Extended Data Fig. 5: Average distribution of city sizes.

Data obtained by 10 numerical runs of the stochastic differential equation (10) with a Gaussian noise with finite variance ση, compared with the numerical solution of equation (10) where η = ⟨η⟩ = r. Parameters here are α = 1.3, β = 0.8, r = 0.01, ση = 0.06, D = 0.06 and t = 500.