On the sum of power laws
Many real-life data sets have power laws or Zipfian distributions. An integer-valued random variable X follows a power law with parameter a if P(X=k) is proportional to k-a. Panos asked what the sum of two power laws was. He cites Wilke at al. who claim that the sum of two power laws X and Y with parameters a and b is a power law with parameter min(a,b).
I relate this problem to the sum of exponentials. Any engineer knows that if a>b, then eat + ebt will be approximately eat for t sufficiently large.
Hence, I think that the sum of power law distributions X and Y is a power law distribution with parameter min(a,b) if you are only interested in large values of k in P(X+Y=k).
For extra credit, help me solve this problem. Suppose that I have two power laws with the same parameter. Is their sum a power law with the same parameter? (I predict it does not!)
Egghe showed in The distribution of N-grams that even if the words follow a power law, the n-grams won’t!
Disclaimer: Yes, I am being lazy. I could work it out.
Montreal, Canada 
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