5

Can anyone tell me the font style in this document?this picture

Any how can I specify in LaTex? Thanks.

  • 2
    Welcome to TeX.SX! The font is Utopia (or a clone thereof), you can get it with \usepackage{fourier,erewhon} (fourier if you need math support). Actually fourier could suffice, but erewhon has true small caps and other features that the text fonts provided by fourier alone don't have. – egreg Oct 4 '16 at 19:37
13

The text can be found at the Yale University site; it's a paper by Costas Arkolakis, Andrés Rodríguez-Clare and Jiun-Hua Sun.

enter image description here

The font is Utopia (or a clone thereof), but the math fonts are Computer Modern (a capital sin!).

Here's how you can reproduce it, without the increased interline and better accompanying math fonts.

\documentclass{article}
\usepackage[a4paper,margin=3.6cm]{geometry}
\usepackage{fourier,erewhon}
\usepackage{amsmath}
% see http://tex.stackexchange.com/a/61028/4427
\makeatletter
\def\resetMathstrut@{%
  \setbox\z@\hbox{%
    \mathchardef\@tempa\mathcode`\(\relax
    \def\@tempb##1"##2##3{\the\textfont"##3\char"}%
    \expandafter\@tempb\meaning\@tempa \relax
  }%
  \ht\Mathstrutbox@1.2\ht\z@ \dp\Mathstrutbox@1.2\dp\z@
}
\makeatother


\begin{document}

The Pareto size distribution is one of the most ubiquitous 
empirical relationships in the natural and social sciences. 
It has been used to describe the distributions of, among other 
things, incomes, firm sizes, stock returns, and city populations. 
Because of its empirical prevalence, but also its mathematical 
simplicity, the Pareto distribution has become an extremely 
important statistical tool for scientists across disciplines. 
Typically, the modeling of these statistical processes implies 
independence of the different Pareto realizations. However, for 
a large number of empirical and theoretical applications, such 
as natural disasters, stock returns, and firm sales across 
multiple markets, realizations could be closely correlated 
while Pareto size distributions still prevail.\footnote{}

In this note we describe a multivariate distribution that 
explicitly allows for correlation across different draws and 
exhibits Pareto marginals. In particular, we show that
the function
\begin{equation}
H(\mathbf{z})=
1-\biggl(\,
    \sum_{i=1}^n (T_i^{}z_i^{-\theta})^{1/(1-\rho)}
  \biggr)^{1-\rho}
\end{equation}
with support
\begin{gather*}
z\ge \tilde{T}^{1/\theta}\ \text{for all $i$, where} \\
\tilde{T}\equiv
\biggl(\,
  \sum_{i=1}^n T_i^{1/(1-\rho)}
\biggr)^{1-\rho},\quad
T_i>0\ \text{for all $i$},
\end{gather*}


\end{document}

enter image description here

  • 1
    +1. Nice touch to show how the math looks like when one uses the appropriate font! – Mico Oct 4 '16 at 21:22
  • @Mico The parentheses were not really that satisfying, but I fixed them. – egreg Oct 4 '16 at 21:27
  • A capital sin indeed! – Au101 Oct 4 '16 at 21:45

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.