A Langevin approach to the Log-Gauss-Pareto composite statistical structure

► A mechanism generating the Log-Gauss-Pareto distribution is presented. ► The mechanism is based on geometric Langevin dynamics with sigmoidal forces. ► The mechanism is invariant with respect to the specific force and noise details. ► The mechanism establishes a universal explanation for this distribution. ► The mechanism provides a conceptual toy-model for financial markets.