zbMath0977.82001MaRDI QIDQ1589310
Didier Sornette
Publication date: 10 December 2000
Published in: Springer Series in Synergetics (Search for Journal in Brave)
On size and growth of business firms,
Alternative way to characterize a \(q\)-Gaussian distribution by a robust heavy tail measurement,
The likely determines the unlikely,
Statistical mechanics and information-theoretic perspectives on complexity in the Earth system,
Fractional stochastic Loewner evolution and scaling curves,
Describing long-range patterns in leaf vasculature by metaphoric fields,
Natural Classes and Natural Classification,
Manifesto for a post-pandemic modeling,
Thermodynamic limits of macroeconomic or financial models: one- and two-parameter Poisson-Dirichlet models,
Quantifying and understanding the economics of large financial movements,
Statistical properties of transport in plasma turbulence,
Predator population depending on lemming cycles,
Cut-out sets and the Zipf law for fractal voids,
Complex networks: from graph theory to biology,
Rupture by damage accumulation in rocks,
Dynamical analogy between economical crisis and earthquake dynamics within the nonextensive statistical mechanics framework,
Higher-order phase transitions on financial markets,
On self-similar Bernstein functions and corresponding generalized fractional derivatives,
On the size distribution of business firms,
Asymmetric information and quantization in financial economics,
Martensitic transformations: from continuum mechanics to spin models and automata,
Summation of power series by self-similar factor approximants,
What really causes large price changes?,
Lattice-oriented percolation system applied to volatility behavior of stock market,
Paretian Poisson processes,
Intersection of triadic Cantor sets with their translates. II: Hausdorff measure spectrum function and its introduction for the classification of Cantor sets,
Fractal properties of spatial distributions of aftershocks and active faults,
Records and sequences of records from random variables with a linear trend,
Swimming path statistics of an active Brownian particle with time-dependent self-propulsion,
A fiber bundle-plastic chain model for quasi-brittle materials under uniaxial loading,
Effects of randomness on power law tails in multiplicatively interacting stochastic processes,
Economies of scale in innovations with block-busters,
Stochastic simulations of time series within Weierstrass–Mandelbrot walks,
Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions,
Recent advances in percolation theory and its applications,
Demagnetization via nucleation of the nonequilibrium metastable phase in a model of disorder,
Emergence and Universal Computation,
Discrete self-similarity of multiscale materials and systems. Universality of scaling exponents,
Higher-order analysis within Weierstrass hierarchical walks,
On the relation between the mean and the variance of a diffusion model response time distribution,
Modeling extreme-event precursors with the fractional diffusion equation,
\(H\)-theorem for nonlinear Fokker-Planck equations related to generalized thermostatistics,
The Kalman-Lévy filter,
\(\kappa \)-generalized statistics in personal income distribution,
From rational bubbles to crashes,
Material-independent crack arrest statistics,
Potentially large equilibrium climate sensitivity tail uncertainty,
Accumulative prediction error and the selection of time series models,
Space and Time Scaling Laws Induced by the Multiscale Fracturing of The Arctic Sea Ice Cover,
Burst Statistics as a Criterion for Imminent Failure,
Prediction scheme for the catastrophic failure of highly loaded brittle materials or rocks,
Self-similarity in rock cracking and related complex critical exponents,
Records in a changing world,
Ice: the paradigm of wild plasticity,
Describing space-time patterns in aquatic ecology using IBMs and scaling and multi-scaling approaches,
Stock market context of the Lévy walks with varying velocity,
Fokker-Planck equation of distributions of financial returns and power laws,
Oscillatory finite-time singularities in finance, population and rupture,
Evidence of intermittent cascades from discrete hierarchical dissipation in turbulence,
Self-affine nature of the stress-strain behavior of an elastic fractal network,
``Slimming of power-law tails by increasing market returns, Endogenous versus exogenous shocks in systems with memory, Discrete scaling and criticality in a chain of adaptive excitable integrators, A new method of solution of the Wetterich equation and its applications, Dynamics of the time horizon minority game, New intermittencies in the chaotic synchronization of two coupled 1D arrays of phase oscillators, Growth and fluctuations of personal income, Critical market crashes