Methods and concepts
DownloadCopula modelling (PDF, 3.3 MB)vertical_align_bottom
1:30 h course presented to the CCES group "Extremes", external pageWeissfluhjochcall_made, Davos, Switzerland, Thursday, 10 January 2008
DownloadTheory and examples of a new approach to constructive model validation (PDF, 1.5 MB)vertical_align_bottom
Presented by J.R. Kamm at the NATO RTA AVT-147 Symposium on Computational Uncertainty, Athens, Greece, 3 - 6 December 2007
DownloadLog-periodicity in rupture, growth processes, turbulence and finance (PDF, 7.2 MB)vertical_align_bottom
Summer School in Complexity Science: "Emergent phenomena via separation of scales in time and space", 8-17 July 2007, Wye College, Kent, United Kingdom, Organized by Henrik Jeldtoft Jensen, Kim Christensen, Adrian Sutton and Martin Howard (Imperial College London) (http://www3.imperial.ac.uk/complexityscience/taughtcourse/coursecontent/?
DownloadMultifractal Earthquakes and Crashes (Generic multifractality in exponentials of long memory processes) (PDF, 9.3 MB)vertical_align_bottom
Invited seminar at the Seminaire Cristolien Mathematiques d'Analyse Multifractale, Creteil, Universite Paris 12, salle des theses, organized by J.-M. Aubry, S. Jaffard, S. Seuret
DownloadGeneric multifractiality in exponentials of long memory processes: a mechanism for extreme events based on long range correlations and applications to finance, material rupture and earthquakes (PDF, 6.1 MB)vertical_align_bottom
invited talk at the workshop EXEV06 "Extreme Events in Complex Dynamics", October 23 - November 03, 2006, at the Max Planck Institute for the Physics of Complex Systems in Dresden, Germany, organized by Sergio Albeverio, Volker Jentsch, Holger Kantz, Stefano Ruffo
external page(http://www.mpipks-dresden.mpg.de/~exev06)call_made