|
|||||||||||
D. Sornette and G. Ouillon, Dragon-kings: mechanisms, statistical methods and empirical evidence, European Physical Journal, Special Topics 205, 1-26 (2012) (special issue on power laws and dragon-kings)
(http://arxiv.org/abs/1205.1002)
V.I. Yukalov, E.P. Yukalova and D. Sornette, Extreme events in population dynamics with functional carrying capacity, European Physical Journal, Special Topics 205, 313-354 (2012) (special issue on power laws and dragon kings)
(http://arxiv.org/abs/1205.1367 and http://ssrn.com/abstract=2053196)
V.I. Yukalov and D. Sornette, Statistical Outliers and Dragon-Kings as Bose-Condensed Droplets, European Physical Journal, Special Topics 205, 53-64 (2012) (special issue on power laws and dragon kings)
(http://arxiv.org/abs/1205.1364
and http://ssrn.com/abstract=2053141)
V.F. Pisarenko and D. Sornette, Robust Statistical Tests of Dragon-Kings beyond Power Law Distributions, European Physical Journal, Special Topics 205, 95-115 (2012) (special issue on power laws and dragon-kings)
(http://arxiv.org/abs/1104.5156)
Tomasz Gubiec, Tomasz Werner, Ryszard Kutner, Didier Sornette, Modeling of super-extreme events: an application to the hierachical Weierstrass-Mandelbrot Continuous-Time Random Walk, European Physical Journal, Special Topics 205, 27-52 (2012)
(http://arxiv.org/abs/1011.6472)
V.A. Filimonov and D. Sornette, Self-Excited Multifractal Dynamics, Europhysics Letters 94, 46003 (2011) doi:10.1209/0295-5075/94/46003
(http://arxiv.org/abs/1008.1430)
Y. Malevergne, A. Saichev and D. Sornette, Zipf's law and maximum sustainable growth, American Economic Review (2010)
(http://ssrn.com/abstract=1083962)
G. Harras, C. Tessone and D. Sornette, Noise-induced volatility of collective dynamics, Phys. Rev. E 85, 011150 (2012)
(http://arxiv.org/abs/1004.2149)
Wolfgang Amann, Cuno Pümpin, Didier Sornette, How power laws may shape the face of corporate strategy, Critical Eye 17, 21-26 (2008)
(http://criticaleye.net/)
D. Sornette, Dragon-Kings, Black Swans and the Prediction of Crises, International Journal of Terraspace Science and Engineering 2 (1), 1-18 (2009)
(http://arXiv.org/abs/0907.4290) and (http://ssrn.com/abstract=1470006)
A. Saichev, Y. Malevergne and D. Sornette, Theory of Zipf's Law and of General Power Law Distributions with Gibrat's Law of Proportional Growth, Lecture Notes in Economics and Mathematical Systems, Springer (2008)
(http://www.springer.com/series/300)
(summary at http://arXiv.org/abs/0808.1828)
D. Sornette, Probability
Distributions in Complex Systems, Core article for the Encyclopedia of
Complexity and System Science (Springer Science) (2009),
Editor-in-chief: R.A. Meyers, 10370 p. 4300 illus., in 11 volumes, ISBN:978-0-387-75888-6
(http://arxiv.org/abs/0707.2194)
D. Sornette, Nurturing Breakthroughs: Lessons from Complexity
Theory, Journal of Economic Interaction and Coordination 3, 165-181 (2008), DOI: 10.1007/s11403-008-0040-8\\paper derived from the invited talk at the workshop Trans-disciplinary Research Agenda for Societal Dynamics (http://www.uni-lj.si/trasd in Ljubljana), organized by J. Rogers Hollingsworth, Karl H. Mueller, Ivan Svetlik, 24-25 May 2007, Ljubljana, Slovenia
(http://arxiv.org/abs/0706.1839)
W.-X. Zhou, D. Sornette,
R.A. Hill and R.I.M. Dunbar, Discrete Hierarchical Organization of
Social Group Sizes, Proc. Royal Soc. London 272, 439-444 (2005)
(http://arXiv.org/abs/cond-mat/0403299)
(covered in 'Sueddeutsche Zeitung', one of Germany's main newspapers, and
'Science' in "Too many friends?'', (http://sciencenow.sciencemag.org/cgi/content/full/2005/217/1) also see 'Complexity Digest' http://www.comdig.org)
V.F. Pisarenko and D.
Sornette, Statistical detection and characterization of a deviation
from the Gutenberg-Richter distribution above magnitude 8, Pure and
Applied Geophysics 161 (4), 839-864 (2004)
(http://arXiv.org/abs/cond-mat/0201552)
V.F. Pisarenko and D.
Sornette, Characterization of the frequency of extreme events by the
Generalized Pareto Distribution, Pure and Applied Geophysics 160 (12),
2343-2364 (2003)
(http://arXiv.org/abs/cond-mat/0011168)
D. Sornette, Seeking a shortcut to universal wisdom, Physics World 15 (1), 50-51 (2002)
S. Gluzman and D. Sornette,
Classification of Possible Finite-Time Singularities by Functional
Renormalization, art. no. 016134, Physical Review E 6601 N1
PT2:U315-U328 (2002)
(http://arXiv.org/abs/cond-mat/0111181)
D. Sornette, Mechanism for
Powerlaws without Self-Organization, Int. J. Mod. Phys. C 13 (2),
133-136 (2002)
(http://arXiv.org/abs/cond-mat/0110426)
D. Sornette, Complexity,
catastrophe and physics, Physics World 12 (N12), 57-57, Dec.
(1999)
(http://physicsweb.org/article/world/12/12/10)
P. Jogi and D. Sornette,
Self-organized critical random directed polymers, Phys. Rev. E 57,
6931-6943 (1998)
(http://xxx.lanl.gov/abs/cond-mat/9801326)
Jean Laherrere and Didier Sornette, Stretched exponential
distributions in Nature and Economy: "Fat tails'' with
characteristic scales, European Physical Journal B 2, 525-539
(1998)
(http://xxx.lanl.gov/abs/cond-mat/9801293)
Kwan-tai Leung, Jorgen
Vitting Andersen and Didier Sornette, Self-organized criticality in
stick-slip models with periodic boundaries, Phys. Rev. Lett. 80,
1916-1919 (1998)
(http://xxx.lanl.gov/abs/cond-mat/9704153)
D. Sornette, Multiplicative
processes and power laws, Phys. Rev. E 57, 4811-4813 (1998)
(http://xxx.lanl.gov/abs/cond-mat/9708231)
K.-T. Leung, J. Andersen and D. Sornette, Self-organized criticality in an isotropically driven model approaching equilibrium, Physica A 254, 85-96 (1998)
Y. Huang, H. Saleur, C. G. Sammis, D. Sornette, Precursors,
aftershocks, criticality and self-organized criticality, Europhysics
Letters 41, 43-48 (1998)
(http://xxx.lanl.gov/abs/cond-mat/9612065)
D. Sornette, Linear stochastic dynamics with nonlinear fractal
properties, Physica A 250, 295-314 (1998)
(http://xxx.lanl.gov/abs/cond-mat/9709101)
U. Frisch and D. Sornette, Extreme deviations and applications, J.
Phys. I France 7, 1155-1171 (1997)
(http://xxx.lanl.gov/abs/cond-mat/9705132)
H.-J. Xu and D. Sornette, Non-Boltzmann fluctuations in numerical simulations of nonequilibrium lattice threshold systems, Phys. Res. Lett. 78, 3797 (1997)
D. Sornette and R. Cont, Convergent multiplicative processes repelled
from zero: power laws and truncated power laws, J. Phys. I France 7,
431-444 (1997)
(http://xxx.lanl.gov/abs/cond-mat/9609074)
Wichtiger Hinweis:
Diese Website wird in älteren Versionen von Netscape ohne
graphische Elemente dargestellt. Die Funktionalität der
Website ist aber trotzdem gewährleistet. Wenn Sie diese
Website regelmässig benutzen, empfehlen wir Ihnen, auf
Ihrem Computer einen aktuellen Browser zu installieren. Weitere
Informationen finden Sie auf
folgender
Seite.
Important Note:
The content in this site is accessible to any browser or
Internet device, however, some graphics will display correctly
only in the newer versions of Netscape. To get the most out of
our site we suggest you upgrade to a newer browser.
More
information