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Self-organized criticality, critical systems, power laws

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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)

 

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© 2012 ETH Zurich | Imprint | Disclaimer | 10 May 2012
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