Methods and concepts

Download Copula modelling (PDF, 3.3 MB)
1:30 h course presented to the CCES group "Extremes", external page Weissfluhjoch, Davos, Switzerland, Thursday, 10 January 2008

Download Theory and examples of a new approach to constructive model validation (PDF, 1.5 MB)
Presented by J.R. Kamm at the NATO RTA AVT-147 Symposium on Computational Uncertainty, Athens, Greece, 3 - 6 December 2007
 

Download Log-periodicity in rupture, growth processes, turbulence and finance (PDF, 7.2 MB)
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/?

Download Multifractal Earthquakes and Crashes (Generic multifractality in exponentials of long memory processes) (PDF, 9.3 MB)
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

Download Generic 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)
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)