相关论文: Fat-Tailed Distributions and Levy Processes

We study the statistics of human deaths from wars, conflicts, similar man-made conflicts as well as natural disasters. The probability distribution of number of people killed in natural disasters as well as man made situations show power…

In order to account for large variance and fat tail of damage by natural disaster, we study a simple model by combining distributions of disaster and population/property with their spatial correlation. We assume fat-tailed or power-law…

This paper discusses the use of fat-tailed distributions in catastrophe prediction as opposed to the more common use of the Normal Distribution.

The size that an epidemic can reach, measured in terms of the number of fatalities, is an extremely relevant quantity. It has been recently claimed [Cirillo & Taleb, Nature Physics 2020] that the size distribution of major epidemics in…

Consequences of the basic and most evident consistency requirement-that measured events cannot happen and not happen at the same time-are shortly reviewed. Particular emphasis is given to event forecast and event control. As a consequence,…

A classic problem in physics is the origin of fat tailed distributions generated by complex systems. We study the distributions of stock returns measured over different time lags $\tau.$ We find that destroying all correlations without…

Human activities can play a crucial role in the statistical properties of observables in many complex systems such as social, technological and economic systems. We demonstrate this by looking into the heavy-tailed distributions of…

This is an epistemological approach to errors in both inference and risk management, leading to necessary structural properties for the probability distribution. Many mechanisms have been used to show the emergence of fat tails. Here we…

Assessing and managing risks in a changing climate requires projections that account for decision-relevant uncertainties. These deep uncertainties are often approximated by ensembles of Earth-system model runs that sample only a subset of…

The new explanation of global tendencies (in particular, of natural calamities and other disasters, taking place in present time in different countries) is suggested.

(The third edition corrects minor typos and adds 3 chapters synthesized from published papers plus an appendix on maximum entropy distributions.) The monograph investigates the misapplication of conventional statistical techniques to fat…

Mortality is an instrument of natural selection. Evolutionary motivated theories imply its irreversibility and life history dependence. This is inconsistent with mortality data for protected populations. Accurate analysis yields mortality…

We propose that catastrophic events are "outliers" with statistically different properties than the rest of the population and result from mechanisms involving amplifying critical cascades. Applications and the potential for prediction are…

Many complex systems exhibit extreme events far more often than expected for a normal distribution. This work examines how self-similar bursts of activity across several orders of magnitude can emerge from first principles in systems that…

Short-term survival and an exuberant plunge into building our future are generating a new kind of unintended consequence -- hidden fragility. This is a direct effect of the sophistication and structural complexity of the socio-technical…

In this paper we afford a quantitative analysis of the sustainability of current world population growth in relation to the parallel deforestation process adopting a statistical point of view. We consider a simplified model based on a…

We present the elliptical processes -- a family of non-parametric probabilistic models that subsumes the Gaussian process and the Student-t process. This generalization includes a range of new fat-tailed behaviors yet retains computational…

Dynamical systems can be prone to severe fluctuations due to the presence of chaotic dynamics. This paper explains for a toy chaotic economic model how such a system can be regulated by the application of relatively weak control to keep the…

We introduce a model to study the impact of catastrophes on evolutionary paths. If we do not allow catastrophes the number of changes in the maximum fitness of a population grows logarithmically with respect to time. Allowing catastrophes…

Interactions in ecological communities are inherently nonlinear and can lead to complex population dynamics including irregular fluctuations induced by chaos. Chaotic population dynamics can exhibit violent oscillations with extremely small…