Useful Notions of Probability Theory / 1: |
What Is Probability? / 1.1: |
First Intuitive Notions / 1.1.1: |
Objective Versus Subjective Probability / 1.1.2: |
Bayesian View Point / 1.2: |
Introduction / 1.2.1: |
Bayes' Theorem / 1.2.2: |
Bayesian Explanation for Change of Belief / 1.2.3: |
Bayesian Probability and the Dutch Book / 1.2.4: |
Probability Density Function / 1.3: |
Measures of Central Tendency / 1.4: |
Measure of Variations from Central Tendency / 1.5: |
Moments and Characteristic Function / 1.6: |
Cumulants / 1.7: |
Maximum of Random Variables and Extreme Value Theory / 1.8: |
Maximum Value Among N Random Variables / 1.8.1: |
Stable Extreme Value Distributions / 1.8.2: |
First Heuristic Derivation of the Stable Gumbel Distribution / 1.8.3: |
Second Heuristic Derivation of the Stable Gumbel Distribution / 1.8.4: |
Practical Use and Expression of the Coefficients of the Gumbel Distribution / 1.8.5: |
The Gnedenko-Pickands-Balkema-de Haan Theorem and the pdfofPeaks-Over-Threshold / 1.8.6: |
Sums of Random Variables, Random Walks and the Central Limit Theorem / 2: |
TheRandomWalkProblem / 2.1: |
AverageDrift / 2.1.1: |
Diffusion Law / 2.1.2: |
Brownian Motion as Solution of a Stochastic ODE / 2.1.3: |
FractalStructure / 2.1.4: |
Self-Affinity / 2.1.5: |
Master and Diffusion (Fokker-Planck) Equations / 2.2: |
Simple Formulation / 2.2.1: |
GeneralFokker-PlanckEquation / 2.2.2: |
ItoVersusStratonovich / 2.2.3: |
Extracting Model Equations from Experimental Data / 2.2.4: |
TheCentralLimit Theorem / 2.3: |
Convolution / 2.3.1: |
Statement / 2.3.2: |
Conditions / 2.3.3: |
CollectivePhenomenon / 2.3.4: |
Renormalization Group Derivation / 2.3.5: |
Recursion Relation and Perturbative Analysis / 2.3.6: |
Large Deviations / 3: |
CumulantExpansion / 3.1: |
LargeDeviationTheorem / 3.2: |
Quantification of the Deviation from the Central Limit Theorem / 3.2.1: |
Heuristic Derivation of the Large Deviation Theorem(3.9) / 3.2.2: |
Example: the Binomial Law / 3.2.3: |
Non-identically Distributed Random Variables / 3.2.4: |
Large Deviations with Constraints and the Boltzmann Formalism / 3.3: |
Frequencies Conditioned byLargeDeviations / 3.3.1: |
PartitionFunctionFormalism / 3.3.2: |
LargeDeviationsintheDiceGame / 3.3.3: |
Model Construction from Large Deviations / 3.3.4: |
Large Deviations in the Gutenberg-Richter Law and the Gamma Law / 3.3.5: |
Extreme Deviations / 3.4: |
The "Democratic" Result / 3.4.1: |
Application to the Multiplication of Random Variables: a Mechanism for Stretched Exponentials / 3.4.2: |
Application to Turbulence and to Fragmentation / 3.4.3: |
Large Deviations in the Sum of Variables with Power Law Distributions / 3.5: |
General Case with Exponent ? > 2 / 3.5.1: |
Borderline Case with Exponent ? = 2 / 3.5.2: |
Power Law Distributions / 4: |
Stable Laws: Gaussian and Lévy Laws / 4.1: |
Definition / 4.1.1: |
The Gaussian Probability Density Function / 4.1.2: |
TheLog-NormalLaw / 4.1.3: |
The Lévy Laws / 4.1.4: |
Truncated Lévy Laws101 / 4.1.5: |
PowerLaws / 4.2: |
How Does One Tame "Wild" Distributions? / 4.2.1: |
Multifractal Approach / 4.2.2: |
Anomalous Diffusion of Contaminants in the Earth's Crust and the Atmosphere / 4.3: |
General Intuitive Derivation / 4.3.1: |
More Detailed Model of Tracer Diffusion in the Crust / 4.3.2: |
Anomalous Diffusion in a Fluid / 4.3.3: |
Intuitive Calculation Tools for Power Law Distributions / 4.4: |
Fox Function, Mittag-Leffler Function and Lévy Distributions / 4.5: |
Fractals and Multifractals / 5: |
Fractals / 5.1: |
A First Canonical Example: the Triadic Cantor Set / 5.1.1: |
How Long Is the Coast of Britain? / 5.1.3: |
The Hausdorff Dimension / 5.1.4: |
ExamplesofNaturalFractals / 5.1.5: |
Multifractals / 5.2: |
Correction Method for Finite Size Effects and Irregular Geometries / 5.2.1: |
Origin of Multifractality and Some Exact Results / 5.2.3: |
Generalization of Multifractality: Infinitely Divisible Cascades / 5.2.4: |
ScaleInvariance / 5.3: |
Relation with Dimensional Analysis / 5.3.1: |
TheMultifractalRandomWalk / 5.4: |
A First Step: the Fractional Brownian Motion / 5.4.1: |
Definition and Properties of the Multifractal Random Walk / 5.4.2: |
Complex Fractal Dimensions and Discrete Scale Invariance / 5.5: |
Definition of Discrete Scale Invariance / 5.5.1: |
Log-Periodicity and Complex Exponents / 5.5.2: |
Importance and Usefulness of Discrete Scale Invariance / 5.5.3: |
Scenarii Leading to Discrete Scale Invariance / 5.5.4: |
Rank-Ordering Statistics and Heavy Tails / 6: |
Probability Distributions / 6.1: |
Definition of Rank Ordering Statistics / 6.2: |
NormalandLog-NormalDistributions / 6.3: |
TheExponentialDistribution / 6.4: |
PowerLawDistributions / 6.5: |
MaximumLikelihoodEstimation / 6.5.1: |
QuantilesofLargeEvents / 6.5.2: |
Power Laws with a Global Constraint: "Fractal Plate Tectonics" / 6.5.3: |
The Gamma Law / 6.6: |
The Stretched Exponential Distribution / 6.7: |
Maximum Likelihood and Other Estimators ofStretchedExponentialDistributions / 6.8: |
Two-Parameter Stretched Exponential Distribution / 6.8.1: |
Three-Parameter Weibull Distribution / 6.8.3: |
GeneralizedWeibullDistributions / 6.8.4: |
Statistical Mechanics: Probabilistic Point of View and the Concept of "Temperature" / 7: |
Statistical Derivation of the Concept of Temperature / 7.1: |
Statistical Thermodynamics / 7.2: |
Statistical Mechanics as Probability Theory with Constraints / 7.3: |
GeneralFormulation / 7.3.1: |
First Law of Thermodynamics / 7.3.2: |
ThermodynamicPotentials / 7.3.3: |
Does the Concept of Temperature Apply to Non-thermal Systems? / 7.4: |
Formulation of the Problem / 7.4.1: |
AGeneralModelingStrategy / 7.4.2: |
DiscriminatingTests / 7.4.3: |
Stationary Distribution with External Noise / 7.4.4: |
Effective Temperature Generated byChaoticDynamics / 7.4.5: |
Principle of Least Action for Out-Of-Equilibrium Systems / 7.4.6: |
Superstatistics / 7.4.7: |
Long-Range Correlations / 8: |
Criterion for the Relevance of Correlations / 8.1: |
StatisticalInterpretation / 8.2: |
An Application: Super-Diffusion in a Layered Fluid with Random Velocities / 8.3: |
AdvancedResultsonCorrelations / 8.4: |
CorrelationandDependence / 8.4.1: |
Statistical Time Reversal Symmetry / 8.4.2: |
Fractional Derivation and Long-Time Correlations / 8.4.3: |
Phase Transitions: Critical Phenomena and First-Order Transitions / 9: |
SpinModelsat TheirCriticalPoints / 9.1: |
Definition of the Spin Model / 9.2.1: |
CriticalBehavior / 9.2.2: |
Long-Range Correlations of Spin Models at their Critical Points / 9.2.3: |
First-OrderVersusCriticalTransitions / 9.3: |
Definition and Basic Properties / 9.3.1: |
Dynamical Landau-Ginzburg Formulation / 9.3.2: |
The Scaling Hypothesis: Dynamical Length Scales for Ordering / 9.3.3: |
Transitions, Bifurcations and Precursors / 10: |
"Supercritical" Bifurcation / 10.1: |
Critical PrecursoryFluctuations / 10.2: |
"Subcritical" Bifurcation / 10.3: |
Scaling and Precursors Near Spinodals / 10.4: |
SelectionofanAttractorintheAbsence of a Potential / 10.5: |
The Renormalization Group / 11: |
General Framework / 11.1: |
An Explicit Example: Spins on a Hierarchical Network / 11.2: |
Renormalization Group Calculation / 11.2.1: |
Fixed Points, Stable Phases and Critical Points / 11.2.2: |
Singularities and Critical Exponents / 11.2.3: |
Complex Exponents and Log-Periodic Correctionsto Scaling / 11.2.4: |
"Weierstrass-Type Functions" from Discrete Renormalization Group Equations / 11.2.5: |
Criticality and the Renormalization Group on Euclidean Systems / 11.3: |
A Novel Application to the Construction of Functional Approximants / 11.4: |
GeneralConcepts / 11.4.1: |
Self-Similar Approximants / 11.4.2: |
Towards a Hierarchical View of the World / 11.5: |
The Percolation Model / 12: |
Percolationas a Model ofCracking / 12.1: |
Effective Medium Theory and Percolation / 12.2: |
Renormalization Group Approach to Percolation and Generalizations / 12.3: |
Cell-to-Site Transformation / 12.3.1: |
A Word of Caution on Real Space Renormalization Group Techniques / 12.3.2: |
The Percolation Model on the Hierarchical Diamond Lattice / 12.3.3: |
Directed Percolation / 12.4: |
Definitions / 12.4.1: |
UniversalityClass / 12.4.2: |
Field Theory: Stochastic Partial Differential Equation with Multiplicative Noise / 12.4.3: |
Self-Organized Formulation of Directed Percolation and Scaling Laws / 12.4.4: |
Rupture Models / 13: |
TheBranchingModel / 13.1: |
Mean Field Version or Branching on the Bethe Lattice / 13.1.1: |
A Branching-Aggregation Model Automatically Functioning at Its Critical Point / 13.1.2: |
Generalization of Critical Branching Models / 13.1.3: |
Fiber Bundle Models and the Effects of Stress Redistribution / 13.2: |
One-Dimensional System of Fibers Associated in Series / 13.2.1: |
Democratic Fiber Bundle Model (Daniels, 1945) / 13.2.2: |
Hierarchical Model / 13.3: |
The Simplest Hierarchical Model of Rupture / 13.3.1: |
Quasi-Static Hierarchical Fiber Rupture Model / 13.3.2: |
Hierarchical Fiber Rupture Model with Time-Dependence / 13.3.3: |
Quasi-Static Models in Euclidean Spaces / 13.4: |
A Dynamical Model of Rupture Without Elasto-Dynamics: the "Thermal Fuse Model" / 13.5: |
Time-to-Failure and Rupture Criticality / 13.6: |
Critical Time-to-Failure Analysis / 13.6.1: |
Time-to-Failure Behavior in the Dieterich Friction Law / 13.6.2: |
Mechanisms for Power Laws / 14: |
Temporal Copernican Principle and ? = 1 Universal Distribution of Residual Lifetimes / 14.1: |
Change of Variable / 14.2: |
Power Law Change of Variable Close to the Origin / 14.2.1: |
CombinationofExponentials / 14.2.2: |
Maximization of the Generalized Tsallis Entropy / 14.3: |
Superposition of Distributions / 14.4: |
Power Law Distribution ofWidths / 14.4.1: |
Sum of Stretched Exponentials (Chap. 3) / 14.4.2: |
Double Pareto Distribution by Superposition of Log-Normalpdf's / 14.4.3: |
Random Walks: Distribution of Return Times to the Origin / 14.5: |
Derivation / 14.5.1: |
Applications / 14.5.2: |
Sweeping of a Control Parameter Towards an Instability / 14.6: |
Growth with Preferential Attachment / 14.7: |
Multiplicative Noise with Constraints / 14.8: |
Definition of the Process / 14.8.1: |
The Kesten Multiplicative Stochastic Process / 14.8.2: |
Random Walk Analogy / 14.8.3: |
Exact Derivation, Generalization and Applications / 14.8.4: |
The "Coherent-Noise" Mechanism / 14.9: |
Avalanches in Hysteretic Loops and First-Order Transitions with Randomness / 14.10: |
"Highly Optimized Tolerant" (HOT) Systems / 14.11: |
Mechanism for the Power Law Distribution of Fire Sizes / 14.11.1: |
"Constrained Optimization with Limited Deviations" (COLD) / 14.11.2: |
HOT versus Percolation / 14.11.3: |
Self-Organized Criticality / 15: |
What Is Self-OrganizedCriticality? / 15.1: |
SandpileModels / 15.1.1: |
Generalities / 15.2.1: |
TheAbelianSandpile / 15.2.2: |
Threshold Dynamics / 15.3: |
Generalization / 15.3.1: |
Illustration of Self-Organized Criticality Within the Earth's Crust / 15.3.2: |
Scenarios for Self-Organized Criticality / 15.4: |
Nonlinear Feedback of the "Order Parameter" onto the "Control Parameter" / 15.4.1: |
Generic Scale Invariance / 15.4.3: |
Mapping onto a Critical Point / 15.4.4: |
Mapping to Contact Processes / 15.4.5: |
Critical Desynchronization / 15.4.6: |
Extremal Dynamics / 15.4.7: |
Dynamical System Theory of Self-Organized Criti-cality / 15.4.8: |
Tests of Self-Organized Criticality in Complex Systems: the Example of the Earth'sCrust / 15.5: |
Introduction to the Physics of Random Systems / 16: |
The Random Energy Model / 16.1: |
Non-Self-Averaging Properties / 16.3: |
Fragmentation Models / 16.3.1: |
Randomness and Long-Range Laplacian Interactions / 17: |
Levy Distributions from Random Distributions of Sources with Long-Range Interactions / 17.1: |
Holtsmark's Gravitational Force Distribution / 17.1.1: |
Generalization to Other Fields (Electric, Elastic, Hydrodynamics) / 17.1.2: |
Long-Range Field Fluctuations Due to Irregular Arrays of Sources at Boundaries / 17.2: |
Problem and Main Results / 17.2.1: |
Calculation Methods / 17.2.2: |
References / 17.2.3: |
Index |