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Podlazov A. V. Self-organized criticality and risk analysis. Izvestiya VUZ. Applied Nonlinear Dynamics, 2001, vol. 9, iss. 1, pp. 49-88. DOI: 10.18500/0869-6632-2001-9-1-49-88

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Self-organized criticality and risk analysis

Podlazov Andrej Viktorovich, Keldysh Institute of Applied Mathematics (Russian Academy of Sciences)

We analyze the catastrophic behaviour of many complex systems from the point of view of the theory of self—organized criticality. This theory 18 now one of the most rapidly growing branches of the nonlinear science. Main attention is focused on presentation and generalization of conceptions of the theory of self-organized criticality related to the risk management. Among the phenomena considered there are flicker—noise, punctuated equilibrium, power probability distributions and property of integrity.

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The work was supported by the RFBR - grant № 99-01-01091 and РГНФ - grant № 99-03-19696.
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