On Power Laws

"In contrast to gravitation, interatomic forces are typically modeled as inhomogeneous power laws with at least two different exponents. Such laws (and exponential laws, too) are not scale-free; they necessarily introduce a characteristic length, related to the size of the atoms. Power laws also govern the power spectra of all kinds of noises, most intriguing among them the ubiquitous (but sometimes difficult to explain)." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"[…] power laws, with integer or fractional exponents, are one of the most fertile fields and abundant sources of self-similarity." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"Scaling invariance results from the fact that homogeneous power laws lack natural scales; they do not harbor a characteristic unit (such as a unit length, a unit time, or a unit mass). Such laws are therefore also said to be scale-free or, somewhat paradoxically, "true on all scales." Of course, this is strictly true only for our mathematical models. A real spring will not expand linearly on all scales; it will eventually break, at some characteristic dilation length. And even Newton's law of gravitation, once properly quantized, will no doubt sprout a characteristic length." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"Nature normally hates power laws. In ordinary systems all quantities follow bell curves, and correlations decay rapidly, obeying exponential laws. But all that changes if the system is forced to undergo a phase transition. Then power laws emerge-nature's unmistakable sign that chaos is departing in favor of order. The theory of phase transitions told us loud and clear that the road from disorder to order is maintained by the powerful forces of self-organization and is paved by power laws. It told us that power laws are not just another way of characterizing a system's behavior. They are the patent signatures of self-organization in complex systems." (Albert-László Barabási, "Linked: How Everything Is Connected to Everything Else and What It Means for Business, Science, and Everyday Life", 2002)

"From a purely mathematical perspective, a power law signifies nothing in particular - it's just one of many possible kinds of algebraic relationship. But when a physicist sees a power law, his eyes light up. For power laws hint that a system may be organizing itself. They arise at phase transitions, when a system is poised at the brink, teetering between order and chaos. They arise in fractals, when an arbitrarily small piece of a complex shape is a microcosm of the whole. They arise in the statistics of natural hazards - avalanches and earthquakes, floods and forest fires - whose sizes fluctuate so erratically from one event to the next that the average cannot adequately stand in for the distribution as a whole." (Steven Strogatz, "Sync: The Emerging Science of Spontaneous Order", 2003)

"An event occurring at one node will cause a cascade of events: often this cascade or avalanche propagates to affect only one or two further elements, occasionally it affects more, and more rarely it affects many. The mathematical theory of this - which is very much part of complexity theory - shows that propagations of events causing further events show characteristic properties such as power laws (caused by many and frequent small propagations, few and infrequent large ones), heavy tailed probability distributions (lengthy propagations though rare appear more frequently than normal distributions would predict), and long correlations (events can and do propagate for long distances and times)." (W Brian Arthur, "Complexity and the Economy", 2015) 

"But note that any heavy tailed process, even a power law, can be described in sample (that is finite number of observations necessarily discretized) by a simple Gaussian process with changing variance, a regime switching process, or a combination of Gaussian plus a series of variable jumps (though not one where jumps are of equal size […])." (Nassim N Taleb, "Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications" 2nd Ed., 2022)

Manfred Schroeder - Collected Quotes

"A Markov process is a stochastic process in which present events depend on the past only through some finite number of generations. In a first-order Markov process, the influential past is limited to a single earlier generation: the present can be fully accounted for by the immediate past." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"[…] a pink (or white, or brown) noise is the very paradigm of a statistically self-similar process. Phenomena whose power spectra are homogeneous power functions lack inherent time and frequency scales; they are scale-free. There is no characteristic time or frequency -whatever happens in one time or frequency range happens on all time or frequency scales. If such noises are recorded on magnetic tape and played back at various speeds, they sound the same […]" (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"All physical objects that are 'self-similar' have limited self-similarity - just as there are no perfectly periodic functions, in the mathematical sense, in the real world: most oscillations have a beginning and an end (with the possible exception of our universe, if it is closed and begins a new life cycle after every 'big crunch' […]. Nevertheless, self-similarity is a useful  abstraction, just as periodicity is one of the most useful concepts in the sciences, any finite extent notwithstanding." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"[…] an epidemic does not always percolate through an entire population. There is a percolation threshold below which the epidemic has died out before most of the people have." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"Apart from power laws, iteration is one of the prime sources of self-similarity. Iteration here means the repeated application of some rule or operation - doing the same thing over and over again. […] A concept closely related to iteration is recursion. In an age of increasing automation and computation, many processes and calculations are recursive, and if a recursive algorithm is in fact repetitious, self-similarity is waiting in the wings."(Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"Formally, a Cantor set is defined as a set that is totally disconnected, closed, and perfect. A totally disconnected set is a set that contains no intervals and therefore has no interior points. A closed set is one that contains all its boundary elements. (A boundary element is an element that contains elements both inside and outside the set in arbitrarily small neighborhoods.) A perfect set is a nonempty set that is equal to the set of its accumulation points. All three conditions are met by our middle-third - erasing construction, the original Cantor set." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"[…] homogeneous functions have an interesting scaling property: they reproduce themselves upon rescaling. This scaling invariance can shed light into some of the darker corners of physics, biology, and other sciences, and even illuminate our appreciation of music." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"In a white-noise process, every value of the process (e.g., the successive frequencies of a melody) is completely independent of its past - it is a total surprise. By contrast, in 'brown music' (a term derived from Brownian motion), only the increments are independent of the past, giving rise to a rather boring tune." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"In contrast to gravitation, interatomic forces are typically modeled as inhomogeneous power laws with at least two different exponents. Such laws (and exponential laws, too) are not scale-free; they necessarily introduce a characteristic length, related to the size of the atoms. Power laws also govern the power spectra of all kinds of noises, most intriguing among them the ubiquitous (but sometimes difficult to explain)." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"In physics, there are numerous phenomena that are said to be 'true on all scales', such as the Heisenberg uncertainty relation, to which no exception has been found over vast ranges of the variables involved (such as energy versus time, or momentum versus position). But even when the size ranges are limited, as in galaxy clusters (by the size of the universe) or the magnetic domains in a piece of iron near the transition point to ferromagnetism (by the size of the magnet), the concept true on all scales is an important postulate in analyzing otherwise often obscure observations." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"Nature abounds with periodic phenomena: from the motion of a swing to the oscillations of atoms, from the chirping of a grasshopper to the orbits of the heavenly bodies. […] Of course, nothing in nature is exactly periodic. All motion has a beginning and an end, so that, in the mathematical sense, strict periodicity does not exist in the real world. Nevertheless, periodicity has proved to be a supremely useful concept in elucidating underlying laws and mechanisms in many fields." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"Percolation is a widespread paradigm. Percolation theory can therefore illuminate a great many seemingly diverse situations. Because of its basically geometric character, it facilitates the analysis of intricate patterns and textures without needless physical complications. And the self-similarity that prevails at critical points permits profitably mining the connection with scaling and fractals." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"[…] physicists have come to appreciate a fourth kind of temporal behavior: deterministic chaos, which is aperiodic, just like random noise, but distinct from the latter because it is the result of deterministic equations. In dynamic systems such chaos is often characterized by small fractal dimensions because a chaotic process in phase space typically fills only a small part of the entire, energetically available space." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"[…] power laws, with integer or fractional exponents, are one of the most fertile fields and abundant sources of self-similarity." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"Scaling invariance results from the fact that homogeneous power laws lack natural scales; they do not harbor a characteristic unit (such as a unit length, a unit time, or a unit mass). Such laws are therefore also said to be scale-free or, somewhat paradoxically, 'true on all scales'. Of course, this is strictly true only for our mathematical models. A real spring will not expand linearly on all scales; it will eventually break, at some characteristic dilation length. And even Newton's law of gravitation, once properly quantized, will no doubt sprout a characteristic length." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"The only prerequisite for a self-similar law to prevail in a given size range is the absence of an inherent size scale." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"The unifying concept underlying fractals, chaos, and power laws is self-similarity. Self-similarity, or invariance against changes in scale or size, is an attribute of many laws of nature and innumerable phenomena in the world around us. Self-similarity is, in fact, one of the decisive symmetries that shape our universe and our efforts to comprehend it." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"[…] the world is not complete chaos. Strange attractors often do have structure: like the Sierpinski gasket, they are self-similar or approximately so. And they have fractal dimensions that hold important clues for our attempts to understand chaotic systems such as the weather." (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

"Understandably, invariant sets (and their complements) play a crucial role in dynamic systems in general because they tell the most important fact about any initial condition, namely, its eventual fate: will the iterates be bounded, or will they be unstable and diverge? Or will the orbit be periodic or aperiodic?" (Manfred Schroeder, "Fractals, Chaos, Power Laws Minutes from an Infinite Paradise", 1990)

On Series IV: Infinite Series

"Even as the finite encloses an infinite series And in the unlimited limits appear, So the soul of immensity dwells in minutia And in narrowest limits no limit in here. What joy to discern the minute in infinity! The vast to perceive in the small, what divinity!"  (Jacques Bernoulli, "Ars Conjectandi", 1713)

"I regard the whole of arithmetic as a necessary, or at least natural, consequence of the simplest arithmetic act, that of counting, and counting itself as nothing else than the successive creation of the infinite series of positive integers in which each individual is defined by the one immediately preceding; the simplest act is the passing from an already-formed individual to the consecutive new one to be formed. The chain of these numbers forms in itself an exceedingly useful instrument for the human mind; it presents an inexhaustible wealth of remarkable laws obtained by the introduction of the four fundamental operations of arithmetic. Addition is the combination of any arbitrary repetitions of the above-mentioned simplest act into a single act; from it in a similar way arises multiplication. While the performance of these two operations is always possible, that of the inverse operations, subtraction and division, proves to be limited. Whatever the immediate occasion may have been, whatever comparisons or analogies with experience, or intuition, may have led thereto; it is certainly true that just this limitation in performing the indirect operations has in each case been the real motive for a new creative act; thus negative and fractional numbers have been created by the human mind; and in the system of all rational numbers there has been gained an instrument of infinitely greater perfection." (Richard Dedekind, "On Continuity and Irrational Numbers", 1872)

"To the thought of considering the infinitely great not merely in the form of what grows without limits - and in the closely related form of the convergent infinite series first introduced in the seventeenth century-, but also fixing it mathematically by numbers in the determinate form of the completed-infinite, I have been logically compelled in the course of scientific exertions and attempts which have lasted many years, almost against my will, for it contradicts traditions which had become precious to me; and therefore I believe that no arguments can be made good against it which I would not know how to meet." (Georg Cantor, "Grundlagen einer allgemeinen Mannigfaltigkeitslehre", 1883)

"Mathematics has, of course, given the solution of the difficulties in terms of the abstract concept of converging infinite series. In a certain metaphysical sense this notion of convergence does not answer Zeno’s argument, in that it does not tell how one is to picture an infinite number of magnitudes as together making up only a finite magnitude; that is, it does not give an intuitively clear and satisfying picture, in terms of sense experience, of the relation subsisting between the infinite series and the limit of this series." (Carl B Boyer, "The History of the Calculus and Its Conceptual Development", 1959)

"By studying analytic functions using power series, the algebra of the Middle Ages was connected to infinite operations (various algebraic operations with infinite series). The relation of algebra with infinite operations was later merged with the newly developed differential and integral calculus. These developments gave impetus to early stages of the development of analysis. In a way, we can say that analyticity is the notion that first crossed the boundary from finite to infinite by passing from polynomials to infinite series. However, algebraic properties of polynomial functions still are strongly present in analytic functions." (Kenji Ueno & Toshikazu Sunada, "A Mathematical Gift, III: The Interplay Between Topology, Functions, Geometry, and Algebra", Mathematical World Vol. 23, 1996)

"[...] the only characteristic property that continuous functions have is that near objects are sent to corresponding near objects, that is, a convergent sequence is mapped to the corresponding convergent sequence. It is reasonable to say that we cannot expect to extract from that property neither numerical consequences, nor a method to extensively study continuity. On the contrary, analytic functions can be represented by equations (precisely speaking, by infinite series). Compared to analytic functions, continuous functions, in general, are difficult to represent explicitly, although they exist as a concept." (Kenji Ueno & Toshikazu Sunada, "A Mathematical Gift, III: The Interplay Between Topology, Functions, Geometry, and Algebra", Mathematical World Vol. 23, 1996)

"What a wealth of insight Euler’s formula reveals and what delicacy and precision of reasoning it exhibits. It provides a definition of complex exponentiation: It is a definition of complex exponentiation, but the definition proceeds in the most natural way, like a trained singer’s breath. It closes the complex circle once again by guaranteeing that in taking complex numbers to complex powers the mathematician always returns with complex numbers. It justifies the method of infinite series and sums. And it exposes that profound and unsuspected connection between exponential and trigonometric functions; with Euler’s formula the very distinction between trigonometric and exponential functions acquires the shimmer of a desert illusion." (David Berlinski, "Infinite Ascent: A short history of mathematics", 2005)

"With the exception of the geometric series, there does not exist in all of mathematics a single infinite series whose sum has been determined rigorously." (Niels H Abel)

On Series I: Power Series

"Since one could directly derive the expansion in series of algebraic functions according to the powers of an increment, the derivatives, and the integral, one not only held that it was possible to assume the existence of such a series, derivative, and integral for all functions in general, but one never even had the idea that herein lay an assertion, whether it now be an axiom or a theorem - so self-evident did the transfer of the properties of algebraic functions to transcendental ones seem in the light of the geometrical view of curves representing functions. And examples in which purely analytic functions displayed singularities that were clearly different from those of algebraic functions remained entirely unnoticed." (Hermann Hankel, 1870)

"Analytic functions are those that can be represented by a power series, convergent within a certain region bounded by the so-called circle of convergence. Outside of this region the analytic function is not regarded as given a priori ; its continuation into wider regions remains a matter of special investigation and may give very different results, according to the particular case considered." (Felix Klein, "Sophus Lie", [lecture] 1893)

"The analogy between the results of the theory of algebraic functions of one variable and those of the theory of algebraic numbers suggested to me many years ago the idea of replacing the decomposition of algebraic numbers, with the help of ideal prime factors, by a more convenient procedure that fully corresponds to the expansion of an algebraic function in power series in the neighborhood of an arbitrary point." (Richard Dedekind, "New foundations of the theory of algebraic numbers", 1899)

"Nothing in our experience suggests the introduction of [complex numbers]. Indeed, if a mathematician is asked to justify his interest in complex numbers, he will point, with some indignation, to the many beautiful theorems in the theory of equations, of power series, and of analytic functions in general, which owe their origin to the introduction of complex numbers. The mathematician is not willing to give up his interest in these most beautiful accomplishments of his genius." (Eugene P Wigner, “The Unreasonable Effectiveness of Mathematics in the Natural Sciences”, Communications in Pure and Applied Mathematics 13 (1), 1960)

"Analyticity is the property of a differentiable function y = f(x) that can be represented by the infinite series for all x near each point x0." (Kenji Ueno & Toshikazu Sunada, "A Mathematical Gift, III: The Interplay Between Topology, Functions, Geometry, and Algebra", Mathematical World Vol. 23, 1996)

"By studying analytic functions using power series, the algebra of the Middle Ages was connected to infinite operations (various algebraic operations with infinite series). The relation of algebra with infinite operations was later merged with the newly developed differential and integral calculus. These developments gave impetus to early stages of the development of analysis. In a way, we can say that analyticity is the notion that first crossed the boundary from finite to infinite by passing from polynomials to infinite series. However, algebraic properties of polynomial functions still are strongly present in analytic functions." (Kenji Ueno & Toshikazu Sunada, "A Mathematical Gift, III: The Interplay Between Topology, Functions, Geometry, and Algebra", Mathematical World Vol. 23, 1996)

"[...] the only characteristic property that continuous functions have is that near objects are sent to corresponding near objects, that is, a convergent sequence is mapped to the corresponding convergent sequence. It is reasonable to say that we cannot expect to extract from that property neither numerical consequences, nor a method to extensively study continuity. On the contrary, analytic functions can be represented by equations (precisely speaking, by infinite series). Compared to analytic functions, continuous functions, in general, are difficult to represent explicitly, although they exist as a concept." (Kenji Ueno & Toshikazu Sunada, "A Mathematical Gift, III: The Interplay Between Topology, Functions, Geometry, and Algebra", Mathematical World Vol. 23, 1996)

"The splendid creations of this theory have excited the admiration of mathematicians mainly because they have enriched our science in an almost unparalleled way with an abundance of new ideas and opened up heretofore wholly unknown fields to research. The Cauchy integral formula, the Riemann mapping theorem and the Weierstrass power series calculus not only laid the groundwork for a new branch of mathematics but at the same time they furnished the first and till now the most fruitful example of the intimate connections between analysis and algebra. But it isn't just the wealth of novel ideas and discoveries which the new theory furnishes; of equal importance on the other hand are the boldness and profundity of the methods by which the greatest of difficulties are overcome and the most recondite of truths, the mysteria functiorum, are exposed tothe brightest." (Richard Dedekind)