This is a comprehensive discussion of complexity as it arises in physical, chemical and biological systems, as well as in mathematical models of nature. The aim of this book is to illustrate the ways in which complexity manifests itself and to introduce a sequence of increasingly sharp mathematical methods for the classification of complex behavior. This book will be of interest to graduate students and researchers in physics (nonlinear dynamics, fluid dynamics, solid-state, cellular automata, stochastic processes, statistical mechanics and thermodynamics), mathematics (dynamical systems, ergodic and probability theory), information and computer science (coding, information theory and algorithmic complexity), electrical engineering and theoretical biology.