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Extreme value theory is concerned with probabilistic and statistical questions related to very high or very low values in sequences of random variables and in stochastic processes. The subject has a rich mathematical theory and also a long…

Applications · Statistics 2014-03-31 Ali Saeb

A new approach for evaluating time-trends in extreme values accounting also for spatial dependence is proposed. Based on exceedances over a space-time threshold, estimators for a trend function and for extreme value parameters are given,…

Methodology · Statistics 2017-07-17 Ana Ferreira , Petra Friederichs , Laurens de Haan , Cláudia Neves , Martin Schlather

Due to complex physical phenomena, the distribution of heavy rainfall events is difficult to model spatially. Physically based numerical models can often provide physically coherent spatial patterns, but may miss some important…

Applications · Statistics 2020-03-13 Marco Oesting , Philippe Naveau

The climate change dispute is about changes over time of environmental characteristics (such as rainfall). Some people say that a possible change is not so much in the mean but rather in the extreme phenomena (that is, the average rainfall…

Statistics Theory · Mathematics 2015-06-16 Laurens de Haan , Albert Klein Tank , Cláudia Neves

The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent…

Methodology · Statistics 2012-08-17 A. C. Davison , S. A. Padoan , M. Ribatet

There is substantial empirical and climatological evidence that precipitation extremes have become more extreme during the twentieth century, and that this trend is likely to continue as global warming becomes more intense. However,…

Precipitation exceedance probabilities are widely used in engineering design, risk assessment, and floodplain management. While common approaches like NOAA Atlas 14 assume that extreme precipitation characteristics are stationary over time,…

Applications · Statistics 2025-02-05 Yuchen Lu , Ben Seiyon Lee , James Doss-Gollin

We analyse the probability densities of daily rainfall amounts at a variety of locations on the Earth. The observed distributions of the amount of rainfall fit well to a q-exponential distribution with exponent q close to q=1.3. We discuss…

Statistical Mechanics · Physics 2016-03-10 G. Cigdem Yalcin , Pau Rabassa , Christian Beck

Rainfall exhibits extreme variability at many space and time scales and calls for a statistical description. Based on an analysis of radar measurements of precipitation over the tropical oceans, we introduce a new probability law for the…

Atmospheric and Oceanic Physics · Physics 2015-09-30 Prasun K. Kundu , Ravi K. Siddani

Many physical processes involve spatio-temporal observations, which can be studied at different spatial and temporal scales. For example, rainfall data measured daily by rain gauges can be considered at daily, monthly or annual temporal…

Applications · Statistics 2017-11-02 Adway Mitra

This study provides a summary of the theory which enables the analysis of extreme values, i.e., of measurements acquired from the observation of extraordinary/rare physical phenomena. The formalism is developed in a transparent way,…

Data Analysis, Statistics and Probability · Physics 2024-07-02 Evangelos Matsinos

When extreme weather events affect large areas, their regional to sub-continental spatial scale is important for their impacts. We propose a novel machine learning (ML) framework that integrates spatial extreme-value theory to model weather…

Applications · Statistics 2025-05-29 Jonathan Koh , Daniel Steinfeld , Olivia Martius

Spatial maps of extreme precipitation are crucial in flood protection. With the aim of producing maps of precipitation return levels, we propose a novel approach to model a collection of spatially distributed time series where the…

Methodology · Statistics 2023-04-27 Federica Stolf , Antonio Canale

Daily rainfall extremes and annual totals have increased in large parts of the global land area over the last decades. These observations are consistent with theoretical considerations of a warming climate. However, until recently these…

One measurement modality for rainfall is a fixed location rain gauge. However, extreme rainfall, flooding, and other climate extremes often occur at larger spatial scales and affect more than one location in a community. For example, in…

Methodology · Statistics 2024-05-02 Carlynn Fagnant , Julia C. Schedler , Katherine B. Ensor

The purpose of this paper is to illustrate new techniques for computing multiday extreme precipitation taken from recent theoretical advancements in extreme value theory in the framework of dynamical systems, using historical precipitation…

Dynamical Systems · Mathematics 2024-03-18 Ruethaichanok Kardkasem , Meagan Carney

Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…

Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme…

Applications · Statistics 2013-01-09 Brian J. Reich , Benjamin A. Shaby

Extreme precipitation shows non-stationary behavior over time, but also with respect to other large-scale variables. While this effect is often neglected, we propose a model including the influence of North Atlantic Oscillation, time,…

Atmospheric and Oceanic Physics · Physics 2022-11-09 Felix S. Fauer , Henning W. Rust

Extreme precipitation events with large spatial extents may have more severe impacts than localized events as they can lead to widespread flooding. It is debated how climate change may affect the spatial extent of precipitation extremes,…

Methodology · Statistics 2022-12-07 Peng Zhong , Manuela Brunner , Thomas Opitz , Raphaël Huser
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