Related papers: Records in stochastic processes -- Theory and appl…
We analyze the occurrence and the values of record-breaking temperatures in daily and monthly temperature observations. Our aim is to better understand and quantify the statistics of temperature records in the context of global warming.…
We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a L\'evy flight on a line. After a brief survey of the theory of records for independent and…
The characterization of record events is considered for a discrete-time random walk model with long-term memory arising from correlations between successive steps. An important feature is that the correlations are strong enough to give rise…
World record setting has long attracted public interest and scientific investigation. Extremal records summarize the limits of the space explored by a process, and the historical progression of a record sheds light on the underlying…
Record-breaking temperature events are now very frequently in the news, viewed as evidence of climate change. With this as motivation, we undertake the first substantial spatial modeling investigation of temperature record-breaking across…
The statistics of records in sequences of independent, identically distributed random variables is a classic subject of study. One of the earliest results concerns the stochastic independence of record events. Recently, records statistics…
The process of fluctuations of trajectory observables of stochastic systems is related to processes with independent increments from the risk theory. The first-passage times of variables of the thermodynamics of trajectories, in particular,…
The last decade has seen the success of stochastic parameterizations in short-term, medium-range and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to better represent model inadequacy…
We present a mathematical analysis of records drawn from independent random variables with a drifting mean. To leading order the change in the record rate is proportional to the ratio of the drift velocity to the standard deviation of the…
We theoretically study long-term trends in the statistics of record-breaking daily temperatures and validate these predictions using Monte Carlo simulations and data from the city of Philadelphia, for which 126 years of daily temperature…
Statistical physics has proven to be a very fruitful framework to describe phenomena outside the realm of traditional physics. The last years have witnessed the attempt by physicists to study collective phenomena emerging from the…
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…
We review some recent developments which make use of the concept of `superstatistics', an effective description for nonequilibrium systems with a varying intensive parameter such as the inverse temperature. We describe how the asymptotic…
Record statistics is the study of how new highs or lows are created and sustained in any dynamical process. The study of the highest or lowest records constitute the study of extreme values. This paper represents an exploration of record…
Climate statistics is of course a very broad field, along with the many connections and impacts for yet other areas, with a history as long as mankind has been recording temperatures, describing drastic weather events, etc. The important…
We develop a comprehensive framework for analyzing full record statistics, covering record counts $M(t_1), M(t_2), \ldots$, and their corresponding attainment times $T_{M(t_1)}, T_{M(t_2)}, \ldots$, as well as the intervals until the next…
We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…
Extreme value statistics (EVS) concerns the study of the statistics of the maximum or the minimum of a set of random variables. This is an important problem for any time-series and has applications in climate, finance, sports, all the way…
The statistics of records for a time series generated by a continuous time random walk is studied, and found to be independent of the details of the jump length distribution, as long as the latter is continuous and symmetric. However, the…
Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as…