Related papers: A Markov-switching model for heat waves
Presented here is the mathematical model describing the phenomenon of shock waves. The underlying concept is based on the time-space model of wave propagation.
The standing wave model describes the well-known phenomenon of superconductivity in a new way [1]. Starting from a new definition of superconductivity, a microscopic London relation is derived from first principles. The relation between the…
In this paper, the recurrent events that can occur more than one over the follow-up time have been modeled by phase-type distributions. We use the finite-state continuous-time Markov process with multi states for patients with recurrent…
Performance evaluation of nursing homes is usually accomplished by the repeated administration of questionnaires aimed at measuring the health status of the patients during their period of residence in the nursing home. We illustrate how a…
Aiming to generate realistic synthetic times series of the bivariate process of daily mean temperature and precipitations, we introduce a non-homogeneous hidden Markov model. The non-homogeneity lies in periodic transition probabilities…
We argue that the transition to turbulence is controlled by large amplitude events that follow extreme distribution theory. The theory suggests an explanation for recent observations of the turbulent state lifetime which exhibit…
We consider the setting where a collection of time series, modeled as random processes, evolve in a causal manner, and one is interested in learning the graph governing the relationships of these processes. A special case of wide interest…
We study a model of two interacting Hamiltonian particles subject to a common potential in contact with two Langevin heat reservoirs: one at finite and one at infinite temperature. This is a toy model for 'extreme' non-equilibrium…
Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…
We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…
Modeling the intermittent behavior of turbulent energy dissipation processes both in space and time is often a relevant problem when dealing with phenomena occurring in high Reynolds number flows, especially in astrophysical and space…
Relativistic blast waves can be described by a mechanical model. In this model, the "blast" -- the compressed gas between the forward and reverse shocks -- is viewed as one hot body. Equations governing its dynamics are derived from…
We investigate the changing nature of the frequency, magnitude and spatial extent of extreme temperatures in Ireland from 1931 to 2022. We develop an extreme value model that captures spatial and temporal non-stationarity in extreme daily…
Motivated by recent experiments, the theoretical study of wave propagation in time varying materials is of current interest. Although significant in nearly all such experiments, material dispersion is commonly neglected in theoretical…
Climate extremes such as floods, storms, and heatwaves have caused severe economic and human losses across Europe in recent decades. To support the European Union's climate resilience efforts, we propose a statistical framework for…
The Markov length was recently proposed as an information-theoretic diagnostic for quantum mixed-state phase transitions [Sang & Hsieh, Phys. Rev. Lett. 134, 070403 (2025)]. Here, we show that the Markov length diverges even under classical…
Heat wave (HW) events are becoming more frequent, and they have important consequences because of the negative effects they can have not only on the human population in health terms, but also on biodiversity and agriculture. This motivated…
Extreme events, such as wave-storms, need to be characterized for coastal infrastructure design purposes. Such description should contain information on both the univariate behaviour and the joint-dependence of storm-variables. These two…
This paper presents the findings about the impact of heat waves on a real urban distribution system. A data-driven methodology is proposed to simulate the portion of faults that can be associated to normal conditions (and hence to…
Let $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process $X$: $dY_t=-\lambda(X_t)Y_tdt+\sigma(X_t)dB_t$, $Y_0$ given. Under ergodicity condition, we get quantitative estimates for the long time behavior…