Related papers: Extremes on river networks
Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…
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 events arising in georeferenced processes can take various forms, such as occurring in isolated patches or stretching contiguously over large areas, and can further vary with the spatial location and the extremeness of the events.…
Extreme events taking place on networks are not uncommon. We show that it is possible to manipulate the extreme events occurrence probabilities and its distribution over the nodes on scale-free networks by tuning the nodal capacity. This…
The Sihl river, located near the city of Zurich in Switzerland, is under continuous and tight surveillance as it flows directly under the city's main railway station. To issue early warnings and conduct accurate risk quantification, a dense…
In this study, we examine a Bayesian approach to analyze extreme daily rainfall amounts and forecast return-levels. Estimating the probability of occurrence and quantiles of future extreme events is important in many applications, including…
Climate change exacerbates riverine floods, which occur with higher frequency and intensity than ever. The much-needed forecasting systems typically rely on accurate river discharge predictions. To this end, the SOTA data-driven approaches…
Extreme events over large spatial domains may exhibit highly heterogeneous tail dependence characteristics, yet most existing spatial extremes models yield only one dependence class over the entire spatial domain. To accurately characterize…
Uncertainty in return level estimates for rare events, like the intensity of large rainfall events, makes it difficult to develop strategies to mitigate related hazards, like flooding. Latent spatial extremes models reduce uncertainty by…
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…
Transitional localised turbulence in shear flows is known to either decay to an absorbing laminar state or proliferate via splitting. The average passage times from one state to the other depend super-exponentially on the Reynolds number…
Parametric inference for spatial max-stable processes is difficult since the related likelihoods are unavailable. A composite likelihood approach based on the bivariate distribution of block maxima has been recently proposed in the…
The effects of erosion, avalanching and random precipitation are captured in a simple stochastic partial differential equation for modelling the evolution of river networks. Our model leads to a self-organized structured landscape and to…
In this work, we report the emergence of extreme events in a damped and driven velocity-dependent mechanical system. We observe that the extreme events emerge at multiple points. We further notice that the extreme events occur symmetrically…
Max-stable processes provide natural models for the modelling of spatial extreme values observed at a set of spatial sites. Full likelihood inference for max-stable data is, however, complicated by the form of the likelihood function as it…
The risk of occurrence of atypical phenomena is a cross-cutting concern in several areas, such as engineering, climatology, finance, actuarial, among others. Extreme value theory is the natural tool to approach this theme. Many of these…
We observe n possibly dependent random variables, the distribution of which is presumed to be stationary even though this might not be true, and we aim at estimating the stationary distribution. We establish a non-asymptotic deviation bound…
The classical modeling of spatial extremes relies on asymptotic models (i.e., max-stable processes or $r$-Pareto processes) for block maxima or peaks over high thresholds, respectively. However, at finite levels, empirical evidence often…
A common approach for modeling extremes, such as peak flow or high temperatures, is the three-parameter Generalized Extreme-Value distribution. This is typically fit to extreme observations, here defined as maxima over disjoint blocks. This…
Waves traveling through random media exhibit random focusing that leads to extremely high wave intensities even in the absence of nonlinearities. Although such extreme events are present in a wide variety of physical systems and the…