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A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…

Statistics Theory · Mathematics 2014-10-29 Subrata Chakraborty , Dhrubajyoti Chakravarty

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

The fracture strength distribution of materials is often described in terms of the Weibull law which can be derived by using extreme value statistics if elastic interactions are ignored. Here, we consider explicitly the interplay between…

Statistical Mechanics · Physics 2014-10-16 Zsolt Bertalan , Ashivni Shekhawat , James P. Sethna , Stefano Zapperi

We study analytically and numerically the extreme value distribution of observables defined along the temporal evolution of a dynamical system. The convergence to the Gumbel law of observable recurrences gives information on the fractal…

Dynamical Systems · Mathematics 2020-12-02 Théophile Caby , Davide Faranda , Sandro Vaienti , Pascal Yiou

The statistics of natural catastrophes contains very counter-intuitive results. Using earthquakes as a working example, we show that the energy radiated by such events follows a power-law or Pareto distribution. This means, in theory, that…

Statistical Mechanics · Physics 2012-10-04 Alvaro Corral , Francesc Font-Clos

Storms and other severe weather events can result in fatalities, injuries, and property damage. Therefore, preventing such outcomes to the extent possible is a key concern, and the scientific community faces an increasing demand for…

Other Computer Science · Computer Science 2016-06-27 Renato P. dos Santos

In this paper we study a broad class of distribution functions which is defined by means of reflected generalized beta distribution. This class includes that of Beta-generated distribution as a special case. In particular, we use this class…

Statistics Theory · Mathematics 2016-07-20 Ibrahim Elbatal , Francesca Condino , Filippo Domma

The present study supposes a single unit and investigates cumulative damage and catastrophic failure models for the unit, in situations where the interarrival times between the shocks, and the magnitudes of the shocks, involve two different…

Probability · Mathematics 2024-10-29 Hiroaki Mohri , Jun-ichi Takeshita

This paper introduces a new generalization of the power generalized Weibull distribution called the generalized power generalized Weibull distribution. This distribution can also be considered as a generalization of Weibull distribution.…

Statistics Theory · Mathematics 2018-10-16 Mahmoud Ali Selim

The frequency and magnitude of weather extreme events have increased significantly during the past few years in response to anthropogenic climate change. However, global statistical characteristics and underlying physical mechanisms are…

Atmospheric and Oceanic Physics · Physics 2022-09-07 Qing Yao , Jingfang Fan , Jun Meng , Valerio Lucarini , Henrik Jeldtoft Jensen , Kim Christensen , Xiaosong Chen

This paper presents an extensive survey of regular distributions in natural and social sciences. The survey includes studies from a wide scope of academic disciplines, in order to create an inventory of the different mathematical functions…

Physics and Society · Physics 2015-07-14 L. Benguigui , M. Marinov

Extreme value distributions are routinely employed to assess risks connected to extreme events in a large number of applications. They typically are two- or three- parameter distributions: the inference can be unstable, which is…

Statistics Theory · Mathematics 2026-02-19 Nathan Huet , Ilaria Prosdocimi

The size or energy of diverse structures or phenomena in geoscience appears to follow power-law distributions. A rigorous statistical analysis of such observations is tricky, though. Observables can span several orders of magnitude, but the…

Geophysics · Physics 2019-04-29 Álvaro Corral , Álvaro González

We consider the extreme value statistics of $N$ independent and identically distributed random variables, which is a classic problem in probability theory. When $N\to\infty$, fluctuations around the maximum of the variables are described by…

Statistical Mechanics · Physics 2021-07-14 Lior Zarfaty , Eli Barkai , David A. Kessler

The efficient modeling for disorder in a phenomena depends on the chosen score and objective functions. The main parameters in modeling are location, scale and shape. The exponential power distribution known as generalized Gaussian is…

Statistics Theory · Mathematics 2021-02-08 Mehmet Niyazi Çankaya

The problem of estimating return levels of river discharge, relevant in flood frequency analysis, is tackled by relying on the extreme value theory. The Generalized Extreme Value (GEV) distribution is assumed to model annual maxima values…

Methodology · Statistics 2025-02-10 Aldo Gardini

A study on the behavior of off-site AC power failure recovery times at three nuclear plant sites is presented. It is shown, that power law is appropriate for the representation of failure frequency-duration correlation function of off-site…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. John Arul , C. Senthil Kumar , S. Marimuthu , Om Pal Singh

We consider the Gumbel or extreme value statistics describing the distribution function p_G(x_max) of the maximum values of a random field x within patches of fixed size. We present, for smooth Gaussian random fields in two and three…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-27 S. Colombi , O. Davis , J. Devriendt , S. Prunet , J. Silk

In order to account for large variance and fat tail of damage by natural disaster, we study a simple model by combining distributions of disaster and population/property with their spatial correlation. We assume fat-tailed or power-law…

Physics and Society · Physics 2014-07-24 Hang-Hyun Jo , Yu-li Ko

Dynamical systems in nature exhibit selfsimilar fractal fluctuations and the corresponding power spectra follow inverse power law form signifying long-range space-time correlations identified as self-organized criticality. The physics of…

General Physics · Physics 2008-05-23 A. M. Selvam
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