Related papers: Indirect identification of damage functions from d…
Point forecasts can be interpreted as functionals (i.e., point summaries) of predictive distributions. We consider the situation where forecasters' directives are hidden and develop methodology for the identification of the unknown…
A new non-parametric statistic is introduced for the characterization of deviations from power laws. It is tested on the distribution of seismic energies given by the Gutenberg-Richter law. Based on the two first statistical log-moments, it…
The approaches, based on the negative binomial model for the distribution of duration of the wet periods measured in days, are proposed to the definition of extreme precipitation. This model demonstrates excellent fit with real data and…
Intense precipitation events are commonly known to be associated with an increased risk of flooding. As a result of the societal and infrastructural risks linked with flooding, extremes of precipitation require careful modelling. Extreme…
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…
Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the product $XY$ is derived. Some basic distributional properties are also derived, including…
We investigate the predictability of extreme events in time series. The focus of this work is to understand under which circumstances large events are better predictable than smaller events. Therefore we use a simple prediction algorithm…
Machine learning classification methods usually assume that all possible classes are sufficiently present within the training set. Due to their inherent rarities, extreme events are always under-represented and classifiers tailored for…
In many complex systems, large events are believed to follow power-law, scale-free probability distributions, so that the extreme, catastrophic events are unpredictable. Here, we study coupled chaotic oscillators that display extreme…
Natural Disasters like hurricanes, floods or earthquakes can damage power grid devices and create cascading blackouts and islands. The nature of failure propagation and extent of damage is dependent on the structural features of the grid,…
Asymptotic laws of records values have usually been investigated as limits in type. In this paper, we use functional representations of the tail of cumulative distribution functions in the extreme value domain of attraction to directly…
Two-jet event shape distributions, traditionally studied in the language of perturbative QCD, can be described naturally in soft-collinear effective theory. In this language, we demonstrate factorization of event shape distributions into…
We introduce a new five-parameter family of size distributions on the semi-finite interval $[x_0, \infty), x_0 \geqslant 0$, with two attractive features. First, it interpolates between power laws, such as the Pareto distribution, and power…
Damage spreading for 2D Ising cluster dynamics is investigated numerically by using random numbers in a way that conforms with the notion of submitting the two evolving replicas to the same thermal noise. Two damage spreading transitions…
An intermittent nonlinear map generating subdiffusion is investigated. Computer simulations show that the generalized diffusion coefficient of this map has a fractal, discontinuous dependence on control parameters. An amended continuous…
Methods that rely on proxies, without imposing strong parametric structure, are increasingly used to deal with unobserved variables in causal inference. One influential line of this work reconstructs latent distributions used to identify…
In extreme values theory, for a sufficiently large block size, the maxima distribution is approximated by the generalized extreme value (GEV) distribution. The GEV distribution is a family of continuous probability distributions, which has…
It is shown that the physical damage resulting from severe weather phenomenon such as hurricanes and tornadoes encapsulated in various scales such as Saffir-Simpson, TORRO and the Enhanced Fujita Scale, and measured by the Power Dissipation…
With climate change accelerating, the frequency of climate disasters is expected to increase in the decades to come. There is ongoing debate as to how different climatic regions will be affected by such an acceleration. In this paper, we…
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…