Related papers: Analysis of temporal properties of wind extremes
Factor models have large potencial in the modeling of several natural and human phenomena. In this paper we consider a multivariate time series $\mb{Y}_n$, ${n\geq 1}$, rescaled through random factors $\mb{T}_n$, ${n\geq 1}$, extending some…
The clustering problem, and more generally, latent factor discovery --or latent space inference-- is formulated in terms of the Wasserstein barycenter problem from optimal transport. The objective proposed is the maximization of the…
Emanuel's concept of maximum potential intensity (E-PI) estimates the maximum velocity of tropical cyclones from environmental parameters. At the point of maximum wind, E-PI's key equation relates proportionally the centrifugal acceleration…
In this article there is no intention to repeat basic concepts about risk management, but we will try to define why often is usefull the time series analysis during the assessment of risks, and how is possible to compute a significative…
The critical behaviour of a Random Fiber Bundle Model with mixed uniform distribution of threshold strengths and global load sharing rule is studied with a special emphasis on the nature of distribution of avalanches for different…
We present a model for the relative velocity of inertial particles in turbulent flows. Our general formulation shows that the relative velocity has contributions from two terms, referred to as the generalized acceleration and generalized…
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…
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…
(Abridged) Wavelet analysis can be used to measure the power spectrum of solar wind fluctuations along a line in any direction with respect to the local mean magnetic field. This technique is applied to study solar wind turbulence in…
We study clustering of the extremes in a stationary sequence with subexponential tails in the maximum domain of attraction of the Gumbel We obtain functional limit theorems in the space of random sup-measures and in the space $D(0,\infty)$.…
We consider the behavior of extremal particles in $K$-symmetric exclusion on $\mathbb{Z}$ when the process starts from certain infinite-particle step configurations where there are no particles to the right of a maximal one. In such a…
Max-stable processes are the natural analogues of the generalized extreme-value distribution for the modelling of extreme events in space and time. Under suitable conditions, these processes are asymptotically justified models for maxima of…
In many complex systems studied in statistical physics, inter-arrival times between events such as solar flares, trades and neuron voltages follow a heavy-tailed distribution. The set of event times is fractal-like, being dense in some time…
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…
Currently available models for spatial extremes suffer either from inflexibility in the dependence structures that they can capture, lack of scalability to high dimensions, or in most cases, both of these. We present an approach to spatial…
We derive semi-analytic solutions for the thermally driven cumulative outflow from a dense stellar cluster that consists of a large number of stars with strong stellar winds, under the key assumption that their mass and energy deposition…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
Particularly important to hurricane risk assessment for coastal regions is finding accurate approximations of return probabilities of maximum windspeeds. Since extremes in maximum windspeed have a direct relationship to minimums in the…
An offshore wind turbine needs to withstand the environmental loads, which can be expected during its life time. Consequently, designers must define loads based on extreme environmental conditions to verify structural integrity. The…
We investigate an extremal dynamics model of evolution with a variable number of units. Due to addition and removal of the units, the topology of the network evolves and the network splits into several clusters. The activity is mostly…