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Environmental contours are used in structural reliability analysis of marine and coastal structures as an approximate means to locate the boundary of the distribution of environmental variables, and hence sets of environmental conditions…

The occurrence of extreme events like heavy precipitation or storms at a certain location often shows a clustering behaviour and is thus not described well by a Poisson process. We construct a general model for the inter-exceedance times in…

Methodology · Statistics 2025-09-16 Christina Mathieu , Katharina Hees , Roland Fried

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…

Methodology · Statistics 2025-07-16 Lorenzo Dell'Oro , Carlo Gaetan

Multivariate extreme value analysis quantifies the probability and magnitude of joint extreme events. River discharges from the upper Danube River basin provide a challenging dataset for such analysis because the data, which is measured on…

Methodology · Statistics 2025-04-14 Aiden Farrell , Emma F. Eastoe , Clement Lee

Precipitation is one of the most important meteorological variables for defining the climate dynamics, but the spatial patterns of precipitation have not been fully investigated yet. The complex network theory, which provides a robust tool…

Atmospheric and Oceanic Physics · Physics 2013-08-22 Stefania Scarsoglio , Francesco Laio , Luca Ridolfi

The hazard of pluvial flooding is largely influenced by the spatial and temporal dependence characteristics of precipitation. When extreme precipitation possesses strong spatial dependence, the risk of flooding is amplified due to catchment…

Applications · Statistics 2020-08-03 Gregory P. Bopp , Benjamin A. Shaby , Chris E. Forest , Alfonso Mejía

The intensification and increased frequency of weather extremes is emerging as one of the most important aspects of climate change. We use Monte Carlo simulation to understand and predict the consequences of variations in trends (i.e.,…

Populations and Evolution · Quantitative Biology 2011-08-26 Simone Vincenzi , Michele Bellingeri

In this paper, we study the effects of correlated random phases in the intensity of a superposition of $N$ wave-fields. Our results suggest that regardless of whether the phase distribution is continuous or discrete if the phases are random…

Applications · Statistics 2020-03-18 Roberto da Silva , Sandra D. Prado

The climate belongs to the class of non-equilibrium forced and dissipative systems, for which most results of quasi-equilibrium statistical mechanics, including the fluctuation-dissipation theorem, do not apply. We show for the first time…

Statistical Mechanics · Physics 2011-10-11 Valerio Lucarini , Stefania Sarno

We have witnessed and experienced increasing compound extreme events resulting from simultaneous or sequential occurrence of multiple events in a changing climate. In addition to a growing demand for a clearer explanation of compound risks…

Extreme streamflow is a key indicator of flood risk, and quantifying the changes in its distribution under non-stationary climate conditions is key to mitigating the impact of flooding events. We propose a non-stationary process mixture…

Methodology · Statistics 2024-05-08 Reetam Majumder , Brian Reich

Accurate estimation of the frequency and magnitude of successive extreme events in energy demand is critical for strategic resource planning. Traditional approaches based on extreme value theory (EVT) are typically limited to modelling…

Statistics Theory · Mathematics 2025-09-10 Grace Burtenshaw , Joe Lane , Meagan Carney

Multistability is a phenomenon prevalent in many natural systems. In climate, for example, it allows the possibility of irreversible consequences on planetary scale as a result of climate change. Indeed, a climate ``tipping element'' is a…

Atmospheric and Oceanic Physics · Physics 2026-04-14 George Datseris , Johannes Lohmann , Oisín Hamilton , Jacob Haqq-Misra

Internal climate variability arises from the climate system's inherently chaotic dynamics. Quantifying it is essential for climate science, as it enables risk-based decision-making and differentiates between externally forced change and…

As part of global climate change an accelerated hydrologic cycle (including an increase in heavy precipitation) is anticipated. So, it is of great importance to be able to quantify high-impact hydrologic relationships, for example, the…

Statistics Theory · Mathematics 2012-06-07 C. Fonseca , H. Ferreira , L. Pereira A. P. , Martins

Extreme events gain the attention of researchers due to their utmost importance in various contexts ranging from finance to climatology. This brings such recurrent events to the limelight of attention in interdisciplinary research. A…

Data Analysis, Statistics and Probability · Physics 2022-05-18 Sayantan Nag Chowdhury , Arnob Ray , Syamal K. Dana , Dibakar Ghosh

The purpose of this paper is to illustrate new techniques for computing multiday extreme precipitation taken from recent theoretical advancements in extreme value theory in the framework of dynamical systems, using historical precipitation…

Dynamical Systems · Mathematics 2024-03-18 Ruethaichanok Kardkasem , Meagan Carney

The Mediterranean is strongly affected by Extreme Precipitation Events (EPEs), sometimes leading to negative impacts on society, economy, and the environment. Understanding such natural hazards and their drivers is essential to mitigate…

Atmospheric and Oceanic Physics · Physics 2021-06-16 Nikolaos Mastrantonas , Pedro Herrera-Lormendez , Linus Magnusson , Florian Pappenberger , Jörg Matschullat

In environmental sciences, it is often of interest to assess whether the dependence between extreme measurements has changed during the observation period. The aim of this work is to propose a statistical test that is particularly sensitive…

Methodology · Statistics 2015-05-06 Axel Bücher , Paul Kinsvater , Ivan Kojadinovic

Rainfall in coastal areas of the tropics is often shaped by the presence of circulations directly associated with the topography, such as land-sea and/or mountain-valley breezes. In many regions the coastally-affected rainfall consitutes…

Atmospheric and Oceanic Physics · Physics 2016-05-09 Martin Bergemann , Christian Jakob , Todd P. Lane