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The dynamics of many-body systems can often be captured in terms of only a few relevant variables. Mathematical and numerical approaches exist to identify these variables by exploiting a separation of time scales between slow relevant and…

Fluctuations in biochemical networks, e.g., in a living cell, have a complex origin that precludes a description of such systems in terms of bipartite or multipartite processes, as is usually done in the framework of stochastic and/or…

Statistical Mechanics · Physics 2020-01-29 R. Chétrite , M. L. Rosinberg , T. Sagawa , G. Tarjus

Long-range dependence and non-Gaussianity are ubiquitous in many natural systems like ecosystems, biological systems and climate. However, it is not always appreciated that both phenomena may occur together in natural systems and that…

Data Analysis, Statistics and Probability · Physics 2015-03-18 Christian L. E. Franzke , Timothy Graves , Nicholas W. Watkins , Robert B. Gramacy , Cecilia Hughes

We present a new approach to modeling the future development of extreme temperatures globally and on a long time-scale by using non-stationary generalized extreme value distributions in combination with logistic functions. This approach is…

Atmospheric and Oceanic Physics · Physics 2022-07-28 Justus Contzen , Thorsten Dickhaus , Gerrit Lohmann

We study the statistics of the horizontal component of atmospheric boundary layer wind speed. Motivated by its non-stationarity, we investigate which parameters remain constant or can be regarded as being piece-wise constant and explain how…

Data Analysis, Statistics and Probability · Physics 2008-11-21 T. Laubrich , F. Ghasemi , J. Peinke , H. Kantz

Extreme environmental events such as severe storms, drought, heat waves, flash floods, and abrupt species collapse have become more prevalent in the earth-atmosphere dynamic system in recent years. In order to fully understand the…

Methodology · Statistics 2025-08-05 Myungsoo Yoo , Likun Zhang , Christopher K. Wikle , Thomas Opitz

Recent advances on human dynamics have focused on the normal patterns of human activities, with the quantitative understanding of human behavior under extreme events remaining a crucial missing chapter. This has a wide array of potential…

Physics and Society · Physics 2014-06-27 Liang Gao , Chaoming Song , Ziyou Gao , Albert-László Barabási , James P. Bagrow , Dashun Wang

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

Bayesian model averaging (BMA) is a statistical method for post-processing forecast ensembles of atmospheric variables, obtained from multiple runs of numerical weather prediction models, in order to create calibrated predictive probability…

Methodology · Statistics 2014-04-09 Sándor Baran

Information theory is an outstanding framework to measure uncertainty, dependence and relevance in data and systems. It has several desirable properties for real world applications: it naturally deals with multivariate data, it can handle…

Machine Learning · Statistics 2024-10-30 Valero Laparra , J. Emmanuel Johnson , Gustau Camps-Valls , Raul Santos-Rodríguez , Jesus Malo

The purpose of the present paper is to derive a partial differential equation (PDE) for the single-time single-point probability density function (PDF) of the velocity field of a turbulent flow. The PDF PDE is a highly non-linear…

Mathematical Physics · Physics 2021-07-08 Jiawei Li , Zhongmin Qian , Mingrui Zhou

Scientific digital libraries provide users access to large amounts of data to satisfy their diverse information needs. Factors influencing users' decisions on the relevancy of a publication or a person are individual and usually only…

Digital Libraries · Computer Science 2023-04-25 Christin Katharina Kreutz , Philipp Schaer , Ralf Schenkel

Precipitation exceedance probabilities are widely used in engineering design, risk assessment, and floodplain management. While common approaches like NOAA Atlas 14 assume that extreme precipitation characteristics are stationary over time,…

Applications · Statistics 2025-02-05 Yuchen Lu , Ben Seiyon Lee , James Doss-Gollin

We study the one-point probability distribution functions (PDFs) of the peculiar velocity and the density fluctuation in a cosmological fluid. Within the perturbative approach to the structure formation scenario, the effect of ``pressure''…

Astrophysics · Physics 2009-11-11 Takayuki Tatekawa

We present a quantum information-inspired framework for analyzing complex systems through multivariate time series. In this approach the system's state is encoded into a density matrix, providing a compact representation of higher-order…

Chaotic Dynamics · Physics 2025-12-17 Parsa Kafashi , Mozhgan Orujlu

Climate change is a massive multidimensional shift. Temperature shifts, in particular, have important implications for urbanization, agriculture, health, productivity, and poverty, among other things. While much research has documented…

Applications · Statistics 2021-01-07 Francis X. Diebold , Glenn D. Rudebusch

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

Methodology · Statistics 2015-05-28 Ville Satopää , Robin Pemantle , Lyle Ungar

The way particles interact with turbulent structures, particularly in regions of high vorticity and strain rate, has been investigated in simulations of homogeneous turbulence and in simple flows which have a periodic or persistent…

Fluid Dynamics · Physics 2012-05-28 Michael W. Reeks

We introduce the position-dependent probability distribution function (PDF) of the smoothed matter field as a cosmological observable. In comparison to the PDF itself, the spatial variation of the position-dependent PDF is simpler to model…

Cosmology and Nongalactic Astrophysics · Physics 2021-04-29 Drew Jamieson , Marilena Loverde

We derive a multifractal model for the velocity probability density distribution function (PDF), which is valid from the inertial range to the viscous range. The model gives a continuous evolution of velocity PDFs from large to small…

chao-dyn · Physics 2008-02-03 Jens Eggers , Z. Jane Wang