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Several theoretical results concerning event-by-event fluctuations are discussed: (1) a role of the global conservation laws and concept of statistical ensembles; (2) strongly intensive measures are introduced; they give a possibility to…
Despite major advances in climate science over the last 30 years, persistent uncertainties in projections of future climate change remain. Climate projections are produced with increasingly complex models which attempt to represent key…
Extreme weather events are projected to intensify global migration, increase resource competition, and amplify socio-spatial phenomena, including intergroup conflicts, socioeconomic inequalities, and unplanned displacements, among others.…
Global atmospheric reanalyses have become a common tool for both the validation of climate models and diagnostic studies, such as assessing climate variability and long-term trends. Presently, the 20th Century Reanalysis (20CR), which…
We introduce a new smooth transition vector autoregressive model with a Gaussian conditional distribution and transition weights that, for a $p$th order model, depend on the full distribution of the preceding $p$ observations. Specifically,…
Adaptation-relevant predictions of climate change are often derived by combining climate model simulations in a multi-model ensemble. Model evaluation methods used in performance-based ensemble weighting schemes have limitations in the…
Most contemporary mortality models rely on extrapolating trends or past events. However, population dynamics will be significantly impacted by climate change, notably the influence of temperatures on mortality. In this paper, we introduce a…
Using observational data and an elementary rigorous statistical fact it is easily shown that the distribution of Earth's climate is non-stationary. Examination of records of hundreds of local Industrial Era temperature histories in the…
Weather parametric insurance relies on weather indices rather than actual loss assessments, enhancing claims efficiency, reducing moral hazard, and improving fairness. In the context of increasing climate change risks, despite growing…
In longitudinal studies, time-varying covariates are often endogenous, meaning their values depend on both their own history and that of the outcome variable. This violates key assumptions of Generalized Linear Mixed Effects Models (GLMMs),…
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…
The computational cost of dynamical downscaling limits ensemble sizes in regional downscaling efforts. We present a newly developed generative-AI approach to greatly expand the scope of such downscaling, enabling fine-scale future changes…
This Colloquium reviews statistical models for money, wealth, and income distributions developed in the econophysics literature since the late 1990s. By analogy with the Boltzmann-Gibbs distribution of energy in physics, it is shown that…
Consider an insurance company exposed to a stochastic economic environment that contains two kinds of risk. The first kind is the insurance risk caused by traditional insurance claims, and the second kind is the financial risk resulting…
The recurrence times between extreme events have been the central point of statistical analyses in many different areas of science. Simultaneously, the Poincar\'e recurrence time has been extensively used to characterize nonlinear dynamical…
Probability forecasting is common in the geosciences, the finance sector, and elsewhere. It is sometimes the case that one has multiple probability-forecasts for the same target. How is the information in these multiple forecast systems…
Bike sharing is an increasingly popular mobility choice as it is a sustainable, healthy and economically viable transportation mode. By interpreting rides between bike stations over time as temporal events connecting two bike stations,…
Spatiotemporal variations in thunderstorm occurrence frequency are considered here using an environmental dataset derived from ERA5 reanalysis data. Interannual variability in the thunderstorm environments is examined for the period…
We offer a new perspective on risk aggregation with FGM copulas. Along the way, we discover new results and revisit existing ones, providing simpler formulas than one can find in the existing literature. This paper builds on two novel…
Climate projection uncertainty can be partitioned into model uncertainty, scenario uncertainty and internal variability. Here, we investigate the different sources of uncertainty in the projected frequencies of daily maximum temperature and…