Related papers: A limit for the values of the Dst geomagnetic inde…

Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…

This brief paper summarize the chances offered by the Peak-Over-Threshold method, related with analysis of extremes. Identification of appropriate Value at Risk can be solved by fitting data with a Generalized Pareto Distribution. Also an…

We investigate the statistical properties of the extreme events of the solar cycle as measured by the sunspot number. The recent advances in the methodology of the theory of extreme values is applied to the maximal extremes of the time…

We investigate the changing nature of the frequency, magnitude and spatial extent of extreme temperatures in Ireland from 1931 to 2022. We develop an extreme value model that captures spatial and temporal non-stationarity in extreme daily…

Geomagnetic storms are large-scale disturbances of the Earth's magnetosphere driven by solar wind interactions, posing significant risks to space-based and ground-based infrastructure. The Disturbance Storm Time (Dst) index quantifies…

We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…

The last decade has seen numerous record-shattering heatwaves in all corners of the globe. In the aftermath of these devastating events, there is interest in identifying worst-case thresholds or upper bounds that quantify just how hot…

In this study, we begin a comprehensive characterisation of temperature extremes in Ireland for the period 1981-2010. We produce return levels of anomalies of daily maximum temperature extremes for an area over Ireland, for the 30-year…

Given the infrequency of extreme geomagnetic storms, it is significant to note the concentration of three extreme geomagnetic storms in 1941, whose intensities ranked fourth, twelfth, and fifth within the aa index between 1868-2010. Among…

This work is a generic advance in the study of delocalized (ergodic) to localized (non-ergodic) wave propagation phenomena in the presence of disorder. There is an urgent need to better understand the physics of extreme value process in the…

The disturbance storm time (Dst) index is an important and useful measurement in space weather research. It has been used to characterize the size and intensity of a geomagnetic storm. A negative Dst value means that the Earth's magnetic…

Recent developments in extreme value statistics have established the so-called geometric approach as a powerful modelling tool for multivariate extremes. We tailor these methods to the case of spatial modelling and examine their efficacy at…

This paper investigates the use of extreme value theory for modelling the distribution of demand-net-of-wind for capacity adequacy assessment. Extreme value theory approaches are well-established and mathematically justified methods for…

A baroclinic model for the atmospheric jet at middle-latitudes is used as a stochastic generator of time series of the total energy of the system. Statistical inference of extreme values is applied to yearly maxima sequences of the time…

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…

Predictions of the uncertainty associated with extreme events are a vital component of any prediction system for such events. Consequently, the prediction system ought to be probabilistic in nature, with the predictions taking the form of…

Extreme value analysis for time series is often based on the block maxima method, in particular for environmental applications. In the classical univariate case, the latter is based on fitting an extreme-value distribution to the sample of…

Extreme value theory for chaotic dynamical systems is a rapidly expanding area of research. Given a system and a real function (observable) defined on its phase space, extreme value theory studies the limit probabilistic laws obeyed by…

In recent environmental studies extreme events have a great impact. The yearly and monthly maxima of environment related indices can be analysed by the tools of extreme value theory. For instance, the monthly maxima of the fire weather…

Most extreme events in real life can be faithfully modeled as random realizations from a Generalized Pareto distribution, which depends on two parameters: the scale and the shape. In many actual situations, one is mostly concerned with the…