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We study the dynamics of a radioactive species flowing through a porous material, within the Continuous-Time Random Walk (CTRW) approach to the modelling of stochastic transport processes. Emphasis is given to the case where radioactive…

Statistical Mechanics · Physics 2008-05-17 A. Zoia

We propose a new Directed Continuous-Time Random Walk (CTRW) model with memory. As CTRW trajectory consists of spatial jumps preceded by waiting times, in Directed CTRW, we consider the case with only positive spatial jumps. Moreover, we…

Statistical Finance · Quantitative Finance 2019-05-01 Jarosław Klamut , Tomasz Gubiec

Event attribution in the context of climate change seeks to understand the role of anthropogenic greenhouse gas emissions on extreme weather events, either specific events or classes of events. A common approach to event attribution uses…

Methodology · Statistics 2018-02-06 Christopher J. Paciorek , Dáithí A. Stone , Michael F. Wehner

The initial Climate-Extended Risk Model (CERM) addresses the estimate of climate-related financial risk embedded within a bank loan portfolio, through a climatic extension of the Basel II IRB model. It uses a Gaussian copula model…

Risk Management · Quantitative Finance 2022-05-06 Jean-Baptiste Gaudemet , Jules Deschamps , Olivier Vinciguerra

Numerical Weather Prediction (NWP) has advanced significantly in recent decades but still faces challenges in accuracy, computational efficiency, and scalability. Data-driven weather models have shown great promise, sometimes surpassing…

Atmospheric and Oceanic Physics · Physics 2025-03-18 Animesh Choudhury , Jagabandhu Panda

In this paper, using the Bayesian VAR framework suggested by Chan et al. (2025), we produce conditional temperature forecasts up until 2050, by exploiting both equality and inequality constraints on climate drivers like carbon dioxide or…

Econometrics · Economics 2025-09-12 Anthoulla Phella , Vasco J. Gabriel , Luis F. Martins

In a continuous time random walk (CTRW), each random jump follows a random waiting time. CTRW scaling limits are time-changed processes that model anomalous diffusion. The outer process describes particle jumps, and the non-Markovian inner…

Probability · Mathematics 2016-11-29 Mark M. Meerschaert , Erkan Nane , Yimin Xiao

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

Based on the theory of continuous time random walks (CTRW), we build the models of characterizing the transitions among anomalous diffusions with different diffusion exponents, often observed in natural world. In the CTRW framework, we take…

Statistical Mechanics · Physics 2018-09-13 Trifce Sandev , Weihua Deng , Pengbo Xu

Record-breaking temperature events are now frequently in the news, proffered as evidence of climate change, and often bring significant economic and human impacts. Our previous work undertook the first substantial spatial modelling…

As global climate change intensifies, accurate weather forecasting is increasingly crucial for sectors such as agriculture, energy management, and environmental protection. Traditional methods, which rely on physical and statistical models,…

Machine Learning · Computer Science 2024-09-17 Bangyu Li , Yang Qian

This paper presents a statistical analysis of structural changes in the Central England temperature series, one of the longest surface temperature records available. A changepoint analysis is performed to detect abrupt changes, which can be…

Applications · Statistics 2022-10-19 Xueheng Shi , Claudie Beaulieu , Rebecca Killick , Robert Lund

The continuous-time random walk (CTRW) model is useful for alleviating the computational burden of simulating diffusion in actual media. In principle, isotropic CTRW only requires knowledge of the step-size, $P_l$, and waiting-time, $P_t$,…

Statistical Mechanics · Physics 2017-01-19 Shahar Amitai , Raphael Blumenfeld

In traditional extreme value analysis, the bulk of the data is ignored, and only the tails of the distribution are used for inference. Extreme observations are specified as values that exceed a threshold or as maximum values over distinct…

Applications · Statistics 2021-10-20 Mitchell Krock , Julie Bessac , Michael L. Stein , Adam H. Monahan

The modeling of spatio-temporal trends in temperature extremes can help better understand the structure and frequency of heatwaves in a changing climate. Here, we study annual temperature maxima over Southern Europe using a century-spanning…

Methodology · Statistics 2020-09-08 Peng Zhong , Raphaël Huser , Thomas Opitz

Climate change alters ocean conditions, notably temperature and sea level. In the Bay of Bengal, these changes influence monsoon precipitation and marine productivity, critical to the Indian economy. In Phase 6 of the Coupled Model…

Atmospheric and Oceanic Physics · Physics 2025-04-30 Abhishek Pasula , Deepak N. Subramani

Precipitation is a large-scale, spatio-temporally heterogeneous phenomenon, with frequent anomalies exhibiting unusually high or low values. We use Markov Random Fields (MRFs) to detect spatio-temporally coherent anomalies in gridded annual…

Applications · Statistics 2017-11-01 Adway Mitra , Ashwin K. Seshadri

Several demographic and health indicators, including the total fertility rate (TFR) and modern contraceptive use rate (mCPR), evolve similarly over time, characterized by a transition between stable states. Existing approaches for…

Methodology · Statistics 2025-04-09 Herbert Susmann , Leontine Alkema

We analyze the occurrence and the values of record-breaking temperatures in daily and monthly temperature observations. Our aim is to better understand and quantify the statistics of temperature records in the context of global warming.…

Atmospheric and Oceanic Physics · Physics 2013-03-20 Gregor Wergen , Andreas Hense , Joachim Krug

We quantify changes DeltaQ in 100-year return values for regional annual maxima and minima of near-surface atmospheric temperature from output of five CMIP6 models, for five of the Earth's desert regions, over the interval (2025,2125). We…

Atmospheric and Oceanic Physics · Physics 2026-03-16 Callum Leach , Kevin Ewans , Philip Jonathan