Related papers: Correlations between rare events due to long-term …

An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…

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…

In this paper I conceptualise a novel approach for capturing coincidences between events that have not necessarily an observed causal relationship. Building on the Transcendental Information Cascades approach I outline a tensor theory of…

Enduring violent conflicts are interrupted by lulls without violence. Studies of interevent times found power law distributions based on coarse-grained data with a resolution of one day. Fine-grained data of violence with a resolution of…

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…

The efficient exchange of information is an essential aspect of intelligent collective behavior. Event-triggered control and estimation achieve some efficiency by replacing continuous data exchange between agents with intermittent, or…

Verifying probabilistic forecasts for extreme events is a highly active research area because popular media and public opinions are naturally focused on extreme events, and biased conclusions are readily made. In this context, classical…

We investigate precursors and predictability of extreme increments in a time series. The events we are focusing on consist in large increments within successive time steps. We are especially interested in understanding how the quality of…

We investigate the statistics of selected rare events in a (1+1)-dimensional (classical) stochastic growth model which describes the evolution of (quantum) random unitary circuits. In such classical formulation, particles are created and/or…

Based on the Langevin description of the Continuous Time Random Walk (CTRW), we consider a generalization of CTRW in which the waiting times between the subsequent jumps are correlated. We discuss the cases of exponential and slowly…

We propose and analyze a generalized splitting method to sample approximately from a distribution conditional on the occurrence of a rare event. This has important applications in a variety of contexts in operations research, engineering,…

The moments of random variables are fundamental statistical measures for characterizing the shape of a probability distribution, encompassing metrics such as mean, variance, skewness, and kurtosis. Additionally, the product moments,…

Many operational AI systems depend on large-scale human annotation to detect rare but consequential events (e.g., fraud, defects, and medical abnormalities). When positives are rare, the prevalence effect induces systematic cognitive biases…

The distribution of inter-occurrence time between seismic events is a quantity of great interest in seismic risk assessment. We evaluate this distribution for different models of earthquakes occurrence and follow two distinct approaches:…

We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…

Weather extremes pose major societal risks, especially in a changing climate, but due to their rarity, they are difficult to study using limited observations or complex climate models. We introduce AI+RES, a framework coupling fast AI…

A length dependence of the effective mobility in the form of a power law, B ~ L^(1-1/alpha) is observed in dispersive transport in amorphous substances, with 0 < \alpha < 1. We deduce this behavior as a simple consequence of the statistical…

In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…

We consider the general problem of modeling temporal data with long-range dependencies, wherein new observations are fully or partially predictable based on temporally-distant, past observations. A sufficiently powerful temporal model…

Abrupt and rapid high-amplitude changes in a dynamical system's states known as extreme event appear in many processes occurring in nature, such as drastic climate patterns, rogue waves, or avalanches. These events often entail catastrophic…