相关论文: Modeling extreme values of processes observed at i…

In order to reach the sensitivity required to detect gravitational waves, pulsar timing array experiments need to mitigate as much noise as possible in timing data. A dominant amount of noise is likely due to variations in the dispersion…

The issue of rogue wave lifetimes is addressed in this study, which helps to detail the general picture of this dangerous oceanic phenomenon. The direct numerical simulations of irregular wave ensembles are performed to obtain the complete…

Classical extreme value statistics consists of two fundamental approaches: the block maxima (BM) method and the peak-over-threshold (POT) approach. It seems to be general consensus among researchers in the field that the POT method makes…

A flexible spatio-temporal model is implemented to analyse extreme extra-tropical cyclones objectively identified over the Atlantic and Europe in 6-hourly re-analyses from 1979-2009. Spatial variation in the extremal properties of the…

Understanding local currents in the North Atlantic region of the ocean is a key part of modelling heat transfer and global climate patterns. Satellites provide a surface signature of the temperature of the ocean with a high horizontal…

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…

Ocean buoy data in the form of high frequency multivariate time series are routinely recorded at many locations in the world's oceans. Such data can be used to characterise the ocean wavefield, which is important for numerous socio-economic…

Over recent decades, the Arctic Ocean has experienced dramatic changes due to climate change. Retreating sea ice has opened up large areas of ocean, resulting in an enhanced wave climate. Taking into account the intense seasonality and the…

Climate science needs more efficient ways to study high-impact, low-probability extreme events, which are rare by definition and costly to simulate in large numbers. Rare event sampling (RES) and ensemble boosting use small perturbations to…

Quantifying changes in the probability and magnitude of extreme flooding events is key to mitigating their impacts. While hydrodynamic data are inherently spatially dependent, traditional spatial models such as Gaussian processes are poorly…

We present a conditional space-time proper orthogonal decomposition (POD) formulation that is tailored to the eduction of the average, rare or intermittent event from an ensemble of realizations of a fluid process. By construction, the…

Metocean extremes often vary systematically with covariates such as direction and season. In this work, we present non-stationary models for the size and rate of occurrence of peaks over threshold of metocean variables with respect to one-…

The classical modeling of spatial extremes relies on asymptotic models (i.e., max-stable processes or $r$-Pareto processes) for block maxima or peaks over high thresholds, respectively. However, at finite levels, empirical evidence often…

Max-stable processes are a popular tool for the study of environmental extremes, and the extremal skew-$t$ process is a general model that allows for a flexible extremal dependence structure. For inference on max-stable processes with…

Parametric rolling is a parametric excitation phenomenon caused by GM variation in waves. There are a lot of studies of the estimation the conditions, the occurrence, and the amplitude of parametric rolling. On the other hand, there are…

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…

Designs conditions for marine structures are typically informed by threshold-based extreme value analyses of oceanographic variables, in which excesses of a high threshold are modelled by a generalized Pareto (GP) distribution. Too low a…

This thesis is devoted to the study of extreme value statistics in stochastic processes and their applications. In the first part, we obtain exact analytical results on the extreme value statistics of both discrete-time and continuous-time…

A computational strategy based on large deviation theory (LDT) is used to study the anomalous statistical features of turbulent surface waves propagating past an abrupt depth change created via a step in the bottom topography. The dynamics…

Extreme events can come either from point processes, when the size or energy of the events is above a certain threshold, or from time series, when the intensity of a signal surpasses a threshold value. We are particularly concerned by the…