相关论文: Indirect identification of damage functions from d…

A discrete-time random process is described which can generate bursty sequences of events. A Bernoulli process, where the probability of an event occurring at time $t$ is given by a fixed probability $x$, is modified to include a memory…

We examine statistical pictures of violent conflicts over the last 2000 years, finding techniques for dealing with incompleteness and unreliability of historical data. We introduce a novel approach to apply extreme value theory to…

Decisions are often based on imprecise, uncertain or vague information. Likewise, the consequences of an action are often equally unpredictable, thus putting the decision maker into a twofold jeopardy. Assuming that the effects of an action…

The financial losses from extreme weather events can have a disastrous effect, often costing billions of pounds. While changes in the disposition of individual events is of importance to both the insurance and re-insurance industries, these…

The hypergeometric distribution is a popular distribution, whose properties have been extensively investigated. Generating functions of this distribution, such as the probability-generating function, the moment-generating function, and the…

Income and wealth distribution affect stability of a society to a large extent and high inequality affects it negatively. Moreover, in the case of developed countries, recently has been proven that inequality is closely related to all…

Hazard event sets, a collection of synthetic extreme events over a given period, are important for catastrophe modelling. This paper addresses the issue of generating event sets of extreme river flow for northern England and southern…

We introduce a numerical procedure to evaluate directly the probabilities of large deviations of physical quantities, such as current or density, that are local in time. The large-deviation functions are given in terms of the typical…

Natural disasters, such as floods, tornadoes, or wildfires, are increasingly pervasive as the Earth undergoes global warming. It is difficult to predict when and where an incident will occur, so timely emergency response is critical to…

Characterizing the wind speed distribution properly is essential for the satisfactory production of potential energy in wind farms, being the mixture models usually employed in the description of such data. However, some mixture models…

Distributions following a power-law are an ubiquitous phenomenon. Methods for determining the exponent of a power-law tail by graphical means are often used in practice but are intrinsically unreliable. Maximum likelihood estimators for the…

The generalised extreme value (GEV) distribution is a three parameter family that describes the asymptotic behaviour of properly renormalised maxima of a sequence of independent and identically distributed random variables. If the shape…

Max-stable processes are the natural extension of the classical extreme-value distributions to the functional setting, and they are increasingly widely used to estimate probabilities of complex extreme events. In this paper we broaden them…

The gamma difference distribution is defined as the difference of two gamma distributions, with in general different shape and rate parameters. Starting with knowledge of the corresponding characteristic function, a second order linear…

The increasing frequency of extreme weather events poses significant risks to power distribution systems, leading to widespread outages and severe economic and social consequences. This paper presents a novel simulation framework for…

The empirical probability density function for the conditional distribution of the true value of Poisson distribution parameter on one measurement is constructed by computer experiment. The analysis of the obtained distributions confirms…

Rainfall exhibits extreme variability at many space and time scales and calls for a statistical description. Based on an analysis of radar measurements of precipitation over the tropical oceans, we introduce a new probability law for the…

Due to their often unexpected nature, natural and man-made disasters are difficult to monitor and detect for journalists and disaster management response teams. Journalists are increasingly relying on signals from social media to detect…

The occurrence of some extreme events (such as marine heatwaves or exceptional circulations) can cause other extreme events (such as heatwave, drought and flood). These concurrent extreme events have a great impact on environment and human…

In this paper, we introduce a new extension of the generalized linear failure rate distributions. It includes some well-known lifetime distributions such as extension of generalized exponential and generalized linear failure rate…