相关论文: Convergence of extreme value statistics in a two-l…
In this paper we provide a connection between the geometrical properties of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the…
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…
The classical approach to analyzing extreme value data is the generalized Pareto distribution (GPD). When the GPD is used to explain a target variable with the large dimension of covariates, the shape and scale function of covariates…
The main results of the extreme value theory developed for the investigation of the observables of dynamical systems rely, up to now, on the Gnedenko approach. In this framework, extremes are basically identified with the block maxima of…
We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…
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…
Ergodic properties of a stochastic medium complexity model for atmosphere and ocean dynamics are analysed. More specifically, a two-layer quasi-geostrophic model for geophysical flows is studied, with the upper layer being perturbed by…
We consider forecasting functional time series of extreme values within a generalised extreme value distribution (GEV). The GEV distribution can be characterised using the three parameters (location, scale and shape). As a result, the…
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…
We investigate the ergodicity of 2D large scale quasigeostrophic flows under random wind forcing. We show that the quasigeostrophic flows are ergodic under suitable conditions on the random forcing and on the fluid domain, and under no…
In this paper, the averaging principle for quasi-geostrophic motions with rapidly oscillating forcing is proved, both on finite but large time intervals and on the entire time axis. This includes comparison estimate, stability estimate, and…
Extreme Value Theory (EVT) is exploited to determine the global stability threshold $R_g$ of plane Couette flow --the flow of a viscous fluid in the space between two parallel plates-- whose laminar or turbulent behavior depends on the…
Extreme floods cause casualties, and widespread damage to property and vital civil infrastructure. We here propose a Bayesian approach for predicting extreme floods using the generalized extreme-value (GEV) distribution within gauged and…
Numerical climate models are complex and combine a large number of physical processes. They are key tools in quantifying the relative contribution of potential anthropogenic causes (e.g., the current increase in greenhouse gases) on high…
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…
Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…
In most risk assessment studies, it is important to accurately capture the entire distribution of the multivariate random vector of interest from low to high values. For example, in climate sciences, low precipitation events may lead to…
This paper introduces a method for spatial interpolation of extreme values, and in particular targets the case in which conventional data, resulting from a measurement for example, are available at only a few locations. To overcome this the…
We investigate an inequality constraining the energy and potential enstrophy flux in the two-layer quasi-geostrophic model. This flux inequality is unconditionally satisfied for the case of two-dimensional Navier-Stokes turbulence. However,…
A quasi-geostrophic intermediate complexity model is considered, providing a schematic representation of the baroclinic conversion processes which characterize the physics of the mid-latitudes atmospheric circulation. The model is relaxed…