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Computing the return times of extreme events and assessing the impact of climate change on such return times is fundamental to extreme event attribution studies. However, the rarity of such events in the observational record makes this task…

大气与海洋物理 · 物理学 2024-12-03 Clément Le Priol , Joy M. Monteiro , Freddy Bouchet

We propose a framework for studying predictability of extreme events in complex systems. Major conceptual elements -- direct cascading or fragmentation, spatial dynamics, and external driving -- are combined in a classical age-dependent…

适应与自组织系统 · 物理学 2007-08-14 Andrei Gabrielov , Vladimir Keilis-Borok , Ilya Zaliapin

We provide an analytic, microscopic analysis of extreme events in an adaptive population comprising competing agents (e.g. species, cells, traders, data-packets). Such large changes tend to dictate the long-term dynamical behaviour of many…

无序系统与神经网络 · 物理学 2009-11-07 Paul Jefferies , David Lamper , Neil F. Johnson

Uncertainty quantification is a key part of astronomy and physics; scientific researchers attempt to model both statistical and systematic uncertainties in their data as best as possible, often using a Bayesian framework. Decisions might…

天体物理仪器与方法 · 物理学 2022-07-29 Peter Hatfield

An important body of quantitative linguistics is constituted by a series of statistical laws about language usage. Despite the importance of these linguistic laws, some of them are poorly formulated, and, more importantly, there is no…

物理与社会 · 物理学 2020-11-09 Alvaro Corral , Isabel Serra

We prove the efficiency of a new method for the detection of crucial events that might have useful applications to the war against terrorism. This has to do with the search for rare but significant events, a theme of research that has been…

We study the impact of the coupling topology on the ability of various networked dynamical systems to generate extreme events. By determining the coupling strength that is necessary to generate an extreme event in the collective dynamics of…

混沌动力学 · 物理学 2026-05-29 Christian Hechler , Timo Bröhl , Ulrike Feudel , Klaus Lehnertz

The statistical characterization of the distribution of visible matter in the universe is a central problem in modern cosmology. In this respect, a crucial question still lacking a definitive answer concerns how large are the greatest…

宇宙学与河外天体物理 · 物理学 2021-07-28 Giordano De Marzo , Francesco Sylos Labini , Luciano Pietronero

Zipf's law, and power laws in general, have attracted and continue to attract considerable attention in a wide variety of disciplines - from astronomy to demographics to software structure to economics to linguistics to zoology, and even…

物理与社会 · 物理学 2013-05-10 Matt Visser

Data-driven design is a proven success factor that more and more digital businesses embrace. At the same time, academics and practitioners alike warn that when virtually everything must be tested and proven with numbers, that can stifle…

人机交互 · 计算机科学 2022-08-11 Maximilian Speicher

In a wide variety of situations, anomalies in the behaviour of a complex system, whose health is monitored through the observation of a random vector X = (X1,. .. , X d) valued in R d , correspond to the simultaneous occurrence of extreme…

统计方法学 · 统计学 2019-07-18 Maël Chiapino , Stéphan Clémençon , Vincent Feuillard , Anne Sabourin

While attention is a predictor for digital asset prices, and jumps in Bitcoin prices are well-known, we know little about its alternatives. Studying high frequency crypto data gives us the unique possibility to confirm that cross market…

交易与市场微观结构 · 定量金融 2021-10-19 Danial Saef , Odett Nagy , Sergej Sizov , Wolfgang Karl Härdle

A finite dimensional-system whose physics is governed by a Gaussian distribution can be regarded as a subsystem of an infinite dimensional-underlying system described by a uniform distribution on the (infinite dimensional) sphere. In turn,…

统计力学 · 物理学 2009-09-29 C. Vignat , A. Plastino

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…

统计方法学 · 统计学 2023-02-09 Maxime Taillardat , Anne-Laure Fougères , Philippe Naveau , Raphaël de Fondeville

We are interested in bounding probabilities of rare events in the context of computer experiments. These rare events depend on the output of a physical model with random input variables. Since the model is only known through an expensive…

统计计算 · 统计学 2012-03-21 Yves Auffray , Pierre Barbillon , Jean-Michel Marin

We investigate the predictability of extreme events in time series. The focus of this work is to understand under which circumstances large events are better predictable than smaller events. Therefore we use a simple prediction algorithm…

数据分析、统计与概率 · 物理学 2008-01-30 S. Hallerberg , H. Kantz

Critical gravitational collapse and self similarity are used to probe the mass distribution of subsolar objects. We demonstrate that at very low mass the distribution is given by a power law, with an exponent opposite in sign to that…

天体物理学 · 物理学 2007-05-23 Matt Visser , Nicolas Yunes

Our paper computationally explores the extinction dynamics of an animal species effected by a sudden spike in mortality due to an extreme event. In our study, the animal species has a 2-year life cycle and is endowed with a high survival…

定量方法 · 定量生物学 2007-05-23 Sukanto Bhattacharya , Sreepurna Malakar

Climate change is increasing the frequency and severity of natural disasters worldwide. Media coverage of these events may be vital to generate empathy and mobilize global populations to address the common threat posed by climate change.…

综合经济学 · 经济学 2025-01-15 Thiemo Fetzer , Prashant Garg

We analyse correspondence of a text to a simple probabilistic model. The model assumes that the words are selected independently from an infinite dictionary. The probability distribution correspond to the Zipf---Mandelbrot law. We count…