Dynamics and Statistics of Extreme Events

2010 ◽  
pp. 205-216
Author(s):  
Holger Kantz
Keyword(s):  
Extreme Events ◽  
Statistics Of Extreme Events

scholarly journals Rank-ordering statistics of extreme events: Application to the distribution of large earthquakes

1996 ◽  
Vol 101 (B6) ◽  
pp. 13883-13893 ◽  
Author(s):  
D. Sornette ◽  
L. Knopoff ◽  
Y. Y. Kagan ◽  
C. Vanneste
Keyword(s):  
Extreme Events ◽  
Rank Ordering ◽  
Large Earthquakes ◽  
Statistics Of Extreme Events

Statistics of Extreme Events in Fluid Flows and Waves

2021 ◽  
Vol 53 (1) ◽  
pp. 85-111 ◽  
Author(s):  
Themistoklis P. Sapsis
Keyword(s):  
Nonlinear Dynamics ◽  
Natural Disasters ◽  
Extreme Events ◽  
Fluid Flows ◽  
Reduced Order Model ◽  
Order Model ◽  
Reduced Order ◽  
Wide Range ◽  
Expensive Model ◽  
Statistics Of Extreme Events

Extreme events in fluid flows, waves, or structures interacting with them are critical for a wide range of areas, including reliability and design in engineering, as well as modeling risk of natural disasters. Such events are characterized by the coexistence of high intrinsic dimensionality, complex nonlinear dynamics, and stochasticity. These properties severely restrict the application of standard mathematical approaches, which have been successful in other areas. This review focuses on methods specifically formulated to deal with these properties and it is structured around two cases: ( a) problems where an accurate but expensive model exists and ( b) problems where a small amount of data and possibly an imperfect reduced-order model that encodes some physics about the extremes can be employed.

Statistics of extreme events in Chinese stock markets

2014 ◽  
Vol 23 (12) ◽  
pp. 128901 ◽  
Author(s):  
Gan-Hua Wu ◽  
Lu Qiu ◽  
Xin-Li Li ◽  
Yue Yang ◽  
Hui-Jie Yang ◽  
...  
Keyword(s):  
Extreme Events ◽  
Stock Markets ◽  
Chinese Stock Markets ◽  
Statistics Of Extreme Events

scholarly journals Return time statistics of extreme events in discrete nonlinear lattices

2017 ◽  
Vol 15 (1) ◽  
pp. 35-44
Author(s):  
Ana Mancic ◽  
Aleksandra Maluckov
Keyword(s):  
Probability Distribution ◽  
Extreme Events ◽  
Distribution Curve ◽  
Return Time ◽  
One Dimensional ◽  
Statistical Measures ◽  
Nonlinear Lattices ◽  
Dynamical Regimes ◽  
The Mean ◽  
Statistics Of Extreme Events

Time statistics of extreme events (EEs) in one-dimensional discrete Salerno lattices is investigated numerically. We show that the dependence of the mean return time of EEs on the amplitude threshold can be used as a criterion to differentiate between various dynamical regimes of the extreme events. Also, we found that dispersion of points on the time probability distribution curve can be an indicator of the appearance of EEs in the system, but it has to be complemented with other statistical measures. The results obtained here can be used to distinguish between different dynamical regimes and as identifiers of the EEs existence in the lattice system.

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