On Long-Term Correlations in Climate and the Clustering of Extreme Events
Abstract
This talk reviews our recent results [1-3] on the statistics of return intervals (a) in long-term correlated (monofractal) records where the autocorrelation function decreases by a power law and (b) in multifractal data sets where the linear autocorrelation function vanishes and only non-linear correlations are present. Both monofractal and multifractal data sets play an important role in the geosciences. I will show (i) how the long-term correlations affect the statistics of the return intervals, (ii) which role the non-linear correlations in the multifractal data sets play, and (iii) how both kinds of correlations can lead to a considerably improved risk estimation.
[1] A. Bunde, J. F. Eichner, J.W. Kantelhardt, S. Havlin, Phys. Rev. Lett. 94, 048701 (2005) [2] J. F. Eichner, J.W. Kantelhardt, A. Bunde, S. Havlin, Phys. Rev. E 75, 011128 (2007) [3] M. Bogachev, J. F. Eichner, A. Bunde, preprint (2007)- Publication:
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AGU Fall Meeting Abstracts
- Pub Date:
- December 2007
- Bibcode:
- 2007AGUFMNG31A..05B
- Keywords:
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- 4400 NONLINEAR GEOPHYSICS (3200;
- 6944;
- 7839)