The basic assumption of common extreme value statistics is that different events in a time record are uncorrelated. In this case, the return intervals rq of events above a given threshold size q are uncorrelated and follow the Poisson distribution. In recent years there is growing evidence that...

The present study investigates linear and volatile (nonlinear) correlations of first-order auto-regressive process with uncorrelated AR (1) and long-range correlated CAR (1) Gaussian innovations as a function of the process parameter (θ). In the light of recent findings [A. Király, I.M....

We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet-transform modulus maxima technique and obtain agreement within the error margins....

For both Northern and Southern hemispheres, the long-term memory dynamics for continent and ocean temperature records in the recent 125 years is studied in this paper. It is found that the records exhibit long-range memory and multifractality characteristics where large temperature anomalies...

We use the Detrended Fluctuation Analysis (DFA) to quantify underlying trends in long-term correlated records. Our approach is based on the fact that different orders of DFA are affected differently by trends. For a given instrumental record of length N, we compare the fluctuation exponent α0...

We analyse the statistics of extreme events in the boundary layer wind fields. We focus on the wind speeds that are long-term correlated and show that its distribution of the return intervals of rare events is a stretched exponential and the stretching exponent, to within the numerical errors,...

We present an efficient technique for the study of quasi-periodic oscillations in noisy, non-stationary signals, which allows the assessment of system dynamics despite phase resetting and noise. It is based on the definition of anchor points in the signal (in the simplest case increases or...

We briefly review simulation schemes for the investigation of rare transitions and resume the recently introduced transition interface sampling, a method in which the computation of rate constants is recast into the computation of fluxes through interfaces dividing the reactant and product state.

The behavior of rank-ordered distributions of phenomena present in a variety of fields such as biology, sociology, linguistics, finance and geophysics has been a matter of intense research. Often power laws have been encountered; however, their validity tends to hold mainly for an intermediate...