A pentatonic classification of extreme events

DOI10.1016/j.chaos.2014.07.010zbMath1352.60072MaRDI QIDQ728402

Morrel H. Cohen, Iddo I. Eliazar

Publication date: 20 December 2016

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2014.07.010

zbMATH Keywords

classification of extreme events; logarithmic scale of random variables; positive-valued random variables

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

Related Items

Beyond lognormal inequality: the Lorenz flow structure, Five degrees of randomness

Uses Software

• Bolstad

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Schrödinger propagation of initial discontinuities leads to divergence of moments
• Anomalous is ubiquitous
• Fractional motions
• On the proper bounds of the Gini correlation
• A methodological study on fitting a nonlinear stochastic model of the AIDS epidemic in Philadelphia
• On the physical interpretation of statistical data from black-box systems
• Limit theorems for continuous time random walks with slowly varying waiting times
• The Fokker-Planck equation. Methods of solutions and applications.
• Introduction to rare event simulation.
• Weibull, RRSB or extreme-value theorists?
• Stochastic model for ultraslow diffusion
• A Guide to First-Passage Processes
• Econophysical anchoring of unimodal power-law distributions
• Statistical Analysis of Stochastic Processes in Time
• On the generation of anomalous and ultraslow diffusion
• On the generation of log-Lévy distributions and extreme randomness
• The Double Pareto-Lognormal Distribution—A New Parametric Model for Size Distributions
• The Graduation of Income Distributions
• Rare Event Simulation using Monte Carlo Methods
• Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
• Statistical Size Distributions in Economics and Actuarial Sciences
• Introduction to Bayesian Statistics
• Elements of Information Theory
• A Generalization of the Gamma Distribution
• Measurement of Diversity
• First Steps in Random Walks
• Handbook of stochastic methods for physics, chemistry and the natural sciences.
• The random walk's guide to anomalous diffusion: A fractional dynamics approach