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Annette Witt and Bruce D. Malamud
Department of Nonlinear Dynamics, Max-Planck-Institut für Dynamik und Selbstorganisation, Göttingen

Return Times of Extreme Events in Long-Range Persistent Processes

June 18, 2008, 2:30pm
Building 19, Room 4.15 University Potsdam, Campus Neues Palais

Many processes in the Earth sciences exhibit long-range dependence.
Fractional noises as simplest models of long-range dependence processes
are studied and the return times of extreme values in these fractional noises are investigated. These
return times are found to be (i) Weibull distributed with parameters
depending on the strength of long-range dependence (ii) very weakly correlated.
Consequences for return times of natural hazards are discussed.

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