Berlin 2005 – scientific programme
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DY: Dynamik und Statistische Physik
DY 34: Poster
DY 34.7: Poster
Monday, March 7, 2005, 15:30–18:00, Poster TU D
Long-term persistence and clustering of extreme events in climate records — •Jan Kantelhardt1,2, Jan Eichner2, Armin Bunde2, and Shlomo Havlin3 — 1FB Physik und Zentrum für Computational Nanoscience, Martin-Luther-Universität, 06099 Halle (Saale), Germany — 2Institut für Theoretische Physik III, Justus-Liebig-Universität, 35392 Giessen, Germany — 3Minerva Center and Department of Physics, Bar-Ilan University, Ramat-Gan 52900, Israel
We study the long-term persistence and the statistics of the return intervals between extreme events above a certain threshold in measured, reconstructed, and surrogate climate records. While long-term memory is rather universal in the measured temperature series, we find that some of the reconstructed local and global records show significant deviations. For the reconstructed records with long-term scaling and for surrogate data we find three consequences of long-term persistence: (i) a stretched exponential distribution of the return intervals, (ii) a pronounced clustering of extreme events and (iii) an anomalous behavior of the mean residual time to the next event that depends on the history and increases with the elapsed time in a counterintuitive way. The phenomena should also occur in heartbeat records, internet traffic and stock market volatility and have to be taken into account for an efficient risk evaluation.