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The effect of long-term correlations on the return periods of rare events

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Publication:1412869
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DOI10.1016/j.physa.2003.08.004zbMath1030.60015OpenAlexW2145996966MaRDI QIDQ1412869

Armin Bunde, Jan F. Eichner, Jan W. Kantelhardt, Shlomo Havlin

Publication date: 30 November 2003

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2003.08.004


zbMATH Keywords

autocorrelation-function decay


Mathematics Subject Classification ID

Distribution theory (60E99)


Related Items (3)

Universal and non-universal properties of recurrence intervals of rare events ⋮ Clustering of extreme events in time series generated by the fractional Ornstein–Uhlenbeck equation ⋮ Stretched-exponential relaxation in arrays of coupled rotators



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