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Long-range correlations and rare events in boundary layer wind fields

Author

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  • Santhanam, M.S.
  • Kantz, Holger

Abstract

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, is identical to the long-term correlation exponent γ. We also analyse correlations among the return intervals which are themselves long-term correlated with an exponent close to γ. This work complements the results obtained by Bunde et al. (Physica A 330 (2003) 1).

Suggested Citation

  • Santhanam, M.S. & Kantz, Holger, 2005. "Long-range correlations and rare events in boundary layer wind fields," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 345(3), pages 713-721.
    • Handle: RePEc:eee:phsmap:v:345:y:2005:i:3:p:713-721
    DOI: 10.1016/j.physa.2004.07.012
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    Citations

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    Cited by:

    1. Kumiko Tanaka-Ishii & Armin Bunde, 2016. "Long-Range Memory in Literary Texts: On the Universal Clustering of the Rare Words," PLOS ONE, Public Library of Science, vol. 11(11), pages 1-14, November.
    2. Pyko, Nikita S. & Pyko, Svetlana A. & Markelov, Oleg A. & Karimov, Artur I. & Butusov, Denis N. & Zolotukhin, Yaroslav V. & Uljanitski, Yuri D. & Bogachev, Mikhail I., 2018. "Assessment of cooperativity in complex systems with non-periodical dynamics: Comparison of five mutual information metrics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1054-1072.
    3. Sen, Rituparna & Hsieh, Fushing, 2009. "A note on testing regime switching assumption based on recurrence times," Statistics & Probability Letters, Elsevier, vol. 79(24), pages 2443-2450, December.
    4. Shuntaro Takahashi & Kumiko Tanaka-Ishii, 2017. "Do neural nets learn statistical laws behind natural language?," PLOS ONE, Public Library of Science, vol. 12(12), pages 1-17, December.

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