HR: 09:00h
AN: NG31A-05    [Abstracts]
TI: On Long-Term Correlations in Climate and the Clustering of Extreme Events
AU: * Bunde, A
EM: armin.bunde@physik.uni-giessen.de
AF: Justus-Liebig Universität Giessen Institut für Theoretische Physik III, Heinrich-Buff-Ring 16, Giessen, 35392, Germany
AB: This talk reviews our recent results [1-3] on the statistics of return intervals (a) in long-term correlated (monofractal) records where the autocorrelation function decreases by a power law and (b) in multifractal data sets where the linear autocorrelation function vanishes and only non-linear correlations are present. Both monofractal and multifractal data sets play an important role in the geosciences. I will show (i) how the long-term correlations affect the statistics of the return intervals, (ii) which role the non-linear correlations in the multifractal data sets play, and (iii) how both kinds of correlations can lead to a considerably improved risk estimation.

[1] A. Bunde, J. F. Eichner, J.W. Kantelhardt, S. Havlin, Phys. Rev. Lett. 94, 048701 (2005)
[2] J. F. Eichner, J.W. Kantelhardt, A. Bunde, S. Havlin, Phys. Rev. E 75, 011128 (2007)
[3] M. Bogachev, J. F. Eichner, A. Bunde, preprint (2007)
DE: 4400 NONLINEAR GEOPHYSICS (3200, 6944, 7839)
SC: Nonlinear Geophysics [NG]
MN: 2007 Fall Meeting