We study the crowding of near-extreme events in the time gaps between successive finishers in major international marathons. Naively, one might expect these gaps to become progressively larger for better-placing finishers. While such an increase does indeed occur from the middle of the finishing pack down to approximately 20th place, the gaps saturate for the first 10–20 finishers. We give a pr...

The variability of the second order moments of flood peaks with respect to geomorphoclimatic basin characteristics was investigated. In particular, the behaviour of the coefficient of variation (Cv) of the series of annual maximum floods was analysed with respect to its dependence on physically consistent quantities. The results achieved were in fairly good agreement with real world observed ch...

Estimation of rare events probabilities (such as loss rate) in high speed network remains in most cases an open problem. To address this problem, a exible hardware testbed for simulation of ATM-based networks has been used. The goal of this article is to present this simulation technique. It is shown that this technique can be used to highlight rare events, such as realistic packet loss probabi...

Given a collection of seasonal time-series, how can we find regular (cyclic) patterns and outliers (i.e. rare events)? These two types of patterns are hidden and mixed in the time-varying activities. How can we robustly separate regular patterns and outliers, without requiring any prior information? We present CycloneM, a unifying model to capture both cyclic patterns and outliers, and CycloneF...

To the Editor:—The article of Lienhart et al. 1 must be applauded. Because of the authors’ careful and high-quality methodology, this work—begun in 1996 and covering an entire nation—was able to estimate anesthesia-related mortality in France. This work confirms the critical role of cardiac disease, aging, emergency care and hemorrhage in mortality related to anesthesia. Perhaps more importantl...

It is shown that the sample paths of Poisson shot noise with heavy-tailed semi-exponential distributions satisfy a large deviation principle with a rate function that is insensitive to the shot shape. This demonstrates that, on the scale of large deviations, paths to rare events do not depend on the shot shape.

The paper discusses stochastic models for the synoptic variability of metocean fields using spatio-temporal impulse representations combined with Markov walks of storms in space. The models are fitted to an extensive data set of ocean wave fields from the Barents Sea and verified by studying the fields duration and extreme value properties.

Barrier islands characterize up to an eighth of the global coastlines. They buffer the mainland coastal areas from storm surge and wave energy from the open ocean. Changes in their shape or disappearance due to erosion may lead to an increased impact of sea level extremes on the mainland. A barrier island threatened by erosion is Egmont Key which is located in the mouth of the Tampa Bay estuary...

Comparing and ordering of risks is a basic problem of actuarial theory and practice. Risks are generally modeled by random variables or distribution functions. There is a great variety of stochastic models in use which reflect the diversity of insurances like theft insurance, car insurance, liability insurance, etc. The diversity of insured populations is reproduced in the stochastic models by ...