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The likely determines the unlikely
Umeå University, Faculty of Science and Technology, Department of Physics.
2016 (English)In: Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, E-ISSN 1873-2119, Vol. 456, 112-119 p.Article in journal (Refereed) PublishedText
Abstract [en]

We point out that the functional form describing the frequency of sizes of events in complex systems (e.g. earthquakes, forest fires, bursts of neuronal activity) can be obtained from maximal likelihood inference, which, remarkably, only involve a few available observed measures such as number of events, total event size and extremes. Most importantly, the method is able to predict with high accuracy the frequency of the rare extreme events. To be able to predict the few, often big impact events, from the frequent small events is of course of great general importance. For a data set of wind speed we are able to predict the frequency of gales with good precision. We analyse several examples ranging from the shortest length of a recruit to the number of Chinese characters which occur only once in a text. (C) 2016 Elsevier B.V. All rights reserved.

Place, publisher, year, edition, pages
2016. Vol. 456, 112-119 p.
Keyword [en]
Complex systems, Frequency distributions, Maximum entropy, Predictions, Real data
National Category
Physical Sciences
Identifiers
URN: urn:nbn:se:umu:diva-123037DOI: 10.1016/j.physa.2016.03.027ISI: 000376693500011OAI: oai:DiVA.org:umu-123037DiVA: diva2:954451
Available from: 2016-08-22 Created: 2016-06-27 Last updated: 2016-08-22Bibliographically approved

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Minnhagen, Petter
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