Influence of weak trends on exceedance probability


Journal Article

Studying the hypothetical case of a trend superimposed on a random stationary variable, we highlight the strong influence of possible nonstationarities on exceedance probability. After a general outline, the subject is analytically developed using the Gumbel distribution, emphasizing the quick increase of the exceedance probability over time in the presence of weak rising trends, and its sensitive underestimation where the non-stationarity goes unnoticed or is considered negligible. Finally the work is applied to hydrological series of rainfall and river flow. © Springer-Verlag 1998.

Full Text

Duke Authors

Cited Authors

  • Porporato, A; Ridolfi, L

Published Date

  • December 1, 1998

Published In

Volume / Issue

  • 12 / 1

Start / End Page

  • 1 - 14

International Standard Serial Number (ISSN)

  • 0931-1955

Digital Object Identifier (DOI)

  • 10.1007/s004770050006

Citation Source

  • Scopus