Kolloquium

BGTS Kolloquium

Fr 07.06.2019
16:15 – 17:15
Universitätshauptgebäude (UHG)

Im Rahmen des BGTS Kolloquiums trägt Peter Imkeller von der HU Berlin vor.

Titel: Paleoclimatic time series: dynamics and statistics

Abstract: Simple models of the earth’s energy balance are instrumental for interpreting some qualitative aspects of the dynamics of paleo-climatic data. In the 1980s this led to the investigation of periodically forced dynamical systems of the reaction-diffusion type with small Gaussian noise, and a rough explanation of glacial cycles by Gaussian meta-stability.
A spectral analysis of Greenland ice time series performed at the end of the 1990s representing average temperatures during the last ice age suggest an α-stable noise component with an α ~ 1.75. Based on this observation, papers in the physics literature attempted an interpretation featuring dynamical systems perturbed by small Lévy noise.
In terms of statistics of stochastic processes, this leads to a model selection problem. As an example of a possible low dimensional model class we describe the time series as a simple dynamical system perturbed by α-stable noise. One needs an efficient test for the best fitting α. We discuss a statistical testing method based on the p-variation of the solution trajectories of SDE with Lévy noise.
(joint work with J. Gairing, C. Hein, M. Högele, I. Pavlyukevich)

Kontakt

Bielefeld Graduate School in Theoretical Sciences (BGTS)


Universitätshauptgebäude (UHG)
Raum:
H6

Zielgruppe:
alle

Öffentlichkeit:
öffentlich

Event-Website:
https://www.bgts.uni-bielefeld.de/activities/events.php