arxivstat.APstat.MEstat.ML2026-07-07
Stochastic generator of trajectories from record data: application to the fluctuations of a glacier's frontal position from a sample of moraines
Megret Maud, Mike Pereira, Nicolas Eckert, Naveau Philippe, Jomelli Vincent
The record values theory study elements of a time series that exceed all previous observations, which are of particular interest in fields such as sports or climate science. In this paper, we propose a statistical method based on the construction of a Brownian stochastic simulato…