Category Archives: Academe

Nouveau logo du cnrs

Le CNRS vient de se doter d’un nouveau logo… merci au Canard Enchaîné et à PhotoShop pour la fonction “symétrie par rapport à un axe horizontal“. Sinon, au delà du fait qu’aucun géomètre ne semble siéger dans les instances du cnrs, le site de Sauvons la Recherche se livre à une petite analyse sémiologique (ici).

Dynamic flood modeling: combining Hurst and Gumbel’s approach

The paper (with David Sibai) on High Frequency models in hydrology just appeared, in Environmetrics.

When working on river floods—annual river levels maxima—, two approaches are usually considered: one inspired from Emil Gumbel where annual maxima are supposed to be i.i.d. and distributed according to Gumbel’s distribution, and one inspired from Edwin Hurst where annual maxima are strongly dependent, and exhibit long range memory. This paper tries to solve this apparent paradox by deriving a dynamic model inspired from financial models, which does not take into account annual maxima only but also threshold exceedances. It studies the implications of such a paradox in terms of return period—a notion valid as long as the data are i.i.d—and of extremal events.