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A random walk on water

Koutsoyiannis, D., A random walk on water, Hydrology and Earth System Sciences, 14, 585–601, 2010.

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[English]

According to the traditional notion of randomness and uncertainty, natural phenomena are separated into two mutually exclusive components, random (or stochastic) and deterministic. Within this dichotomous logic, the deterministic part supposedly represents cause-effect relationships and, thus, is physics and science (the “good”), whereas randomness has little relationship with science and no relationship with understanding (the “evil”). Here I argue that such views should be reconsidered by admitting that uncertainty is an intrinsic property of nature, that causality implies dependence of natural processes in time, thus suggesting predictability, but even the tiniest uncertainty (e.g., in initial conditions) may result in unpredictability after a certain time horizon. On these premises it is possible to shape a consistent stochastic representation of natural processes, in which predictability (suggested by deterministic laws) and unpredictability (randomness) coexist and are not separable or additive components. Deciding which of the two dominates is simply a matter of specifying the time horizon and scale of the prediction. Long horizons of prediction are inevitably associated with high uncertainty, whose quantification relies on the long-term stochastic properties of the processes.

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See also: http://dx.doi.org/10.5194/hess-14-585-2010

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Blog posts and discussions can be seen in Outside the Cube, Climate Science: Roger Pielke Sr., Retread Resources Blog, William M. Briggs, Niche Modeling 1, Niche Modeling 2, The Blackboard 1, The Blackboard 2, The Blackboard 3, Climate Audit, Bart Verheggen's weblog.

Erratum in p. 589, left column, around the middle: the line "Eq. (1) (but not in Eq. (1), which represents..." should read "Eq. (2) (but not in Eq. (1), which represents...".

Our works referenced by this work:

1. Koutsoyiannis, D., On the quest for chaotic attractors in hydrological processes, Hydrological Sciences Journal, 51 (6), 1065–1091, 2006.
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Our works that reference this work:

1. Anagnostopoulos, G. G., D. Koutsoyiannis, A. Christofides, A. Efstratiadis, and N. Mamassis, A comparison of local and aggregated climate model outputs with observed data, Hydrological Sciences Journal, 55 (7), 1094–1110, 2010.
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Tagged under: Course bibliography: Hydrometeorology, Course bibliography: Stochastic methods, Climate stochastics, Determinism vs. stochasticity, Works discussed in weblogs, Entropy, Hurst-Kolmogorov dynamics, Scaling, Stochastics, Uncertainty