THE CASPIAN AND CLIMATE. 1. THE LEVY PROCESS AS A MODEL OF CASPIAN LEVEL DYNAMICS

N. N. Ivashchenko, A. A. Kutalo, and D. M. Sonechkin

Caspian Sea level variations are analyzed as some Brownian motion. The pattern of interannual level changes for the period of instrumental observations is found to be significantly different from Gaussian. This, combined with positive correlation of these variations in adjacent years, favors the long-term unidirectional level drift, such as its fall in the 1930-1940s and rise in the 1970-1990s. These features of Caspian dynamics are well simulated by a special form of Brownian motion, the Levy process with a diverging first moment. It shows that the Caspian has no stable mean level, but exhibits more or less persistent standings near arbitrary marks with sharp changes from one level to another.

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