Linear stochastically forced models have been found to be competitive with comprehensive nonlinear weather and climate models at representing many features of the observed covariance statistics and at predictions beyond a week. Their success seems at odds with the fact that the observed statistics can be significantly non-Gaussian, which is often attributed to nonlinear dynamics. The stochastic noise in the linear models can be a mixture of state-independent (''additive'') and linearly state-dependent (''multiplicative'') Gaussian white noises. It is shown here that such mixtures can produce not only symmetric but also skewed non-Gaussian probability distributions if the additive and multiplicative noises are correlated. Such correlations are readily anticipated from first principles. A generic stochastically generated skewed (SGS) distribution can be analytically derived from the Fokker-Planck equation for a single-component system. In addition to skew, all such SGS distributions have power-law tails, as well as a striking property that the (excess) kurtosis K is always greater than 1.5 times the square of the skew S. Remarkably, this K-S inequality is found to be satisfied by circulation variables even in the observed multicomponent climate system. A principle of ''diagonal dominance'' in the multicomponent moment equations is introduced to understand this behavior.To clarify the nature of the stochastic noises (turbulent adiabatic versus diabatic fluctuations) responsible for the observed non-Gaussian statistics, a long 1200-winter simulation of the northern winter climate is generated using a dry adiabatic atmospheric general circulation model forced only with the observed long-term wintermean diabatic forcing as a constant forcing. Despite the complete neglect of diabatic variations, the model reproduces the observed K-S relationships and also the spatial patterns of the skew and kurtosis of the daily tropospheric circulation anomalies. This suggests that the stochastic generators of these higher moments are mostly associated with local adiabatic turbulent fluxes. The model also simulates fifth moments that are approximately 10 times the skew, and probability densities with power-law tails, as predicted by the linear theory.

Atmospheric circulation statistics are not strictly Gaussian. Small bumps and other deviations from Gaussian probability distributions are often interpreted as implying the existence of distinct and persistent nonlinear circulation regimes associated with higher-than-average levels of predictability. In this paper it is shown that such deviations from Gaussianity can, however, also result from linear stochastically perturbed dynamics with multiplicative noise statistics. Such systems can be associated with much lower levels of predictability. Multiplicative noise is often identified with state-dependent variations of stochastic feedbacks from unresolved system components, and may be treated as stochastic perturbations of system parameters. It is shown that including such perturbations in the damping of large-scale linear Rossby waves can lead to deviations from Gaussianity very similar to those observed in the joint probability distribution of the first two principal components (PCs) of weekly averaged 750-hPa streamfunction data for the past 52 winters. A closer examination of the Fokker-Planck probability budget in the plane spanned by these two PCs shows that the observed deviations from Gaussianity can be modeled with multiplicative noise, and are unlikely the results of slow nonlinear interactions of the two PCs. It is concluded that the observed non-Gaussian probability distributions do not necessarily imply the existence of persistent nonlinear circulation regimes, and are consistent with those expected for a linear system perturbed by multiplicative noise.

The skewness and kurtosis of daily sea surface temperature (SST) variations are found to be strongly linked at most locations around the globe in a new high-resolution observational dataset, and are analyzed in terms of a simple stochastically forced mixed layer ocean model. The predictions of the analytic theory are in remarkably good agreement with observations, strongly suggesting that a univariate linear model of daily SST variations with a mixture of SST-independent (additive) and SST-dependent (multiplicative) noise forcing is sufficient to account for the skewness-kurtosis link. Such a model of non-Gaussian SST dynamics should be useful in predicting the likelihood of extreme events in climate, as many important weather and climate phenomena, such as hurricanes, ENSO, and the North Atlantic Oscillation (NAO), depend on a detailed knowledge of the underlying local SSTs.