This PDF file includes:

• Analytical PDF of megadrought
• fig. S1. Joint (2D) PDF of Southwest megadrought risk for a normalized drought indicator time series z′(t) with various changes in the mean (Δμ) and changes in the variance (δσ).
• fig. S2. Full range of changes in mean (Δμ) and variability (δσ) simulated by a CMIP5 model subset.
• fig. S3. Megadrought PDF for various combinations of seasonal changes.
• fig. S4. Reduction of variance in smoothed time series (X_w) as a function of smoothing window length (w).
• fig. S5. Two-dimensional PDF of prolonged drought risk computed from the analytical expression for megadrought probability.
• fig. S6. Megadrought 2D PDF for changes in mean and variance but for different autocorrelation characteristics of the underlying data.

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