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Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with…

Statistical Mechanics · Physics 2015-06-25 D. Sornette

Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…

In this study, we apply a multidimensional self-exciting negative binomial distribution (SE-NBD) process to default portfolios with 13 sectors. The SE-NBD process is a Poisson process with a gamma-distributed intensity function. We extend…

Risk Management · Quantitative Finance 2023-01-18 Masato Hisakado , Kodai Hattori , Shintaro Mori

Several recent works point out that the crowd of small unobservable earthquakes (with magnitudes below the detection threshold $m_d$) may play a significant and perhaps dominant role in triggering future seismicity. Using the ETAS branching…

Geophysics · Physics 2007-12-04 A. Saichev , D. Sornette

We investigate the sequence of great earthquakes over the past century. To examine whether the earthquake record includes temporal clustering, we identify aftershocks and remove those from the record. We focus on the recurrence time,…

Geophysics · Physics 2013-07-22 E. Ben-Naim , E. G. Daub , P. A. Johnson

The $b$-value in earthquake magnitude-frequency distribution quantifies the relative frequency of large versus small earthquakes. Monitoring its evolution could provide fundamental insights into temporal variations of stress on different…

Geophysics · Physics 2023-06-19 Eugenio Lippiello , Giuseppe Petrillo

To analyze seismic wave propagation in geological structures, it is possible to consider various numerical approaches: the finite difference method, the spectral element method, the boundary element method, the finite element method, the…

Geophysics · Physics 2011-08-18 Jean-François Semblat

We present a new method of data clustering applied to earthquake catalogs, with the goal of reconstructing the seismically active part of fault networks. We first use an original method to separate clustered events from uncorrelated…

Geophysics · Physics 2015-05-19 Guy Ouillon , Didier Sornette

Based on the probability generating function of stuttering Poisson distribution (SPD), this paper considers some equivalent propositions of SPD. From this, we show that some distributions in the application of non-life insurance actuarial…

Statistics Theory · Mathematics 2015-04-01 Huiming Zhang , Lili Chu , Yu Diao

We quantify the correlation between earthquakes and use the same to distinguish between relevant causally connected earthquakes. Our correlation metric is a variation on the one introduced by Baiesi and Paczuski (2004). A network of…

Geophysics · Physics 2010-03-25 T. R. Krishna Mohan P. G. , Revathi

We study the order statistics of one dimensional branching Brownian motion in which particles either diffuse (with diffusion constant $D$), die (with rate $d$) or split into two particles (with rate $b$). At the critical point $b=d$ which…

Statistical Mechanics · Physics 2014-06-03 Kabir Ramola , Satya N. Majumdar , Gregory Schehr

We consider stochastic growth models for populations organized in colonies and subject to uniform catastrophes. To assess population viability, we analyze scenarios in which individuals adopt dispersion strategies after catastrophic events.…

Probability · Mathematics 2026-02-09 Joan Amaya , Valdivino V. Junior , Fábio P. Machado , Alejandro Roldán-Correa

The ground motion prediction equation is commonly used to predict the seismic intensity distribution. However, it is not easy to apply this method to seismic distributions affected by underground plate structures, which are commonly known…

Computer Vision and Pattern Recognition · Computer Science 2022-08-17 Koyu Mizutani , Haruki Mitarai , Kakeru Miyazaki , Ryugo Shimamura , Soichiro Kumano , Toshihiko Yamasaki

Subcritical population processes are attracted to extinction and do not have non-trivial stationary distributions, which prompts the study of quasi-stationary distributions (QSDs) instead. In contrast to what generally happens for…

Probability · Mathematics 2026-02-12 Pablo Groisman , Leonardo T. Rolla , Célio Terra

We report the analysis of the statistics of the phase fluctuations in the coda of earthquakes recorded during a temporary experiment deployed at Pinyon Flats Observatory, California. The practical measurement of the phase is discussed and…

Geophysics · Physics 2015-05-13 D. Anache-Ménier , L. Margerin , B. A. van Tiggelen

Consider a multi-dimensional supercritical branching process with offspring distribution in a parametric family. Here, each vector coordinate corresponds to the number of offspring of a given type. The process is observed under family-size…

Statistics Theory · Mathematics 2025-06-13 Gonzalo Contador , Bret Hanlon

Statistical properties of the one-dimensional spring-block (Burridge-Knopoff) model of earthquakes obeying the rate and state dependent friction law are studied by extensive computer simulations. The quantities computed include the…

Geophysics · Physics 2017-04-19 Hikaru Kawamura , Yushi Ueda , Shingo Kakui , Syouji Morimoto , Takumi Yamamoto

A recently proposed unified scaling law for interoccurrence times of earthquakes [P. Bak et al., Phys. Rev. Lett. {\bf 88}, 178501 (2002)] is analyzed, both theoretically and with data from Southern California. We decompose the…

Condensed Matter · Physics 2009-11-10 Alvaro Corral

Seasonal point processes refer to stochastic models for random events which are only observed in a given season. We develop nonparametric Bayesian methodology to study the dynamic evolution of a seasonal marked point process intensity. We…

Applications · Statistics 2016-08-08 Sai Xiao , Athanasios Kottas , Bruno Sansó

We present an axiomatic approach to earthquake forecasting in terms of multi-component random fields on a lattice. This approach provides a method for constructing point estimates and confidence intervals for conditional probabilities of…

Geophysics · Physics 2013-10-29 V. Gertsik , M. Kelbert , A. Krichevets
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