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We study the distributions of earthquake numbers in two global catalogs: Global Centroid-Moment Tensor and Preliminary Determinations of Epicenters. These distributions are required to develop the number test for forecasts of future seismic…

Applications · Statistics 2017-10-11 Yan Y. Kagan

A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for…

Statistical Mechanics · Physics 2015-05-27 Ihor Lubashevsky

Scaling analysis reveals striking regularities in earthquake occurrence. The time between any one earthquake and that following it is random, but it is described by the same universal-probability distribution for any spatial region and…

Condensed Matter · Physics 2009-11-10 Alvaro Corral

We study the asymptotic distribution for the occurrence time of the next large earthquake, by knowing the last large seismic event occurred a long time ago. We prove that, under reasonable conditions, such a distribution is asymptotically…

Statistics Theory · Mathematics 2016-02-10 Raúl Fierro , Víctor Leiva

Let $V_M,(m_0)$ be the number of m>M aftershocks caused by $m_0$ event. We consider the $V_M,(m_0)$ distribution within epidemic-type seismicity models, ETAS(F). These models include the Gutenberg-Richter law for magnitude and Utsu law for…

Geophysics · Physics 2024-04-25 G. Molchan

Power-law distributions are essential in computational and statistical investigations of extreme events and complex systems. The usual technique to generate power-law distributed data is to first infer the scale exponent $\alpha$ using the…

Adaptation and Self-Organizing Systems · Physics 2022-06-15 Jack Murdoch Moore , Gang Yan , Eduardo G. Altmann

We investigate the genealogical structure of general critical or subcritical continuous-state branching processes. Analogously to the coding of a discrete tree by its contour function, this genealogical structure is coded by a real-valued…

Probability · Mathematics 2007-05-23 Thomas Duquesne , Jean-Francois Le Gall

We study the power density spectrum (PDS) of artificial light curves of observed gamma-ray bursts (GRBs). We investigate statistical properties of GRB light curves by comparing the reported characteristics in the PDSs of the observed GRBs…

Astrophysics · Physics 2009-10-31 Heon-Young Chang , Insu Yi

The aftershocks of the Tohoku earthquake are analyzed in light of the phenomenological theory of aftershocks. The theory is based on the concept of an earthquake source as a dynamic system, the state of which is described by a deactivation…

Geophysics · Physics 2025-08-07 O. D. Zotov , A. V. Guglielmi

We study the behavior of U.S. markets both before and after U.S. Federal Open Market Committee (FOMC) meetings, and show that the announcement of a U.S. Federal Reserve rate change causes a financial shock, where the dynamics after the…

Statistical Finance · Quantitative Finance 2010-10-05 Alexander M. Petersen , Fengzhong Wang , Shlomo Havlin , H. Eugene Stanley

The dynamical behavior of the currency exchange rate after its large-scale catastrophe is discussed through a case study of the rate of Russian rubles to US dollars after its crash in 2014. It is shown that, similarly to the case of the…

Statistical Finance · Quantitative Finance 2018-04-16 Vasilya Usmanova , Yury V. Lysogorskiy , Sumiyoshi Abe

When light travels through strongly scattering media with optical gain, the synergy between diffusive transport and stimulated emission can lead to lasing action. Below the threshold pump power, the emission spectrum is smooth and…

Optics · Physics 2016-02-17 Jason W. Merrill , Hui Cao , Eric R. Dufresne

The $\alpha$-stable distributions introduced by L\'evy play an important role in probabilistic theoretical studies and their various applications, e.g., in statistical physics, life sciences, and economics. In the present paper we study…

Statistical Mechanics · Physics 2015-05-14 Sabir Umarov , Constantino Tsallis , Murray Gell-Mann , Stanly Steinberg

The known Omori law is presented in the form of differential equation that describes the evolution of the aftershock activity. This equation is derived hypothetically with taking into account deactivation of the faults in epicentral zone of…

Geophysics · Physics 2016-04-26 Anatol V. Guglielmi

Probability density functions and the probability of Sz occurrence conditional upon the time elapsed from the previous Sz were estimated using the energy and intervals of SZ in prolonged recordings from subjects with localization- related…

Neurons and Cognition · Quantitative Biology 2008-02-04 Ivan Osorio , Mark G. Frei , Didier Sornette , John Milton

The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in…

Statistical Finance · Quantitative Finance 2008-12-29 M. S. Santhanam , Holger Kantz

Characteristic versus critical features of earthquakes are studied on the basis of the Olami-Feder-Christensen model. It is found that the local recurrence-time distribution exhibits a sharp $\delta$-function-like peak corresponding to…

Other Condensed Matter · Physics 2009-11-13 Takeshi Kotani , Hajime Yoshino , Hikaru Kawamura

The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…

Statistical Mechanics · Physics 2017-10-11 A. Kamińska , T. Srokowski

Discrete scale invariance (DSI) has recently been documented in time-to-failure rupture, earthquake processes and financial crashes, in the fractal geometry of growth processes and in random systems. The main signature of DSI is the…

Statistical Mechanics · Physics 2009-10-30 Per Jögi , Didier Sornette , Michael Blank

Herein,we numerically examine the relative dispersion of Lagrangian particle pairs in two-dimensional inverse energy-cascade turbulence. Behind the Richardson-Obukhov $t^3$ law of relative separation, we discover that the second-order…

Fluid Dynamics · Physics 2022-07-06 Tatsuro Kishi , Takeshi Matsumoto , Sadayoshi Toh