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Related papers: Modeling Aftershocks as a Stretched Exponential Re…

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Using the ETAS branching model of triggered seismicity, we apply the formalism of generating probability functions to calculate exactly the average difference between the magnitude of a mainshock and the magnitude of its largest aftershock…

Geophysics · Physics 2009-11-11 A. Saichev , D. Sornette

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 empirical Bath's law states that the average difference in magnitude between a mainshock and its largest aftershock is 1.2, regardless of the mainshock magnitude. Following Vere-Jones [1969] and Console et al. [2003], we show that the…

Geophysics · Physics 2017-08-23 Agnes Helmstetter , Didier Sornette

Non-inertial afterslip has been inferred to occur following large earthquakes. An explanation for this slow slip phenomenon is that coseismically generated stresses induce sliding on parts of a fault surface with velocity-strengthening…

Geophysics · Physics 2023-08-04 Brendan J. Meade

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

The theory of SOC, and related avalanche dynamics, is proposed as the origin of the ubiquitous nonexponential relaxation observed in complex systems. Introducing some scaling laws and relations we have obtained that the normalized…

Soft Condensed Matter · Physics 2007-05-23 Alexei Vazquez , Oscar Sotolongo Costa , Carlos Antoranz

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

A prominent feature of earthquakes is their empirical laws including memory (clustering) in time and space. Several earthquake forecasting models, like the EpidemicType Aftershock Sequence (ETAS) model, were developed based on earthquake…

A review of the statistical properties of earthquakes is provided, centered mainly in the work of the author (apologies for that). We explain the scaling law for the recurrence-time distributions, its universal character for stationary…

Other Condensed Matter · Physics 2007-05-23 Alvaro Corral

Most materials exhibit creep memory under the action of a constant load. The memory behavior is governed by Andrade's creep law, which also has an inherent connection with the Omori-Utsu law of earthquake aftershocks. Both empirical laws…

Geophysics · Physics 2023-02-23 Vikash Pandey

A recent model predicting Omori's law giving the number of aftershocks per unit time following an earthquake involves a differential equation analogous to the Friedmann equation of cosmology. The before-shock phase is analogous to an…

General Relativity and Quantum Cosmology · Physics 2020-05-08 Valerio Faraoni

The concept of universality proposes that dynamical systems with the same power law behaviors are equivalent at large scales. We test this hypothesis on the Earth's crust and the epileptic brain, and discover that power laws also govern the…

Biological Physics · Physics 2007-12-27 Ivan Osorio , Mark G. Frei , Didier Sornette , John Milton , Ying-Cheng Lai

The district of southern California and Japan are divided into small cubic cells, each of which is regarded as a vertex of a graph if earthquakes occur therein. Two successive earthquakes define an edge and a loop, which replace the complex…

Disordered Systems and Neural Networks · Physics 2007-05-23 Sumiyoshi Abe , Norikazu Suzuki

A discretized version of the Burridge-Knopoff train model with (non-linear friction force replaced by) random pinning is studied in one and two dimensions. A scale free distribution of avalanches and the Omori law type behaviour for…

Statistical Mechanics · Physics 2013-09-26 Soumyajyoti Biswas , Purusattam Ray , Bikas K. Chakrabarti

Recently, the physics of aftershocks has been enriched by three new problems. We will conditionally call them dynamic, inverse, and morphological problems. Dynamic problem is to search for the cumulative effect of a round-the-world seismic…

Geophysics · Physics 2020-01-30 Anatol V. Guglielmi , Alexey D. Zavyalov , Oleg D. Zotov

The autocorrelation function in many complex systems shows a crossover in the form of its decay: from stretched exponential relaxation (SER) at short times to power law at long times. Studies of the mechanisms leading to such multiple…

Statistical Mechanics · Physics 2024-02-20 Sukanta Mukherjee , Puneet Pareek , Mustansir Barma , Saroj Kumar Nandi

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

We study the cascading dynamics immediately before and immediately after 219 market shocks. We define the time of a market shock T_{c} to be the time for which the market volatility V(T_{c}) has a peak that exceeds a predetermined…

Trading and Market Microstructure · Quantitative Finance 2010-10-05 Alexander M. Petersen , Fengzhong Wang , Shlomo Havlin , H. Eugene Stanley

Strong deep earthquakes occurred in the Sea of Okhotsk, May 24, 2013 at 05:44 UTC. The magnitude of the earthquake is M = 8.3, the depth of the hypocenter is 629 km. The earthquake was accompanied by the deep-focus aftershocks. The paper is…

Geophysics · Physics 2020-07-30 Anatol V. Guglielmi , Oleg D. Zotov

Scale-invariant avalanches -- with events of all sizes following power-law distributions -- are considered critical. Above the upper critical dimension of four, the mean-field solution with a robust $3/2$ size exponent describes the…

Statistical Mechanics · Physics 2026-02-03 K. Duplat , A. Douin , O. Ramos
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