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Poisson random effect models with a shared random effect have been widely used in actuarial science for analyzing the number of claims. In particular, the random effect is a key factor in a posteriori risk classification. However, the…

Statistics Theory · Mathematics 2018-11-13 Woojoo Lee , Jeonghwan Kim , Jae Youn Ahn

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

A Markov chain is considered whose states are orderings of an underlying fixed tree and whose transitions are local "random-to-front" reorderings, driven by a probability distribution on subsets of the leaves. The eigenvalues of the…

Probability · Mathematics 2009-01-28 Anders Björner

Active faults release elastic strain energy via a whole continuum of modes of slip, ranging from devastating earthquakes to Slow Slip Events and persistent creep. Understanding the mechanisms controlling the occurrence of rapid, dynamic…

Geophysics · Physics 2017-10-02 Pierre Romanet , Harsha S. Bhat , Romain Jolivet , Raúl Madariaga

In 2017-2020 Jordanova and co-authors investigate probabilities for p-outside values and determine them in many particular cases. They show that these probabilities are closely related to the concept for heavy tails. Tukey's boxplots are…

Methodology · Statistics 2024-10-22 Pavlina K. Jordanova

Geometrical complexities in natural fault zones, such as steps and gaps, pose a challenge in seismic hazard studies as they can act as obstacles to seismic ruptures. In this study, we propose a criterion, which is based on the…

Many rare weather events, including hurricanes, droughts, and floods, dramatically impact human life. To accurately forecast these events and characterize their climatology requires specialized mathematical techniques to fully leverage the…

Atmospheric and Oceanic Physics · Physics 2020-07-15 Justin Finkel , Dorian Abbot , Jonathan Weare

The center of gravity is a widespread algorithm for position reconstruction in particle physics. For track fitting, its standard use is always accompanied by an easy guess for the probability distribution of the positioning errors. This is…

Instrumentation and Detectors · Physics 2020-04-21 Gregorio Landi , Giovanni E. Landi

This article proposes an efficient Bayesian inference for piecewise exponential hazard (PEH) models, which allow the effect of a covariate on the survival time to vary over time. The proposed inference methodology is based on a particle…

Computation · Statistics 2020-04-01 Parfait Munezero

In confined plasmas, a localized fluctuation in a marginal or weakly damped region will propagate and generate an avalanche if it exceeds a threshold. In this letter, a new model for turbulence spreading based on subcritical instability in…

Plasma Physics · Physics 2019-03-27 R. A. Heinonen , P. H. Diamond

Simulation of quantum chemistry is expected to be a principal application of quantum computing. In quantum simulation, a complicated Hamiltonian describing the dynamics of a quantum system is decomposed into its constituent terms, where the…

Quantum Physics · Physics 2020-03-04 Yingkai Ouyang , David R. White , Earl T. Campbell

The goal of this paper is to develop provably efficient importance sampling Monte Carlo methods for the estimation of rare events within the class of linear stochastic partial differential equations (SPDEs). We find that if a spectral gap…

Probability · Mathematics 2017-05-05 Michael Salins , Konstantinos Spiliopoulos

Communication networks are vulnerable to natural disasters, such as earthquakes or floods, as well as to physical attacks, such as an Electromagnetic Pulse (EMP) attack. Such real-world events happen at specific geographical locations and…

Systems and Control · Computer Science 2013-12-25 Omer Gold , Reuven Cohen

Entropy production is often interpreted as a proxy for microscopic disorder or environmental roughness in stochastic systems. We test this interpretation using controlled simulations of overdamped stochastic dynamics on curved surfaces in…

Statistical Mechanics · Physics 2026-02-23 Patrick Romanescu

Low-frequency earthquakes are a particular class of slow earthquakes that provide a unique source of information on the mechanical properties of a subduction zone during the preparation of large earthquakes. Despite increasing detection of…

The level curvature distribution function is studied both analytically and numerically for the case of T-breaking perturbations over the orthogonal ensemble. The leading correction to the shape of the curvature distribution beyond the…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 C. Basu , C. M. Canali , V. E. Kravtsov , I. V. Yurkevich

The long-term goal of this work is the development of high-fidelity simulation tools for dispersive tsunami propagation. A dispersive model is especially important for short wavelength phenomena such as an asteroid impact into the ocean,…

Numerical Analysis · Mathematics 2021-10-05 Marsha J. Berger , Randall J. LeVeque

In this paper, I introduce a novel approach to modelling the individual random component (also called the intra-event uncertainty) of a ground-motion relation (GMR), as well as a novel approach to estimating the corresponding parameters. In…

Geophysics · Physics 2016-07-20 Mathias Raschke

Earthquakes induced during hydraulic fracturing operations have occurred in a number of locales. However, in-situ studies aimed to discern the triggering mechanism remains exclusively statistical in their nature. Here, we calculate the…

Geophysics · Physics 2019-07-23 Luyi W. Shen , Douglas R. Schmitt , Ryan Schultz

Despite dissimilar slip rates, slow earthquakes are faulting as ordinary earthquakes are. It is therefore physically natural that slow earthquakes also cause postseismic motions similarly to ordinary earthquakes, even though coseismic and…

Geophysics · Physics 2025-12-04 Dye SK Sato , Takane Hori , Takeshi Iinuma , Masayuki Kano , Yusuke Tanaka
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