Related papers: Generalized Shock Model Based On The Frequency of …
We report a detailed and systematic study of wave propagation through a stochastic absorbing random medium. Stochastic absorption is modeled by introducing an attenuation constant per unit length $\alpha$ in the free propagation region of…
The two-fractal overlap model of earthquake shows that the contact area distribution of two fractal surfaces follows power law decay in many cases and this agrees with the Guttenberg-Richter power law. Here, we attempt to predict the large…
Extreme events can come either from point processes, when the size or energy of the events is above a certain threshold, or from time series, when the intensity of a signal surpasses a threshold value. We are particularly concerned by the…
When complex systems are driven to extinction by some external factor, their non-stationary dynamics can present an intermittent behaviour between relative tranquility and burst of activity whose consequences are often catastrophic. To…
A simple banking network model is proposed which features multiple waves of bank defaults and is analytically solvable in the limiting case of an infinitely large homogeneous network. The model is a collection of nodes representing…
We investigate the approach to catastrophic failure in a model porous granular material undergoing uniaxial compression. A discrete element computational model is used to simulate both the micro-structure of the material and the complex…
The accelerated failure time (AFT) model is widely used to analyze relationships between variables in the presence of censored observations. However, this model relies on some assumptions such as the error distribution, which can lead to…
This paper proposes factor stochastic volatility models with skew error distributions. The generalized hyperbolic skew t-distribution is employed for common-factor processes and idiosyncratic shocks. Using a Bayesian sparsity modeling…
In order to figure out and to forecast the emergence phenomena of social systems, we propose several probabilistic models for the analysis of financial markets, especially around a crisis. We first attempt to visualize the collective…
The paper is concerned with a scalar balance law, where the source term depends on a control function $\alpha(t)$. Given a control $\alpha\in \mathbf{L}^\infty\bigl([0,T]\bigr)$, it is proved that, for generic initial data $\bar u \in…
The decay pattern of aftershocks in the so-called 'coherent-noise' models [M. E. J. Newman and K. Sneppen, Phys. Rev. E54, 6226 (1996)] is studied in detail. Analytical and numerical results show that the probability to find a large event…
The aim of this paper, is to define a bivariate exponentiated generalized linear exponential distribution based on Marshall-Olkin shock model. Statistical and reliability properties of this distribution are discussed. This includes…
We consider a perturbed integrable system with one frequency, and the approximate dynamics for the actions given by averaging over the angle. The classical theory grants that, for a perturbation of order epsilon, the error of this…
We consider the number distribution of topological defects resulting from the finite-time crossing of a continuous phase transition and identify signatures of universality beyond the mean value, predicted by the Kibble-Zurek mechanism.…
A model for fault dynamics consisting of two rough and rigid brownian profiles that slide one over the other is introduced. An earthquake occurs when there is an intersection between the two profiles. The energy release is proportional to…
We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…
Power law distributed fluctuations are known to accompany \emph{terminal} failure in disordered brittle solids. The associated intermittent scale-free behavior is of interest from the fundamental point of view as it emerges universally from…
We introduce a new class of (dynamical) systems that inherently capture cascading effects (viewed as consequential effects) and are naturally amenable to combinations. We develop an axiomatic general theory around those systems, and guide…
Statistical tests of earthquake predictions require a null hypothesis to model occasional chance successes. To define and quantify `chance success' is knotty. Some null hypotheses ascribe chance to the Earth: Seismicity is modeled as…
Recently, Chowdhury and Kundu [6] compared two parallel systems of heterogeneous independent log-Lindley distributed components using the concept of vector majorization and related orders. Under the same set-up, this paper derives some…