Related papers: Productivity within the ETAS seismicity model
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…
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…
We consider an epidemic-type aftershock model (ETAS($F$)) for a large class of distributions $F$ determining the number of direct aftershocks. This class includes Poisson, Geometric, Negative Binomial distributions and many other. Assuming…
As part of an effort to develop a systematic methodology for earthquake forecasting, we use a simple model of seismicity based on interacting events which may trigger a cascade of earthquakes, known as the Epidemic-Type Aftershock Sequence…
The driving concept behind one of the most successful statistical forecasting models, the ETAS model, has been that the seismicity is driven by spontaneously occurring background earthquakes that cascade into multitudes of triggered…
We consider a branching model of triggered seismicity, the ETAS (epidemic-type aftershock sequence) model which assumes that each earthquake can trigger other earthquakes (``aftershocks''). An aftershock sequence results in this model from…
Earthquakes in seismological catalogs and acoustic emission events in lab experiments can be statistically described as a linear Hawkes point process, where the spatio-temporal rate of events is a linear superposition of background…
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…
Extreme events and the heavy tail distributions driven by them are ubiquitous in various scientific, engineering and financial research. They are typically associated with stochastic instability caused by hidden unresolved processes.…
Skew-elliptical distributions constitute a large class of multivariate distributions that account for both skewness and a variety of tail properties. This class has simpler representations in terms of densities rather than cumulative…
Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…
Forecast models in statistical seismology are commonly evaluated with log-likelihood scores of the full distribution P(n) of earthquake numbers, yet heavy tails and out-of-range observations can bias model ranking. We develop a tail-aware…
Extreme events have an important role which is sometime catastrophic in a variety of natural phenomena including climate, earthquakes and turbulence, as well as in man-made environments like financial markets. Statistical analysis and…
We consider a general stochastic branching process, which is relevant to earthquakes as well as to many other systems, and we study the distributions of the total number of offsprings (direct and indirect aftershocks in seismicity) and of…
Recent theoretical studies have shown that heavy-tails can emerge in stochastic optimization due to `multiplicative noise', even under surprisingly simple settings, such as linear regression with Gaussian data. While these studies have…
Using the simple ETAS branching model of seismicity, which assumes that each earthquake can trigger other earthquakes, we quantify the role played by the cascade of triggered seismicity in controlling the rate of aftershock decay as well as…
The epidemic-type aftershock sequence model (ETAS) is a simple stochastic process modeling seismicity, based on the two best-established empirical laws, the Omori law (power law decay ~1/t^{1+\theta} of seismicity after an earthquake) and…
We propose a new version of the ETAS model, which we also analyze theoretically. As for the standard ETAS model, we assume the Gutenberg-Richter law as a probability density function for background events' magnitude. Instead, the magnitude…
Using the standard ETAS model of triggered seismicity, we present a rigorous theoretical analysis of the main statistical properties of temporal clusters, defined as the group of events triggered by a given main shock of fixed magnitude m…
The Epidemic Type Aftershock Sequence (ETAS) model is one of the most widely-used approaches to seismic forecasting. However most studies of ETAS use point estimates for the model parameters, which ignores the inherent uncertainty that…