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Related papers: Productivity within the ETAS seismicity model

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The conditional intensity function of a point process is a useful tool for generating probability forecasts of earthquakes. The epidemic-type aftershock sequence (ETAS) model is defined by a conditional intensity function, and the…

Applications · Statistics 2014-12-08 Takao Kumazawa , Yosihiko Ogata

Intervals between discrete events representing human activities, as well as other types of events, often obey heavy-tailed distributions, and their impacts on collective dynamics on networks such as contagion processes have been intensively…

Physics and Society · Physics 2020-11-24 Elohim Fonseca dos Reis , Aming Li , Naoki Masuda

The size that an epidemic can reach, measured in terms of the number of fatalities, is an extremely relevant quantity. It has been recently claimed [Cirillo & Taleb, Nature Physics 2020] that the size distribution of major epidemics in…

Physics and Society · Physics 2021-03-18 Alvaro Corral

In this short paper we propose to extend the ETAS model to micro-seismic events. For that we interpret the triggered events in an ETAS model as individual local clock advances of an independent background process. The solution of the ETAS…

Geophysics · Physics 2025-01-07 Matthias Holschneider

We report an empirical determination of the probability density functions P(r) of the number r of earthquakes in finite space-time windows for the California catalog, over fixed spatial boxes 5 x 5 km^2 and time intervals dt =1, 10, 100 and…

Geophysics · Physics 2007-05-23 A. Saichev , D. Sornette

We propose a stochastic process driven by the memory effect with novel distributions which include both exponential and leptokurtic heavy-tailed distributions. A class of the distributions is analytically derived from the continuum limit of…

Statistics Theory · Mathematics 2012-03-27 Jongwook Kim , Teppei Okumura

Most point process models for earthquakes currently in the literature assume the magnitude distribution is i.i.d. potentially hindering the ability of the model to describe the main features of data sets containing multiple earthquake…

Applications · Statistics 2026-04-13 Louis Davis , Boris Baeumer , Ting Wang

The probability distribution of the magnitude can be modeled by an exponential distribution according to the Gutenberg-Richter relation. Two alternatives are the truncated exponential distribution (TED) and the cut-off exponential…

Geophysics · Physics 2015-06-19 Mathias Raschke

In statistical seismology, the Epidemic Type Aftershocks Sequence (ETAS) model is a branching process used world-wide to forecast earthquake intensity rates and reproduce many statistical features observed in seismicity catalogs. In this…

Geophysics · Physics 2023-01-09 Lorenzo Cristofaro , Roberto Garra , Enrico Scalas , Ilaria Spassiani

Seismicity and faulting within the Earth crust are characterized by many scaling laws that are usually interpreted as qualifying the existence of underlying physical mechanisms associated with some kind of criticality in the sense of phase…

Geophysics · Physics 2021-03-31 Shyam Nandan , Sumit Kumar Ram , Guy Ouillon , Didier Sornette

In recent years, various notions of capacity and complexity have been proposed for characterizing the generalization properties of stochastic gradient descent (SGD) in deep learning. Some of the popular notions that correlate well with the…

Optimization and Control · Mathematics 2021-06-15 Mert Gurbuzbalaban , Umut Şimşekli , Lingjiong Zhu

Motivated by its potential application to earthquake statistics, we study the exactly self-similar branching process introduced recently by Vere-Jones, which extends the ETAS class of conditional branching point-processes of triggered…

Statistical Mechanics · Physics 2009-11-11 A. Saichev , D. Sornette

In previous work Majda and McLaughlin computed explicit expressions for the $2N$th moments of a passive scalar advected by a linear shear flow in the form of an integral over ${\bf R}^N$. In this paper we first compute the asymptotics of…

Fluid Dynamics · Physics 2007-05-23 J. C. Bronski , R. M. McLaughlin

Using a non-perturbative method developed in a previous article (paper II) we investigate the tails of the probability distribution $P(\rho_R)$ of the overdensity within spherical cells. We show that our results for the low-density tail of…

Astrophysics · Physics 2009-11-06 P. Valageas

Diffusion models achieve state-of-the-art generation quality across many applications, but their ability to capture rare or extreme events in heavy-tailed distributions remains unclear. In this work, we show that traditional diffusion and…

Machine Learning · Computer Science 2024-10-30 Kushagra Pandey , Jaideep Pathak , Yilun Xu , Stephan Mandt , Michael Pritchard , Arash Vahdat , Morteza Mardani

This paper uses firm-level data recorded in the AMADEUS database to investigate the distribution of labour productivity in different European countries. We find that the upper tail of the empirical productivity distributions follows a…

Physics and Society · Physics 2009-01-31 C. Di Guilmi , F. Clementi , T. Di Matteo , M. Gallegati

Self-exciting Hawkes processes are used to model events which cluster in time and space, and have been widely studied in seismology under the name of the Epidemic Type Aftershock Sequence (ETAS) model. In the ETAS framework, the occurrence…

Computation · Statistics 2020-02-06 Aleksandar A. Kolev , Gordon J. Ross

In this paper, according to a certain criterion, we divide the exponential distribution class into three subclasses. One of them is closely related to the regular-variation-tailed distribution class, so it is called the…

Probability · Mathematics 2018-05-30 Zhaolei Cui , Edward Omey , Wenyuan Wang , Yuebao Wang

In traditional extreme value analysis, the bulk of the data is ignored, and only the tails of the distribution are used for inference. Extreme observations are specified as values that exceed a threshold or as maximum values over distinct…

Applications · Statistics 2021-10-20 Mitchell Krock , Julie Bessac , Michael L. Stein , Adam H. Monahan

Skewness and non-Gaussian behavior are essential features of the distribution of short-scale velocity increments in isotropic turbulent flows. Yet, although the skewness has been generally linked to time-reversal symmetry breaking and…