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We study the statistical properties of the recurrence intervals $\tau$ between successive trading volumes exceeding a certain threshold $q$. The recurrence interval analysis is carried out for the 20 liquid Chinese stocks covering a period…

Statistical Finance · Quantitative Finance 2010-07-08 Fei Ren , Wei-Xing Zhou

The observation of foreshocks preceding large earthquakes and the suggestion that foreshocks have specific properties that may be used to distinguish them from other earthquakes have raised the hope that large earthquakes may be…

Geophysics · Physics 2015-06-26 Agnes Helmstetter , Didier Sornette

In this work the distribution of inter-occurrence times between earthquakes in aftershock sequences is analyzed and a model based on a non-homogeneous Poisson (NHP) process is proposed to quantify the observed scaling. In this model the…

Geophysics · Physics 2007-05-23 Robert Shcherbakov , Gleb Yakovlev , Donald L. Turcotte , John B. Rundle

Statistical properties of earthquakes are studied both by the analysis of real earthquake catalog of Japan and by numerical computer simulations of the spring-block model in both one and two dimensions. Particular attention is paid to the…

Other Condensed Matter · Physics 2012-01-27 Hikaru Kawamura

A multicomponent random process used as a model for the problem of space-time earthquake prediction; this allows us to develop consistent estimation for conditional probabilities of large earthquakes if the values of the predictor…

Geophysics · Physics 2009-04-28 V. M. Ghertzik

A likely source of earthquake clustering is static stress transfer between individual events. Previous attempts to quantify the role of static stress for earthquake triggering generally considered only the stress changes caused by large…

Geophysics · Physics 2017-06-28 Shyam Nandan , Guy Ouillon , Jochen Woessner , Didier Sornette , Stefan Wiemer

We consider renewal processes where events, which can for instance be the zero crossings of a stochastic process, occur at random epochs of time. The intervals of time between events, $\tau_{1},\tau_{2},...$, are independent and identically…

Statistical Mechanics · Physics 2015-03-20 Claude Godreche , Satya N. Majumdar , Gregory Schehr

A new law regarding structure of the earthquake networks is found. The seismic data taken in California is mapped to a growing directed network. Then, statistics of period in the network, which implies that after how many earthquakes an…

Disordered Systems and Neural Networks · Physics 2009-11-10 Sumiyoshi Abe , Norikazu Suzuki

Earthquakes occur because of abrupt slips on faults due to accumulated stress in the Earth's crust. Because most of these faults and their mechanisms are not readily apparent, deterministic earthquake prediction is difficult. For effective…

Methodology · Statistics 2013-12-31 Yosihiko Ogata

After a large earthquake, the likelihood of successive strong aftershocks needs to be estimated. Exploiting similarities with critical phenomena, we introduce a scaling law for the decay in time following a main shock of the expected number…

Other Condensed Matter · Physics 2007-05-23 Stefano Lise , Maya Paczuski , Attilio Stella

We revisit the work of Kilston and Knopoff (1983) to study the correlation of earthquakes with the main lunisolar tidal components in the limited zone of the Southern California region, with a considerably bigger amount of data. By adopting…

Geophysics · Physics 2021-04-13 Ibnu Nurul Huda , Jean Souchay

We investigate the probability distributions of the recurrence intervals $\tau$ between consecutive 1-min returns above a positive threshold $q>0$ or below a negative threshold $q<0$ of two indices and 20 individual stocks in China's stock…

Statistical Finance · Quantitative Finance 2010-08-03 Fei Ren , Wei-Xing Zhou

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

We estimate the relative importance of small and large earthquakes for static stress changes and for earthquake triggering, assuming that earthquakes are triggered by static stress changes and that earthquakes are located on a fractal…

Geophysics · Physics 2007-09-06 A. Helmstetter , Y. Y. Kagan , D. D. Jackson

The probability distribution of inter-event time (IET) between two consecutive earthquakes is a measure for the uncertainty in the occurrence time of earthquakes in a region of interest. It is well known that the IET distribution for…

Geophysics · Physics 2025-06-12 Sumanta Kundu , Anca Opris , Yosuke Aoki , Takahiro Hatano

Using a catalog of seismicity for Southern California, we measure how the number of triggered earthquakes increases with the earthquake magnitude. The trade-off between this relation and the distribution of earthquake magnitudes controls…

Geophysics · Physics 2009-11-07 Agnes Helmstetter

Frequency-magnitude distributions, and their associated uncertainties, are of key importance in statistical seismology. When fitting these distributions, the assumption of Gaussian residuals is invalid since event numbers are both discrete…

Geophysics · Physics 2009-11-13 J. Greenhough , I. G. Main

The M6.0 earthquakes recurrence times, Tr, exhibit high variability from 40 to 1500 years, with the southern Corinth Rift fault segments reaching values up to 350 years and their antithetic ones ranging from 400 to 1500 years. The fault…

Geophysics · Physics 2025-06-06 C. Kourouklas , P. Bonatis , E. Papadimitriou , V. Karakostas

Upon employing the analysis in a new time domain, termed natural time, it has been recently demonstrated that a remarkable change of seismicity emerges before major mainshocks in California. What constitutes this change is that the…

Geophysics · Physics 2017-03-27 P. A. Varotsos , N. V. Sarlis , E. S. Skordas

A characteristic change of seismicity has been recently uncovered when the precursory Seismic Electric Signals activities initiate before an earthquake occurrence. In particular, the fluctuations of the order parameter of seismicity exhibit…

Geophysics · Physics 2017-03-27 Panayiotis A. Varotsos , Nicholas V. Sarlis , Efthimios S. Skordas