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We consider time-dependent dynamical systems arising as sequential compositions of self-maps of a probability space. We establish conditions under which the Birkhoff sums for multivariate observations, given a centering and a general…

Dynamical Systems · Mathematics 2020-10-28 Juho Leppänen , Mikko Stenlund

This paper proposes a new approach for estimating the failure time distribution using the indicator data. The indicators, which are checked by periodic inspection of a standby redundant system, only convey whether at least one failure…

Other Computer Science · Computer Science 2016-02-19 Zheng Wang

Laboratory earthquakes exhibit characteristics of a low dimensional random attractor with a dimension similar to that of natural slow earthquakes. A model of stochastic differential equations based on rate and state-dependent friction…

Chaotic Dynamics · Physics 2022-04-07 Adriano Gualandi , Davide Faranda , Chris Marone , Massimo Cocco , Gianmarco Mengaldo

A probabilistic method for solving time-dependent load-transfer models of fracture is developed. It is applicable to any rule of load redistribution, i.e, local, hierarchical, etc. In the new method, the fluctuations are generated during…

Statistical Mechanics · Physics 2019-08-17 J. B. Gomez , Y. Moreno , A. F. Pacheco

In this paper, we introduce a new extension of the generalized linear failure rate distributions. It includes some well-known lifetime distributions such as extension of generalized exponential and generalized linear failure rate…

Statistics Theory · Mathematics 2016-03-10 Mohammad Reza Kazemi , Ali Akbar Jafari , Saeid Tahmasebi

We develop a systematic matrix-analytic approach, based on intertwinings of Markov semigroups, for proving theorems about hitting-time distributions for finite-state Markov chains -- an approach that (sometimes) deepens understanding of the…

Probability · Mathematics 2012-09-04 James Allen Fill , Vince Lyzinski

We examine the applicability of modern neural network architectures to the midterm prediction of earthquakes. Our data-based classification model aims to predict if an earthquake with the magnitude above a threshold takes place at a given…

Machine Learning · Computer Science 2020-06-04 Roman Kail , Alexey Zaytsev , Evgeny Burnaev

An enhancement in seismic measuring instrumentation has been proven to have implications in the quantity of observed earthquakes, since denser networks usually allow recording more events. However, phenomena such as strong earthquakes or…

The local when earthquake prediction is based on the connection between geomagnetic quakes and the next incoming minimum or maximum of tidal gravitational potential. The probability time window for the predicted earthquake is for the tidal…

Geophysics · Physics 2020-11-04 S. Cht. Mavrodiev

This work extends the VirtualQuake earthquake simulation framework to incorporate the effects of fluid injection on fault stability and induced seismicity. Reworking VirtualQuake into a system using stress point sources, instead of…

Geophysics · Physics 2026-04-08 Spence Norwood , John Rundle

A novel method for analyzing the intermittent behavior of linear response data in aging systems is presented and applied to spin-glass thermoremanent magnetization (TRM) (Rodriguez et al. Phys. Rev. Lett. 91, 037203, 2003). The probability…

Disordered Systems and Neural Networks · Physics 2016-08-31 Paolo Sibani , G. F. Rodriguez , G. G. Kenning

Transition probability estimation plays a critical role in multi-state modeling, especially in clinical research. This paper investigates the application of semi-Markov and Markov renewal frameworks to the EBMT dataset, focusing on six…

Applications · Statistics 2025-09-05 Elvis Han Cui

We develop and implement a new type of global earthquake forecast. Our forecast is a perturbation on a smoothed seismicity (Relative Intensity) spatial forecast combined with a temporal time-averaged (Poisson) forecast. A variety of…

Geophysics · Physics 2013-07-23 James R Holliday , William R Graves , John B Rundle , Donald L Turcotte

The problem of the equivalence of the spherical and mean spherical models, which has been thoroughly studied and understood in equilibrium, is considered anew from the dynamical point of view during the time evolution following a quench…

Statistical Mechanics · Physics 2009-11-07 N. Fusco , M. Zannetti

The level crossing and inverse statistics analysis of DAX and oil price time series are given. We determine the average frequency of positive-slope crossings, $\nu_{\alpha}^+$, where $T_{\alpha} =1/\nu_{\alpha}^+ $ is the average waiting…

Statistical Finance · Quantitative Finance 2011-08-25 F. Shayeganfar , M. Holling , J. Peinke , M. Reza Rahimi Tabar

Various spatiotemporal and network GARCH models have recently been proposed to capture volatility interactions, such as the transmission of market risk across financial networks. These approaches rely heavily on the specification of the…

Applications · Statistics 2026-03-03 Ariane N. Meli Chrisko , Jessie Li , Philipp Otto , Wolfgang Schmid

The size distributions of power outages are shown to depend on the stress, or the proximity of the load of an electrical grid to complete breakdown. Using the data for the U.S. between 2002-2017, we show that the outage statistics are…

Physics and Society · Physics 2020-02-12 Soumyajyoti Biswas , Lucas Goehring

Failure times of a machinery cannot always be assumed independent and identically distributed, e.g. if after reparations the machinery is not restored to a same-as-new condition. Framed within the renewal processes approach, a…

Applications · Statistics 2019-05-14 Arrigo Coen , Luis Gutiérrez , Ramsés H. Mena

We consider the dynamical system described by the area--preserving standard mapping. It is known for this system that $P(t)$, the normalized number of recurrences staying in some given domain of the phase space at time $t$ (so-clled…

Chaotic Dynamics · Physics 2015-05-14 V. A. Avetisov , S. K. Nechaev

Spatiotemporal correlations of the two-dimensional spring-block (Burridge-Knopoff) model of earthquakes are extensively studied by means of numerical computer simulations. The model is found to exhibit either ``subcritical'' or…

Other Condensed Matter · Physics 2015-05-13 Takahiro Mori , Hikaru Kawamura