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The distribution of inter-occurrence time between seismic events is a quantity of great interest in seismic risk assessment. We evaluate this distribution for different models of earthquakes occurrence and follow two distinct approaches:…

地球物理 · 物理学 2007-05-23 C. Godano , L. de Arcangelis

We present two models for estimating the probabilities of future earthquakes in California, to be tested in the Collaboratory for the Study of Earthquake Predictability (CSEP). The first, time-independent model, modified from Helmstetter et…

地球物理 · 物理学 2009-10-28 M. J. Werner , A. Helmstetter , D. D. Jackson , Y. Y. Kagan

We study the statistical properties of time distribution of seimicity in California by means of a new method of analysis, the Diffusion Entropy. We find that the distribution of time intervals between a large earthquake (the main shock of a…

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…

地球物理 · 物理学 2009-11-13 J. Greenhough , I. G. Main

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…

地球物理 · 物理学 2007-05-23 Robert Shcherbakov , Gleb Yakovlev , Donald L. Turcotte , John B. Rundle

We construct a one-dimensional piecewise linear intermittent map from the interevent time distribution for a given renewal process. Then, we characterize intermittency by the asymptotic behavior near the indifferent fixed point in the…

混沌动力学 · 物理学 2015-05-13 Takuma Akimoto , Tomohiro Hasumi , Yoji Aizawa

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…

应用统计 · 统计学 2022-09-21 Brad Luen , Philip B. Stark

Scaling analysis reveals striking regularities in earthquake occurrence. The time between any one earthquake and that following it is random, but it is described by the same universal-probability distribution for any spatial region and…

凝聚态物理 · 物理学 2009-11-10 Alvaro Corral

In many important systems exhibiting crackling noise --- intermittent avalanche-like relaxation response with power-law and, thus, self-similar distributed event sizes --- the "laws" for the rate of activity after large events are not…

统计力学 · 物理学 2016-08-31 Jörn Davidsen , Marco Baiesi

In meteorology, engineering and computer sciences, data assimilation is routinely employed as the optimal way to combine noisy observations with prior model information for obtaining better estimates of a state, and thus better forecasts,…

地球物理 · 物理学 2009-08-12 M. J. Werner , K. Ide , D. Sornette

We describe likelihood-based statistical tests for use in high energy physics for the discovery of new phenomena and for construction of confidence intervals on model parameters. We focus on the properties of the test procedures that allow…

数据分析、统计与概率 · 物理学 2013-06-25 Glen Cowan , Kyle Cranmer , Eilam Gross , Ofer Vitells

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…

地球物理 · 物理学 2009-04-28 V. M. Ghertzik

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

统计理论 · 数学 2022-07-04 Teppei Ogihara

This paper introduces a quasi-likelihood ratio testing procedure for diffusion processes observed under nonsynchronous sampling schemes. High-frequency data, particularly in financial econometrics, are often recorded at irregular time…

统计理论 · 数学 2025-03-25 Teppei Ogihara , Futo Ueno

By analyzing the Japan Meteorological Agency (JMA) seismic catalog for different tectonic settings, we have found that the probability distributions of time intervals between successive earthquakes --interoccurrence times-- can be described…

地球物理 · 物理学 2008-12-12 Tomohiro Hasumi , Takuma Akimoto , Yoji Aizawa

Fluctuations in the occurrence of large, disastrous earthquakes are important for the study of deviations from the regular behavior of earthquakes. In this study, to assist in our understanding of the irregular behavior of earthquake…

统计力学 · 物理学 2014-03-18 Tetsuya Mitsudo , Naoyuki Kato

This paper obtains asymptotic results for parametric inference using prediction-based estimating functions when the data are high frequency observations of a diffusion process with an infinite time horizon. Specifically, the data are…

统计理论 · 数学 2020-07-27 Emil S. Jørgensen , Michael Sørensen

We explore in depth the validity of a recently proposed scaling law for earthquake interevent time distributions in the case of the Southern California, using the waveform cross-correlation catalog of Shearer et al. Two statistical tests…

地球物理 · 物理学 2015-05-14 Alvaro Corral

We develop an efficient numerical scheme to solve accurately the set of nonlinear integral equations derived previously in (Saichev and Sornette, 2007), which describes the distribution of inter-event times in the framework of a general…

数据分析、统计与概率 · 物理学 2009-11-13 D. Sornette , S. Utkin , A. Saichev

Rank-ordering statistics provides a perspective on the rare, largest elements of a population, whereas the statistics of cumulative distributions are dominated by the more numerous small events. The exponent of a power law distribution can…

凝聚态物理 · 物理学 2015-06-25 Didier Sornette , Leon Knopoff , Yan Kagan , Christian Vanneste
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