相关论文: Estimating the maximum possible earthquake magnitu…
We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on $\mathbb{R}^d$. Conditioned on exceedance of a high threshold at a location $s$, the extremal range at $s$ is the…
A model for fault dynamics consisting of two rough and rigid brownian profiles that slide one over the other is introduced. An earthquake occurs when there is an intersection between the two profiles. The energy release is proportional to…
Models for forecasting earthquakes are currently tested prospectively in well-organized testing centers, using data collected after the models and their parameters are completely specified. The extent to which these models agree with the…
It has been shown [Phys. Rev. E 84, 022101 (2011); Chaos 22, 023123 (2012)] that earthquakes of magnitude $M$ greater or equal to 7 are globally correlated. Such correlations were identified by studying the variance $\kappa_1$ of natural…
The physics of earthquake triggering together with simple assumptions of self-similarity impose the existence of a minimum magnitude m0 below which earthquakes do not trigger other earthquakes. Noting that the magnitude md of completeness…
The (any) seismogenic area in the lithosphere is considered as an open physical system. Following its energy balance analysis earlier presented (Part - I, Thanassoulas, 2008), the specific case when the seismogenic area is under normal…
Coulomb-stress theory has been used for years in seismology to understand how earthquakes trigger each other. Whenever an earthquake occurs, the stress field changes, and places with positive increases are brought closer to failure.…
A Predictor-Corrector strategy is employed for the numerical simulation of the one-dimensional Burridge-Knopoff model of earthquakes. This approach is totally explicit and allows to reproduce the main features of the model. The results…
It is shown that if the Euclidean path integral measure of a minimally coupled free quantum scalar field on a classical metric background is interpreted as probability of observing the field configuration given the background metric then…
In risk management, often the probability must be estimated that a random vector falls into an extreme failure set. In the framework of bivariate extreme value theory, we construct an estimator for such failure probabilities and analyze its…
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…
This study provides a summary of the theory which enables the analysis of extreme values, i.e., of measurements acquired from the observation of extraordinary/rare physical phenomena. The formalism is developed in a transparent way,…
The expected signature uniquely determines the law of a random rough path under a moment-growth condition, yet finite-sample bounds for estimating it from a single long dependent trajectory have been lacking. We study a stationary…
The block maxima method in extreme-value analysis proceeds by fitting an extreme-value distribution to a sample of block maxima extracted from an observed stretch of a time series. The method is usually validated under two simplifying…
Consider a random walk in an i.i.d. uniformly elliptic environment in dimensions larger than one. In 2002, Sznitman introduced for each $\gamma\in(0,1)$ the ballisticity condition $(T)_{\gamma}$ and the condition $(T')$ defined as the…
Truncated convex models (TCM) are a special case of pairwise random fields that have been widely used in computer vision. However, by restricting the order of the potentials to be at most two, they fail to capture useful image statistics.…
This paper is devoted to assess the presence of some regularities in the magnitudes of the earthquakes in Italy between January $24^{th}$, 2016 and January $24^{th}$, 2017, and to propose an earthquakes cost indicator. The considered data…
The quality of space-time earthquake prediction is usually characterized by a two-dimensional error diagram (n,tau), where 'n' is the rate of failures-to-predict and 'tau' is the normalized measure of space-time alarm. The most interesting…
We estimate the global minimum variance (GMV) portfolio in the high-dimensional case using results from random matrix theory. This approach leads to a shrinkage-type estimator which is distribution-free and it is optimal in the sense of…
Extreme value theory for chaotic dynamical systems is a rapidly expanding area of research. Given a system and a real function (observable) defined on its phase space, extreme value theory studies the limit probabilistic laws obeyed by…