We Athenians in our persons take our decisions on policy and submit them to proper discussion. The worst thing is to rush into action before the consequences have been properly debated. And this is another point where we differ from other people. We are capable at the same time of taking risks and estimating them beforehand. Others are brave out of ignorance; and when they stop to think, they begin to fear. But the man who can most truly be accounted brave is he who best knows the meaning of what is sweet in life, and what is terrible, and he then goes out undeterred to meet what is to come.
Abstract from Pericles Funeral Oration in Thucydides History of the Peloponnesian War (started in 431 B.C.)
Statistical Methods for Earthquakes Set
coordinated by
Nikolaos Limnios, Eleftheria Papadimitriou, George Tsaklidis
Volume 2
Earthquake Statistical Analysis through Multi-state Modeling
Irene Votsi
Nikolaos Limnios
Eleftheria Papadimitriou
George Tsaklidis
First published 2019 in Great Britain and the United States by ISTE Ltd and John Wiley & Sons, Inc.
Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted under the Copyright, Designs and Patents Act 1988, this publication may only be reproduced, stored or transmitted, in any form or by any means, with the prior permission in writing of the publishers, or in the case of reprographic reproduction in accordance with the terms and licenses issued by the CLA. Enquiries concerning reproduction outside these terms should be sent to the publishers at the undermentioned address:
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ISTE Ltd 2019
The rights of Irene Votsi, Nikolaos Limnios, Eleftheria Papadimitriou, George Tsaklidis to be identified as the authors of this work have been asserted by them in accordance with the Copyright, Designs and Patents Act 1988.
Library of Congress Control Number: 2018957211
British Library Cataloguing-in-Publication Data
A CIP record for this book is available from the British Library
ISBN 978-1-78630-150-5
List of Abbreviations
CFF | Coulomb failure function |
AIC | Akaikes information criterion |
a.s. | almost surely |
BIC | Bayesian information criterion |
EM | expectation-maximization |
EMC | embedded Markov chain |
HMC | hidden Markov chain |
HMRC | hidden Markov renewal chain |
HMM | hidden Markov model |
HMRM | hidden Markov renewal model |
HSMM | hidden semi-Markov model |
HSMC | hidden semi-Markov chain |
MC | Markov chain |
MLE | maximum likelihood estimator |
MRC | Markov renewal chain |
PHMM | Poisson hidden Markov model |
SMC | semi-Markov chain |
SMM | semi-Markov model |
SMK | semi-Markov kernel |
List of Symbols
| set of non-negative integers, |
E | state space of the (semi-)Markov chain |
E* | state space of the hidden Markov renewal chain |
L | state space of the Markov renewal chain |
A | observation space |
| real matrices defined on EE |
| real matrices defined on EA |
| matrix-valued functions with values in and defined on |
A1A2 | (discrete-time) matrix convolution product on |
| embedded Markov chain |
| sojourn times between successive jumps |
| jump times |
| sequence of observations |
| (semi-)Markov chain |
| backward recurrence times |
| double Markov chain |
| Markov renewal chain |
| hidden Markov renewal chain |
| hidden (semi-)Markov chain |
M | fixed censoring time |
| observation of a trajectory in [0, M] |
N(M) | jumps number of the EMC up to time M |
Ni(M) | visits number of the EMC to state i up to time M |
Nij(M) | jumps number of the EMC from state i to state j up to time M |
N(i, s)(M) | visits number of the MRC to state (i, s) up to time M |
N(i, s1)(j, s2)(M |
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