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Votsi Irene - Multistate Models in Earthquake Modeling

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Votsi Irene Multistate Models in Earthquake Modeling

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Earthquake occurrence modeling is a rapidly developing research area. This book deals with its critical issues, ranging from theoretical advances to practical applications. The introductory chapter outlines state-of-the-art earthquake modeling approaches based on stochastic models. Chapter 2 presents seismogenesis in association with the evolving stress field. Chapters 3 to 5 present earthquake occurrence modeling by means of hidden (semi- )Markov models and discuss associated characteristic measures and relative estimation aspects. Further comparisons, the most important results and our concluding remarks are provided in Chapters 6 and 7. This book is mainly intended for statisticians, mathematicians working in applied probability, and theoretically-oriented geophysicists and engineers interested in semi-Markov process theories, but it could be equally supportive to Masters and PhD students and professional researchers interested in stochastic modeling for probing the nature of earthquake phenomena.;Fundamentals on stress changes -- Hidden Markov models -- HIdden Markov renewal models -- Hitting time intensity -- Models comparison.

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We Athenians in our persons take our decisions on policy and submit them to - photo 1

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 - photo 2

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:

ISTE Ltd

27-37 St Georges Road

London SW19 4EU

UK

www.iste.co.uk

John Wiley & Sons, Inc.

111 River Street

Hoboken, NJ 07030

USA

www.wiley.com

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
CFFCoulomb failure function
AICAkaikes information criterion
a.s.almost surely
BICBayesian information criterion
EMexpectation-maximization
EMCembedded Markov chain
HMChidden Markov chain
HMRChidden Markov renewal chain
HMMhidden Markov model
HMRMhidden Markov renewal model
HSMMhidden semi-Markov model
HSMChidden semi-Markov chain
MCMarkov chain
MLEmaximum likelihood estimator
MRCMarkov renewal chain
PHMMPoisson hidden Markov model
SMCsemi-Markov chain
SMMsemi-Markov model
SMKsemi-Markov kernel
List of Symbols
Multistate Models in Earthquake Modeling - image 3set of non-negative integers, Multistate Models in Earthquake Modeling - image 4
Estate space of the (semi-)Markov chain
E*state space of the hidden Markov renewal chain
Lstate space of the Markov renewal chain
Aobservation space
Picture 5real matrices defined on EE
Picture 6real matrices defined on EA
Picture 7matrix-valued functions with values in Multistate Models in Earthquake Modeling - image 8 and defined on Multistate Models in Earthquake Modeling - image 9
A1A2(discrete-time) matrix convolution product on Multistate Models in Earthquake Modeling - image 10
Multistate Models in Earthquake Modeling - image 11embedded Markov chain
Multistate Models in Earthquake Modeling - image 12sojourn times between successive jumps
Multistate Models in Earthquake Modeling - image 13jump times
Multistate Models in Earthquake Modeling - image 14sequence of observations
Multistate Models in Earthquake Modeling - image 15(semi-)Markov chain
Multistate Models in Earthquake Modeling - image 16backward recurrence times
double Markov chain Markov renewal chain hidden Markov renewal chain - photo 17double Markov chain
Markov renewal chain hidden Markov renewal chain hidden semi-Markov - photo 18Markov renewal chain
hidden Markov renewal chain hidden semi-Markov chain M fixed censoring - photo 19hidden Markov renewal chain
hidden semi-Markov chain M fixed censoring time observation of a - photo 20hidden (semi-)Markov chain
Mfixed censoring time
Picture 21observation 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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