Search results for "Intensity function"

showing 3 items of 13 documents

Nonparametric intensity estimation in space-time point processes and application to seismological problems

2008

space-time point processes intensity function kernel estimator
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Space-Time Forecasting of Seismic Events in Chile

2017

The aim of this work is to study the seismicity in Chile using the ETAS (epidemic type aftershock sequences) space‐time approach. The proposed ETAS model is estimated using a semi‐parametric technique taking into account the parametric and nonparametric components corresponding to the triggered and background seismicity, respectively. The model is then used to predict the temporal and spatial intensity of events for some areas of Chile where recent large earthquakes (with magnitude greater than 8.0 M) occurred.

space‐time point processes conditional intensity function ETAS model etasFLP(R package) forecastSpace timeforecsting Chile esrthquakesSettore SECS-S/01 - StatisticaGeologySeismology
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A Time-Non-Homogeneous Double-Ended Queue with Failures and Repairs and Its Continuous Approximation

2018

We consider a time-non-homogeneous double-ended queue subject to catastrophes and repairs. The catastrophes occur according to a non-homogeneous Poisson process and lead the system into a state of failure. Instantaneously, the system is put under repair, such that repair time is governed by a time-varying intensity function. We analyze the transient and the asymptotic behavior of the queueing system. Moreover, we derive a heavy-traffic approximation that allows approximating the state of the systems by a time-non-homogeneous Wiener process subject to jumps to a spurious state (due to catastrophes) and random returns to the zero state (due to repairs). Special attention is devoted to the cas…

time-non-homogeneous jump-diffusion processesComputer scienceGeneral Mathematicsdouble-ended queues01 natural sciencestransition densitiesdouble-ended queues; time-non-homogeneous birth-death processes; catastrophes; repairs; transient probabilities; periodic intensity functions; time-non-homogeneous jump-diffusion processes; transition densities; first-passage-time010104 statistics & probabilitysymbols.namesakeZero state responseWiener processrepairsComputer Science (miscellaneous)Applied mathematicstime-non-homogeneous birth-death processes0101 mathematicsSpurious relationshipEngineering (miscellaneous)Queuefirst-passage-timeQueueing theorytransient probabilitieslcsh:Mathematics010102 general mathematicslcsh:QA1-939catastrophesperiodic intensity functionssymbolsDouble-ended queueFirst-hitting-time modelConstant (mathematics)Mathematics; Volume 6; Issue 5; Pages: 81
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