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 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.
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…