Bernoulli

A cluster identification framework illustrated by a filtering model for earthquake occurrences

Zhengxiao Wu

Source: Bernoulli Volume 15, Number 2 (2009), 357-379.

Abstract

A general dynamical cluster identification framework including both modeling and computation is developed. The earthquake declustering problem is studied to demonstrate how this framework applies.

A stochastic model is proposed for earthquake occurrences that considers the sequence of occurrences as composed of two parts: earthquake clusters and single earthquakes. We suggest that earthquake clusters contain a “mother quake” and her “offspring.” Applying the filtering techniques, we use the solution of filtering equations as criteria for declustering. A procedure for calculating maximum likelihood estimations (MLE’s) and the most likely cluster sequence is also presented.

Keywords: earthquakes; filtering; Kushner–Stratonovich equations; marked point process; Zakai equations

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.bj/1241444894
Digital Object Identifier: doi:10.3150/08-BEJ159
Mathematical Reviews number (MathSciNet): MR2543866

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