A stochastic methodology for risk assessment of a large earthquake when a long time has elapsed

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Abstract

We propose a stochastic methodology for risk assessment of a large earthquake when a long time has elapsed from the last large seismic event. We state an approximate probability distribution for the occurrence time of the next large earthquake, by knowing that the last large seismic event occurred a long time ago. We prove that, under reasonable conditions, such a distribution is exponential with a rate depending on the asymptotic slope of the cumulative intensity function corresponding to a nonhomogeneous Poisson process. As it is not possible to obtain an empirical cumulative distribution function of the waiting time for the next large earthquake, an estimator of its cumulative distribution function based on existing data is derived. We conduct a simulation study for detecting scenario in which the proposed methodology would perform well. Finally, a real-world data analysis is carried out to illustrate its potential applications, including a homogeneity test for the times between earthquakes.

Original languageEnglish
Pages (from-to)2327-2336
Number of pages10
JournalStochastic Environmental Research and Risk Assessment
Volume31
Issue number9
DOIs
StatePublished - 1 Nov 2017

Keywords

  • Earthquake data analysis
  • Exponential and gamma distributions
  • Maximum-likelihood method
  • Monte Carlo simulation
  • Nonhomogeneous Poisson process

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