scholarly journals The Markov model as a pattern for earthquakes recurrence in South America

2001 ◽  
Vol 34 (4) ◽  
pp. 1611 ◽  
Author(s):  
T. M. TSAPANOS

The well known stochastic model of the Markov chains is applied in south America, in order to search for pattern of great earthquakes recurrence. The model defines a process in which successive state occupancies are governed by the transition probabilities pij, of the Markov process and are presented as a transition matrix say P, which has NxN dimensions. We considered as states in the present study the predefined seismic zones of south America. Thus the visits from zone to zone, which is from state to state, carry with them the number of the zone in which they occurred. If these visits are considered to be earthquake occurrences we can inspect their migration between the zones (states) and estimate their genesis in a statistical way, through the transition probabilities. Attention is given in zones where very large earthquakes with Ms>7.8 have occurred. A pattern is revealed which is suggested migration of these large shocks from south towards north. The use of Monte Carlo simulation verify the defined pattern.

2020 ◽  
Vol 8 (5) ◽  
pp. 3283-3285

This research investigates the conditioned level in the mid-gestation period using stochastic model such as Markov process which requires the Monte Carlo simulation to get the intended results. The simulation in fetal stages addresses the influence of possible risk factor in different levels. The abnormal conditioned in mid-pregnancy that affects the behavioral randomness of the fetal development. The equation of the data implement through the Monte Carlo equation. Empirical Analysis has showed in the behavioral changes of fetal development during mid-gestation.


2004 ◽  
Vol 2004 (8) ◽  
pp. 421-429 ◽  
Author(s):  
Souad Assoudou ◽  
Belkheir Essebbar

This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated. The Bayesian estimator is approximated by means of Monte Carlo Markov chain (MCMC) techniques. The performance of the Bayesian estimates is illustrated by analyzing a small simulated data set.


2008 ◽  
Vol 56 (4) ◽  
pp. 958-975 ◽  
Author(s):  
Pierre L'Ecuyer ◽  
Christian Lécot ◽  
Bruno Tuffin

Sign in / Sign up

Export Citation Format

Share Document