Estimation of the waiting time distributions of earthquakes

Goel, S. M. J. R. ; Malasi, S. K. ; Moharir, P. S. ; Wason, H. R. ; Khattri, K. N. ; Gaur, V. K. (1983) Estimation of the waiting time distributions of earthquakes Proceedings of the Indian Academy of Sciences - Earth and Planetary Sciences, 92 (3). pp. 223-237. ISSN 0253-4126

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Whether the earthquake occurrences follow a Poisson process model is a widely debated issue. The Poisson process model has great conceptual appeal and those who rejected it under pressure of empirical evidence have tried to restore it by trying to identify main events and suppressing foreshocks and aftershocks. The approach here is to estimate the density functions for the waiting times of the future earthquakes. For this purpose, the notion of Gram-Charlier series which is a standard method for the estimation of density functions has been extended based on the orthogonality properties of certain polynomials such as Laguerre and Legendre. It is argued that it is best to estimate density functions in the context of a particular null hypothesis. Using the results of estimation a simple test has been designed to establish that earthquakes do not occur as independent events, thus violating one of the postulates of a Poisson process model. Both methodological and utilitarian aspects are dealt with.

Item Type:Article
Source:Copyright of this article belongs to Indian Academy of Sciences.
Keywords:Gram-charlier Series; Earthquakes; Hermite Polynomials; Laguerre Polynomials; Poisson Process; Polya Process
ID Code:21834
Deposited On:22 Nov 2010 11:07
Last Modified:17 May 2016 06:00

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