Earthquake statistics in a Block Slider Model and a fully dynamic Fault Model

We examine the event statistics obtained from two differing simplified models for earthquake faults. The first model is a reproduction of the Block-Slider model of Carlson et al. (1991), a model often employed in seismicity studies. The second model is an elastodynamic fault model based upon the Lattice Solid Model (LSM) of Mora and Place (1994). We performed simulations in which the fault length was varied in each model and generated synthetic catalogs of event sizes and times. From these catalogs, we constructed interval event size distributions and inter-event time distributions. The larger, localised events in the Block-Slider model displayed the same scaling behaviour as events in the LSM however the distribution of inter-event times was markedly different. The analysis of both event size and inter-event time statistics is an effective method for comparative studies of differing simplified models for earthquake faults.

Accelerating seismic energy release and evolution of event time and size statistics: Results from two heterogeneous cellular automaton models

The evolution of event time and size statistics in two heterogeneous cellular automaton models of earthquake behavior are studied and compared to the evolution of these quantities during observed periods of accelerating seismic energy release Drier to large earthquakes. The two automata have different nearest neighbor laws, one of which produces self-organized critical (SOC) behavior (PSD model) and the other which produces quasi-periodic large events (crack model). In the PSD model periods of accelerating energy release before large events are rare. In the crack model, many large events are preceded by periods of accelerating energy release. When compared to randomized event catalogs, accelerating energy release before large events occurs more often than random in the crack model but less often than random in the PSD model; it is easier to tell the crack and PSD model results apart from each other than to tell either model apart from a random catalog. The evolution of event sizes during the accelerating energy release sequences in all models is compared to that of observed sequences. The accelerating energy release sequences in the crack model consist of an increase in the rate of events of all sizes, consistent with observations from a small number of natural cases, however inconsistent with a larger number of cases in which there is an increase in the rate of only moderate-sized events. On average, no increase in the rate of events of any size is seen before large events in the PSD model.

Using circular statistics to analyse time patterns in crime incidence

A set of techniques referred to as circular statistics has been developed for the analysis of directional and orientational data. The unit of measure for such data is angular (usually in either degrees or radians), and the statistical distributions underlying the techniques are characterised by their cyclic nature-for example, angles of 359.9 degrees are considered close to angles of 0 degrees. In this paper, we assert that such approaches can be easily adapted to analyse time-of-day and time-of-week data, and in particular daily cycles in the numbers of incidents reported to the police. We begin the paper by describing circular statistics. We then discuss how these may be modified, and demonstrate the approach with some examples for reported incidents in the Cardiff area of Wales. (c) 2005 Elsevier Ltd. All rights reserved.

Dependence of transient dynamics in a class-C laser upon variation of inversion with time

The transient statistics of a gain-switched coherently pumped class-C laser displays a linear correlation between the first passage time and subsequent peak intensity. Measurements are reported showing a positive or negative sign of this linear correlation, controlled through the switching time and the laser detuning. Further measurements of the small-signal laser gain combined with calculations involving a three-level laser model indicate that this sign fundamentally depends upon the way the laser inversion varies during the gain switching, despite the added dynamics of the laser polarization in the class-C laser. [S1050-2947(97)07112-6].

Critical values for unit root and cointegration test statistics - the use of response surface equations

This note considers the value of surface response equations which can be used to calculate critical values for a range of unit root and cointegration tests popular in applied economic research.

Is there change over time in the season-of-birth effect for schizophrenia? Data from the southern hemisphere

The aim of this paper is to examine distributions of schizophrenia and general population births over time in order to determine whether (a) the pattern has changed over time, (b) any pattern was similar for both males and females, and (c) whether there is any indication that there is any relationship between the changes in pattern between schizophrenia and general population births. Birth month and year for 7807 individuals with ICD8/9 schizophrenia were gained from the Queensland Mental Health Statistical System for 1914-1975. Monthly births for the general population in Queensland for the same period were obtained from the Australian Bureau of Statistics. For each decade we obtained two comparisons, (1) between two 'seasons' (summer-autumn/winter-spring), and (2) between the third (coldest) quarter and the remaining quarters. Based on expected contrasts from general population proportions, odds ratios and their confidence intervals were used to analyse these comparisons for all subjects, and for males and females separately. The seasonality found in our previous studies was again evident (OR 1.09; 95% CI= 1.01-1.17). However there was no significant change in its pattern over time either for the total group or for males and females separately. When the general population births alone were examined using the same contrasts, seasonality was also observed, but here there were fluctuations over time. These results suggest that exposures linked to changes in general population births over time should be examined in disorders such as schizophrenia which demonstrate seasonality in births. The Stanley Foundation supported this project.

Modelling the Distribution of Ischaemic Stroke-Specific Survival Time Using an EM-based Mixture Approach with Random Effects Adjustment

A two-component survival mixture model is proposed to analyse a set of ischaemic stroke-specific mortality data. The survival experience of stroke patients after index stroke may be described by a subpopulation of patients in the acute condition and another subpopulation of patients in the chronic phase. To adjust for the inherent correlation of observations due to random hospital effects, a mixture model of two survival functions with random effects is formulated. Assuming a Weibull hazard in both components, an EM algorithm is developed for the estimation of fixed effect parameters and variance components. A simulation study is conducted to assess the performance of the two-component survival mixture model estimators. Simulation results confirm the applicability of the proposed model in a small sample setting. Copyright (C) 2004 John Wiley Sons, Ltd.

Path integrals for continuous-time Markov chains

This note presents a method of evaluating the distribution of a path integral for Markov chains on a countable state space.

Genetic assignment methods for the direct, real-time estimation of migration rate: a simulation-based exploration of accuracy and power

Genetic assignment methods use genotype likelihoods to draw inference about where individuals were or were not born, potentially allowing direct, real-time estimates of dispersal. We used simulated data sets to test the power and accuracy of Monte Carlo resampling methods in generating statistical thresholds for identifying F-0 immigrants in populations with ongoing gene flow, and hence for providing direct, real-time estimates of migration rates. The identification of accurate critical values required that resampling methods preserved the linkage disequilibrium deriving from recent generations of immigrants and reflected the sampling variance present in the data set being analysed. A novel Monte Carlo resampling method taking into account these aspects was proposed and its efficiency was evaluated. Power and error were relatively insensitive to the frequency assumed for missing alleles. Power to identify F-0 immigrants was improved by using large sample size (up to about 50 individuals) and by sampling all populations from which migrants may have originated. A combination of plotting genotype likelihoods and calculating mean genotype likelihood ratios (D-LR) appeared to be an effective way to predict whether F-0 immigrants could be identified for a particular pair of populations using a given set of markers.

A time-domain test for some types of nonlinearity

The bispectrum and third-order moment can be viewed as equivalent tools for testing for the presence of nonlinearity in stationary time series. This is because the bispectrum is the Fourier transform of the third-order moment. An advantage of the bispectrum is that its estimator comprises terms that are asymptotically independent at distinct bifrequencies under the null hypothesis of linearity. An advantage of the third-order moment is that its values in any subset of joint lags can be used in the test, whereas when using the bispectrum the entire (or truncated) third-order moment is required to construct the Fourier transform. In this paper, we propose a test for nonlinearity based upon the estimated third-order moment. We use the phase scrambling bootstrap method to give a nonparametric estimate of the variance of our test statistic under the null hypothesis. Using a simulation study, we demonstrate that the test obtains its target significance level, with large power, when compared to an existing standard parametric test that uses the bispectrum. Further we show how the proposed test can be used to identify the source of nonlinearity due to interactions at specific frequencies. We also investigate implications for heuristic diagnosis of nonstationarity.

Subgeometric rates of convergence for a class of continuous-time Markov process

Let (Phi(t))(t is an element of R+) be a Harris ergodic continuous-time Markov process on a general state space, with invariant probability measure pi. We investigate the rates of convergence of the transition function P-t(x, (.)) to pi; specifically, we find conditions under which r(t) vertical bar vertical bar P-t (x, (.)) - pi vertical bar vertical bar -> 0 as t -> infinity, for suitable subgeometric rate functions r(t), where vertical bar vertical bar - vertical bar vertical bar denotes the usual total variation norm for a signed measure. We derive sufficient conditions for the convergence to hold, in terms of the existence of suitable points on which the first hitting time moments are bounded. In particular, for stochastically ordered Markov processes, explicit bounds on subgeometric rates of convergence are obtained. These results are illustrated in several examples.

Uniqueness criteria for continuous-time Markov chains with general transition structures

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

Using intervention time series analyses to assess the effects of imperfectly identifiable natural events: A general method and example

BACKGROUND: Intervention time series analysis (ITSA) is an important method for analysing the effect of sudden events on time series data. ITSA methods are quasi-experimental in nature and the validity of modelling with these methods depends upon assumptions about the timing of the intervention and the response of the process to it. METHOD: This paper describes how to apply ITSA to analyse the impact of unplanned events on time series when the timing of the event is not accurately known, and so the problems of ITSA methods are magnified by uncertainty in the point of onset of the unplanned intervention. RESULTS: The methods are illustrated using the example of the Australian Heroin Shortage of 2001, which provided an opportunity to study the health and social consequences of an abrupt change in heroin availability in an environment of widespread harm reduction measures. CONCLUSION: Application of these methods enables valuable insights about the consequences of unplanned and poorly identified interventions while minimising the risk of spurious results.