A study of earthquake seismicity is undertaken over the areas of Central and South America, the tectonics of which are of great interest. The whole territory is divided into 10 seismic zones based on some seismotectonic characteristics, as in previously published studies. The earthquakes used in the present study are extracted from the catalogs of the International Seismological Center, cover the period of 1900–2021, and are restricted to shallow depths (≤60 km) and a magnitude . Fore- and aftershocks are removed according to Reasenberg’s technique. The paper confines itself to the evaluation of earthquake occurrence probabilities in the seismic zones covering parts of Central and South America, and we implement the hidden Markov model (HMM) and apply the EM algorithm.
Semi-Markov processes are typical tools for modeling multi state systems by allowing several distributions for sojourn times. In this work, we focus on a general class of distributions based on an arbitrary parent continuous distribution function G with Kumaraswamy as the baseline distribution and discuss some of its properties, including the advantageous property of being closed under minima. In addition, an estimate is provided for the so-called stress–strength reliability parameter, which measures the performance of a system in mechanical engineering. In this work, the sojourn times of the multi-state system are considered to follow a distribution with two shape parameters, which belongs to the proposed general class of distributions. Furthermore and for a multi-state system, we provide parameter estimates for the above general class, which are assumed to vary over the states of the system. The theoretical part of the work also includes the asymptotic theory for the proposed estimators with and without censoring as well as expressions for classical reliability characteristics. The performance and effectiveness of the proposed methodology is investigated via simulations, which show remarkable results with the help of statistical (for the parameter estimates) and graphical tools (for the reliability parameter estimate).
In this paper, we introduce a class of stochastic processes in continuous time, called step semi-Markov processes. The main idea comes from bringing an additional insight to a classical semi-Markov process: the transition between two states is accomplished through two or several steps. This is an extension of a previous work on discrete-time step semi-Markov processes. After defining the models and the main characteristics of interest, we derive the recursive evolution equations for two-step semi-Markov processes.
5 May 2025 in Methodology and Computing in Applied Probability
This paper develops a competing risks model within the framework of Multi-State Systems (MSS) methodology, focusing on statistical inference when sojourn times (waiting times) are from a general closed-under-minima family of distributions. The proposed family includes a broad class of time-to-event distributions and thus is highly applicable to reliability theory, survival analysis and other fields of study. We set up a consistent statistical framework for inference and evaluate its performance through large-scale simulation studies. The findings validate the flexibility and accuracy of the proposed method, signifying its potential in modeling advanced failure mechanisms. The contribution of this study lies in presenting a new, holistic approach to competing risks analysis with its wide applications in various disciplines.
22 July 2022 in Journal of Reliability and Statistical Studies
Multi state systems can be seen as semi-Markov processes by considering an arbitrary distribution function for sojourn times. Especially, in this work, the Modified Weibull distribution is employed to be the distribution of sojourn times with a shape parameter λλ such that is member of a distributions family that is closed under minima. Parameters estimators are provided and the proposed methodology is evaluated using a detailed simulation procedure.