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Explicit formulae for stationary distributions of stress release processes
Published online by Cambridge University Press: 14 July 2016
Abstract
Stress release processes are special Markov models attempting to describe the behaviour of stress and occurrence of earthquakes in seismic zones. The stress is built up linearly by tectonic forces and released spontaneously when earthquakes occur. Assuming that the risk is an exponential function of the stress, we derive closed form expressions for the stationary distribution of such processes, the moments of the risk, and the autocovariance function of the reciprocal risk process.
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- Copyright © by the Applied Probability Trust 2000
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