Author:
Borovkov K.,Vere-Jones D.
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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
14 articles.
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