On the positive eigenvalues and eigenvectors of a non-negative matrix

The paper develops the general theory for the items in the title, assuming that the matrix is countable and cofinal.Comment: Version 2 allows the matrix to have zero row(s) and rows with infinitely many non-zero entries. In addition the introduction has been rewritte

Bath's law Derived from the Gutenberg-Richter law and from Aftershock Properties

The empirical Bath's law states that the average difference in magnitude between a mainshock and its largest aftershock is 1.2, regardless of the mainshock magnitude. Following Vere-Jones [1969] and Console et al. [2003], we show that the origin of Bath's law is to be found in the selection procedure used to define mainshocks and aftershocks rather than in any difference in the mechanisms controlling the magnitude of the mainshock and of the aftershocks. We use the ETAS model of seismicity, which provides a more realistic model of aftershocks, based on (i) a universal Gutenberg-Richter (GR) law for all earthquakes, and on (ii) the increase of the number of aftershocks with the mainshock magnitude. Using numerical simulations of the ETAS model, we show that this model is in good agreement with Bath's law in a certain range of the model parameters.Comment: major revisions, in press in Geophys. Res. Let

On the influence of time and space correlations on the next earthquake magnitude

A crucial point in the debate on feasibility of earthquake prediction is the dependence of an earthquake magnitude from past seismicity. Indeed, whilst clustering in time and space is widely accepted, much more questionable is the existence of magnitude correlations. The standard approach generally assumes that magnitudes are independent and therefore in principle unpredictable. Here we show the existence of clustering in magnitude: earthquakes occur with higher probability close in time, space and magnitude to previous events. More precisely, the next earthquake tends to have a magnitude similar but smaller than the previous one. A dynamical scaling relation between magnitude, time and space distances reproduces the complex pattern of magnitude, spatial and temporal correlations observed in experimental seismic catalogs.Comment: 4 Figure

A model for the distribution of aftershock waiting times

In this work the distribution of inter-occurrence times between earthquakes in aftershock sequences is analyzed and a model based on a non-homogeneous Poisson (NHP) process is proposed to quantify the observed scaling. In this model the generalized Omori's law for the decay of aftershocks is used as a time-dependent rate in the NHP process. The analytically derived distribution of inter-occurrence times is applied to several major aftershock sequences in California to confirm the validity of the proposed hypothesis.Comment: 4 pages, 3 figure

General moments of the inverse real Wishart distribution and orthogonal Weingarten functions

Let $W$ be a random positive definite symmetric matrix distributed according to a real Wishart distribution and let $W^{-1}=(W^{ij})_{i,j}$ be its inverse matrix. We compute general moments $\mathbb{E} [W^{k_1 k_2} W^{k_3 k_4} ... W^{k_{2n-1}k_{2n}}]$ explicitly. To do so, we employ the orthogonal Weingarten function, which was recently introduced in the study for Haar-distributed orthogonal matrices. As applications, we give formulas for moments of traces of a Wishart matrix and its inverse.Comment: 29 pages. The last version differs from the published version, but it includes Appendi

Survival of branching random walks in random environment

We study survival of nearest-neighbour branching random walks in random environment (BRWRE) on ${\mathbb Z}$. A priori there are three different regimes of survival: global survival, local survival, and strong local survival. We show that local and strong local survival regimes coincide for BRWRE and that they can be characterized with the spectral radius of the first moment matrix of the process. These results are generalizations of the classification of BRWRE in recurrent and transient regimes. Our main result is a characterization of global survival that is given in terms of Lyapunov exponents of an infinite product of i.i.d. $2\times 2$ random matrices.Comment: 17 pages; to appear in Journal of Theoretical Probabilit

On the Occurrence of Finite-Time-Singularities in Epidemic Models of Rupture, Earthquakes and Starquakes

We present a new kind of critical stochastic finite-time-singularity, relying on the interplay between long-memory and extreme fluctuations. We illustrate it on the well-established epidemic-type aftershock (ETAS) model for aftershocks, based solely on the most solidly documented stylized facts of seismicity (clustering in space and in time and power law Gutenberg-Richter distribution of earthquake energies). This theory accounts for the main observations (power law acceleration and discrete scale invariant structure) of critical rupture of heterogeneous materials, of the largest sequence of starquakes ever attributed to a neutron star as well as of earthquake sequences.Comment: Revtex document of 4 pages including 1 eps figur

Towards Landslide Predictions: Two Case Studies

In a previous work [Helmstetter, 2003], we have proposed a simple physical model to explain the accelerating displacements preceding some catastrophic landslides, based on a slider-block model with a state and velocity dependent friction law. This model predicts two regimes of sliding, stable and unstable leading to a critical finite-time singularity. This model was calibrated quantitatively to the displacement and velocity data preceding two landslides, Vaiont (Italian Alps) and La Clapi\`ere (French Alps), showing that the former (resp. later) landslide is in the unstable (resp. stable) sliding regime. Here, we test the predictive skills of the state-and-velocity-dependent model on these two landslides, using a variety of techniques. For the Vaiont landslide, our model provides good predictions of the critical time of failure up to 20 days before the collapse. Tests are also presented on the predictability of the time of the change of regime for la Clapi\`ere landslide.Comment: 30 pages with 12 eps figure

Modelling systemic price cojumps with Hawkes factor models

Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating portfolios of highly liquid stocks, we find that there are a large number of high-frequency cojumps. We show that the dynamics of these jumps is described neither by a multivariate Poisson nor by a multivariate Hawkes model. We introduce a Hawkes one-factor model which is able to capture simultaneously the time clustering of jumps and the high synchronization of jumps across assets