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

Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data

We define a numerical method that provides a non-parametric estimation of the kernel shape in symmetric multivariate Hawkes processes. This method relies on second order statistical properties of Hawkes processes that relate the covariance matrix of the process to the kernel matrix. The square root of the correlation function is computed using a minimal phase recovering method. We illustrate our method on some examples and provide an empirical study of the estimation errors. Within this framework, we analyze high frequency financial price data modeled as 1D or 2D Hawkes processes. We find slowly decaying (power-law) kernel shapes suggesting a long memory nature of self-excitation phenomena at the microstructure level of price dynamics.Comment: 6 figure

Dragon-kings: mechanisms, statistical methods and empirical evidence

This introductory article presents the special Discussion and Debate volume "From black swans to dragon-kings, is there life beyond power laws?" published in Eur. Phys. J. Special Topics in May 2012. We summarize and put in perspective the contributions into three main themes: (i) mechanisms for dragon-kings, (ii) detection of dragon-kings and statistical tests and (iii) empirical evidence in a large variety of natural and social systems. Overall, we are pleased to witness significant advances both in the introduction and clarification of underlying mechanisms and in the development of novel efficient tests that demonstrate clear evidence for the presence of dragon-kings in many systems. However, this positive view should be balanced by the fact that this remains a very delicate and difficult field, if only due to the scarcity of data as well as the extraordinary important implications with respect to hazard assessment, risk control and predictability.Comment: 20 page

Short Term Synaptic Depression Imposes a Frequency Dependent Filter on Synaptic Information Transfer

Depletion of synaptic neurotransmitter vesicles induces a form of short term depression in synapses throughout the nervous system. This plasticity affects how synapses filter presynaptic spike trains. The filtering properties of short term depression are often studied using a deterministic synapse model that predicts the mean synaptic response to a presynaptic spike train, but ignores variability introduced by the probabilistic nature of vesicle release and stochasticity in synaptic recovery time. We show that this additional variability has important consequences for the synaptic filtering of presynaptic information. In particular, a synapse model with stochastic vesicle dynamics suppresses information encoded at lower frequencies more than information encoded at higher frequencies, while a model that ignores this stochasticity transfers information encoded at any frequency equally well. This distinction between the two models persists even when large numbers of synaptic contacts are considered. Our study provides strong evidence that the stochastic nature neurotransmitter vesicle dynamics must be considered when analyzing the information flow across a synapse

The National Adult Inpatient Survey conducted in the English National Health Service from 2002 to 2009: how have the data been used and what do we know as a result?

<p>Abstract</p> <p>Background</p> <p>When it was initiated in 2001, England's national patient survey programme was one of the first in the world and has now been widely emulated in other healthcare systems. The aim of the survey programme was to make the National Health Service (NHS) more "patient centred" and more responsive to patient feedback. The national inpatient survey has now been running in England annually since 2002 gathering data from over 600,000 patients. The aim of this study is to investigate how the data have been used and to summarise what has been learned about patients' evaluation of care as a result.</p> <p>Methods</p> <p>Two independent researchers systematically gathered all research that included analyses of the English national adult inpatient survey data. Journals, databases and relevant websites were searched. Publications prior to 2002 were excluded. Articles were also identified following consultation with experts. All documents were then critically appraised by two co-authors both of whom have a background in statistical analysis.</p> <p>Results</p> <p>We found that the majority of the studies identified were reports produced by organisations contracted to gather the data or co-ordinate the data collection and used mainly descriptive statistics. A few articles used the survey data for evidence based reporting or linked the survey to other healthcare data. The patient's socio-demographic characteristics appeared to influence their evaluation of their care but characteristics of the workforce and the. At a national level, the results of the survey have been remarkably stable over time. Only in those areas where there have been co-ordinated government-led campaigns, targets and incentives, have improvements been shown. The main findings of the review are that while the survey data have been used for different purposes they seem to have incited little academic interest.</p> <p>Conclusions</p> <p>The national inpatient survey has been a useful resource for many authors and organisations but the full potential inherent in this large, longitudinal publicly available dataset about patients' experiences has not as yet been fully exploited.</p> <p>This review suggests that the presence of survey results alone is not enough to improve patients' experiences and further research is required to understand whether and how the survey can be best used to improve standards of care in the NHS.</p

Determinants of recovery from post-COVID-19 dyspnoea: analysis of UK prospective cohorts of hospitalised COVID-19 patients and community-based controls

Background The risk factors for recovery from COVID-19 dyspnoea are poorly understood. We investigated determinants of recovery from dyspnoea in adults with COVID-19 and compared these to determinants of recovery from non-COVID-19 dyspnoea. Methods We used data from two prospective cohort studies: PHOSP-COVID (patients hospitalised between March 2020 and April 2021 with COVID-19) and COVIDENCE UK (community cohort studied over the same time period). PHOSP-COVID data were collected during hospitalisation and at 5-month and 1-year follow-up visits. COVIDENCE UK data were obtained through baseline and monthly online questionnaires. Dyspnoea was measured in both cohorts with the Medical Research Council Dyspnoea Scale. We used multivariable logistic regression to identify determinants associated with a reduction in dyspnoea between 5-month and 1-year follow-up. Findings We included 990 PHOSP-COVID and 3309 COVIDENCE UK participants. We observed higher odds of improvement between 5-month and 1-year follow-up among PHOSP-COVID participants who were younger (odds ratio 1.02 per year, 95% CI 1.01–1.03), male (1.54, 1.16–2.04), neither obese nor severely obese (1.82, 1.06–3.13 and 4.19, 2.14–8.19, respectively), had no pre-existing anxiety or depression (1.56, 1.09–2.22) or cardiovascular disease (1.33, 1.00–1.79), and shorter hospital admission (1.01 per day, 1.00–1.02). Similar associations were found in those recovering from non-COVID-19 dyspnoea, excluding age (and length of hospital admission). Interpretation Factors associated with dyspnoea recovery at 1-year post-discharge among patients hospitalised with COVID-19 were similar to those among community controls without COVID-19. Funding PHOSP-COVID is supported by a grant from the MRC-UK Research and Innovation and the Department of Health and Social Care through the National Institute for Health Research (NIHR) rapid response panel to tackle COVID-19. The views expressed in the publication are those of the author(s) and not necessarily those of the National Health Service (NHS), the NIHR or the Department of Health and Social Care. COVIDENCE UK is supported by the UK Research and Innovation, the National Institute for Health Research, and Barts Charity. The views expressed are those of the authors and not necessarily those of the funders