Solution of the nonlinear theory and tests of earthquake recurrence times

Unfolding large-scale online collaborative human dynamics

Large-scale interacting human activities underlie all social and economic phenomena, but quantitative understanding of regular patterns and mechanism is very challenging and still rare. Self-organized online collaborative activities with a precise record of event timing provide unprecedented opportunity. Our empirical analysis of the history of millions of updates in Wikipedia shows a universal double-power-law distribution of time intervals between consecutive updates of an article. We then propose a generic model to unfold collaborative human activities into three modules: (i) individual behavior characterized by Poissonian initiation of an action, (ii) human interaction captured by a cascading response to previous actions with a power-law waiting time, and (iii) population growth due to the increasing number of interacting individuals. This unfolding allows us to obtain an analytical formula that is fully supported by the universal patterns in empirical data. Our modeling approaches reveal "simplicity" beyond complex interacting human activities.

Copulas and time series with long-ranged dependencies

We review ideas on temporal dependencies and recurrences in discrete time series from several areas of natural and social sciences. We revisit existing studies and redefine the relevant observables in the language of copulas (joint laws of the ranks). We propose that copulas provide an appropriate mathematical framework to study nonlinear time dependencies and related concepts-like aftershocks, Omori law, recurrences, and waiting times. We also critically argue, using this global approach, that previous phenomenological attempts involving only a long-ranged autocorrelation function lacked complexity in that they were essentially monoscale.

Superlinear scaling of offspring at criticality in branching processes

For any branching process, we demonstrate that the typical total number rmp(ντ) of events triggered over all generations within any sufficiently large time window τ exhibits, at criticality, a superlinear dependence rmp(ντ)∼(ντ)γ (with γ>1) on the total number ντ of the immigrants arriving at the Poisson rate ν. In branching processes in which immigrants (or sources) are characterized by fertilities distributed according to an asymptotic power-law tail with tail exponent 1<γ⩽2, the exponent of the superlinear law for rmp(ντ) is identical to the exponent γ of the distribution of fertilities. For γ>2 and for standard branching processes without power-law distribution of fertilities, rmp(ντ)∼(ντ)2. This scaling law replaces and tames the divergence ντ/(1-n) of the mean total number R̅t(τ) of events, as the branching ratio (defined as the average number of triggered events of first generation per source) tends to 1. The derivation uses the formalism of generating probability functions. The corresponding prediction is confirmed by numerical calculations, and an heuristic derivation enlightens its underlying mechanism. We also show that R̅t(τ) is always linear in ντ even at criticality (n=1). Our results thus illustrate the fundamental difference between the mean total number, which is controlled by a few extremely rare realizations, and the typical behavior represented by rmp(ντ).

Statistics of superior records

We study statistics of records in a sequence of random variables. These identical and independently distributed variables are drawn from the parent distribution ρ. The running record equals the maximum of all elements in the sequence up to a given point. We define a superior sequence as one where all running records are above the average record expected for the parent distribution ρ. We find that the fraction of superior sequences S(N) decays algebraically with sequence length N, S(N)~N(-β) in the limit N→∞. Interestingly, the decay exponent β is nontrivial, being the root of an integral equation. For example, when ρ is a uniform distribution with compact support, we find β=0.450265. In general, the tail of the parent distribution governs the exponent β. We also consider the dual problem of inferior sequences, where all records are below average, and find that the fraction of inferior sequences I(N) decays algebraically, albeit with a different decay exponent, I(N)~N(-α). We use the above statistical measures to analyze earthquake data.

Scaling behavior of the earthquake intertime distribution: influence of large shocks and time scales in the Omori law

We present a study of the earthquake intertime distribution D(Δt) for a California catalog in temporal periods of short duration T. We compare experimental results with theoretical predictions and analytical approximate solutions. For the majority of intervals, rescaling intertimes by the average rate leads to collapse of the distributions D(Δt) on a universal curve, whose functional form is well fitted by a Gamma distribution. The remaining intervals, exhibiting a more complex D(Δt), are all characterized by the presence of large shocks. These results can be understood in terms of the relevance of the ratio between the characteristic time c in the Omori law and T: Intervals with Gamma-like behavior are indeed characterized by a vanishing c/T. The above features are also investigated by means of numerical simulations of the Epidemic Type Aftershock Sequence (ETAS) model. This study shows that collapse of D(Δt) is also observed in numerical catalogs; however, the fit with a Gamma distribution is possible only assuming that c depends on the main-shock magnitude m. This result confirms that the dependence of c on m, previously observed for m>6 main shocks, extends also to small m>2.

Detecting correlations among functional-sequence motifs

Sequence motifs are words of nucleotides in DNA with biological functions, e.g., gene regulation. Identification of such words proceeds through rejection of Markov models on the expected motif frequency along the genome. Additional biological information can be extracted from the correlation structure among patterns of motif occurrences. In this paper a log-linear multivariate intensity Poisson model is estimated via expectation maximization on a set of motifs along the genome of E. coli K12. The proposed approach allows for excitatory as well as inhibitory interactions among motifs and between motifs and other genomic features like gene occurrences. Our findings confirm previous stylized facts about such types of interactions and shed new light on genome-maintenance functions of some particular motifs. We expect these methods to be applicable to a wider set of genomic features.

Clustering of extreme and recurrent events in deterministic chaotic systems

We study the nontrivial clustering properties of extreme or recurrent events in the context of deterministic chaotic systems. We find that correlations between return times of such events can depend nonmonotonically on the threshold used to define the events, which leads to counterintuitive behavior. In particular, the distribution of the conditional return intervals can indicate clustering as well as repelling of extreme events for the same condition but different thresholds-in sharp contrast to what has been observed for stochastic processes with long-range correlations as well as for independent and identically distributed random variables. This has important implications for the time-dependent hazard assessment of extreme events, indicating that possible threshold dependencies should always be taken into account.

Appropriate time scales for nonlinear analyses of deterministic jump systems

In the real world, there are many phenomena that are derived from deterministic systems but which fluctuate with nonuniform time intervals. This paper discusses the appropriate time scales that can be applied to such systems to analyze their properties. The financial markets are an example of such systems wherein price movements fluctuate with nonuniform time intervals. However, it is common to apply uniform time scales such as 1-min data and 1-h data to study price movements. This paper examines the validity of such time scales by using surrogate data tests to ascertain whether the deterministic properties of the original system can be identified from uniform sampled data. The results show that uniform time samplings are often inappropriate for nonlinear analyses. However, for other systems such as neural spikes and Internet traffic packets, which produce similar outputs, uniform time samplings are quite effective in extracting the system properties. Nevertheless, uniform samplings often generate overlapping data, which can cause false rejections of surrogate data tests.

Distribution of first-return times in correlated stationary signals

We present an analytical expression for the first return time (FRT) probability density function of a stationary correlated signal. Precisely, we start by considering a stationary discrete-time Ornstein-Uhlenbeck (OU) process with exponential decaying correlation function. The first return time distribution for this process is derived by adopting a well-known formalism typically used in the study of the FRT statistics for nonstationary diffusive processes. Then, by a subordination approach, we treat the case of a stationary process with power-law tail correlation function and diverging correlation time. We numerically test our findings, obtaining in both cases a good agreement with the analytical results. We notice that neither in the standard OU nor in the subordinated case a simple form of waiting time statistics, like stretched-exponential or similar, can be obtained while it is apparent that long time transient may shadow the final asymptotic behavior.

Multiple-time scaling and universal behavior of the earthquake interevent time distribution

The interevent time distribution characterizes the temporal occurrence in seismic catalogs. Universal scaling properties of this distribution have been evidenced for entire catalogs and seismic sequences. Recently, these universal features have been questioned and some criticisms have been raised. We investigate the existence of universal scaling properties by analyzing a Californian catalog and by means of numerical simulations of an epidemic-type model. We show that the interevent time distribution exhibits a universal behavior over the entire temporal range if four characteristic times are taken into account. The above analysis allows us to identify the scaling form leading to universal behavior and explains the observed deviations. Furthermore, it provides a tool to identify the dependence on the mainshock magnitude of the c parameter that fixes the onset of the power law decay in the Omori law.

Self-similarity of waiting times in fracture systems

Experimental and numerical results are presented for a fracture experiment carried out on a fiber-reinforced element under flexural loading, and a statistical analysis is performed for acoustic emission waiting-time distributions. By an optimization procedure, a recently proposed scaling law describing these distributions for different event magnitude scales is confirmed by both experimental and numerical data, thus reinforcing the idea that fracture of heterogeneous materials has scaling properties similar to those found for earthquakes. Analysis of the different scaling parameters obtained for experimental and numerical data leads us to formulate the hypothesis that the type of scaling function obtained depends on the level of correlation among fracture events in the system.

Limits of declustering methods for disentangling exogenous from endogenous events in time series with foreshocks, main shocks, and aftershocks

Many time series in natural and social sciences can be seen as resulting from an interplay between exogenous influences and an endogenous organization. We use a simple epidemic-type aftershock model of events occurring sequentially, in which future events are influenced (partially triggered) by past events to ask the question of how well can one disentangle the exogenous events from the endogenous ones. We apply both model-dependent and model-independent stochastic declustering methods to reconstruct the tree of ancestry and estimate key parameters. In contrast with previously reported positive results, we have to conclude that declustered catalogs are rather unreliable for the synthetic catalogs that we have investigated, which contains of the order of thousands of events, typical of realistic applications. The estimated rates of exogenous events suffer from large errors. The branching ratio n, quantifying the fraction of events that have been triggered by previous events, is also badly estimated in general from declustered catalogs. We find, however, that the errors tend to be smaller and perhaps acceptable in some cases for small triggering efficiency and branching ratios. The high level of randomness together with the long memory makes the stochastic reconstruction of trees of ancestry and the estimation of the key parameters perhaps intrinsically unreliable for long-memory processes. For shorter memories (larger "bare" Omori exponent), the results improve significantly.

Origin and nonuniversality of the earthquake interevent time distribution

Many authors have modeled regional earthquake interevent times using a gamma distribution, whereby data collapse occurs under a simple rescaling of the data from different regions or time periods. We show, using earthquake data and simulations, that the distribution is fundamentally a bimodal mixture distribution dominated by correlated aftershocks at short waiting times and independent events at longer times. The much-discussed power-law segment often arises as a crossover between these two. We explain the variation of the distribution with region size and show that it is not universal.

Extreme value statistics and return intervals in long-range correlated uniform deviates

We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider (e.g., maximum relative to minimum) are such that the reference point from which the maximum is measured is itself a random quantity. We analytically calculate the limiting distributions for independent and identically distributed random variables, and use these as a reference point for correlated cases. The distributions are different from that of the maximum itself (i.e., a Weibull distribution), reflecting the fact that the distribution of the reference point either dominates over or convolves with the distribution of the maximum. The functional form of the limiting distributions is unaffected by correlations, although the convergence is slower. We show that our findings can be directly generalized to a wide class of stochastic processes. We also analyze return interval distributions, and compare them to recent conjectures of their functional form.

Return interval distribution of extreme events and long-term memory

The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in nature and society display long-range correlations. Hence, in the last few years, considerable research effort has been directed towards studying the distribution of return intervals for long-range correlated time series. Based on numerical simulations, it was shown that the return interval distributions are of stretched exponential type. In this paper, we obtain an analytical expression for the distribution of return intervals in long-range correlated time series which holds good when the average return intervals are large. We show that the distribution is actually a product of power law and a stretched exponential form. We also discuss the regimes of validity and perform detailed studies on how the return interval distribution depends on the threshold used to define extreme events.