A METHOD FOR ASSESSING CATASTROPHE PROBABILITY IN INHOMOGENOUS FLOWS OF EXTREME EVENTS AND ITS USE TO PREDICT EARTHQUAKES IN THE ARCTIC
Journal Title: Научно-практический журнал "Проблемы анализа риска" - Year 2016, Vol 13, Issue 4
Abstract
The article discusses prediction of catastrophe probability in inhomogenous flows of extreme events. This problem can be solved using a method based on the limit theorem for geometric random sums of independent random non-uniformly distributed variables and the Pickands–Balkema–de Haan theorem. The authors consider a model, within which the limit distribution of geometric random sums of independent non-uniformly distributed variables has the form of a Weibull — Gnedenko distribution. The method efficiency is illustrated by its use to predict the the probabilistic characteristics of earthquakes in the Arctic.
Authors and Affiliations
V. Y. Korolev, E. V. Arefyeva, Y. S. Nefedova, A. K. Gorshenin, R. A. Lazovskiy
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