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Extensions of Markov Modulated Poisson Processes  and Their Applications to Deep Earthquakes

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thesis
posted on 09.11.2021, 19:26 by Lu, Shaochuan

The focus of this thesis is on the Markov modulated Poisson process (MMPP) and its extensions, aiming to propose appropriate statistical models for the occurrence patterns of main New Zealand deep earthquakes. Such an attempt might be beyond the scope of the MMPP and its extensions, however we hope its main patterns can be characterized by current models proposed in three parts of the thesis. The first part of the thesis is concerned with introductions and preliminaries of discrete time hidden Markov models (HMMs) and MMPP. The  exibility in model formulation and openness in model framework of HMMs are reviewed in this part, suggesting also possible extensions of MMPP. The second part of the thesis is mainly about several extensions of MMPP. One extension of MMPP is by associating each occurrence of MMPP with a mark. Such an extension is potentially useful for spatial-temporal modelling or other point  processes with marks. A special case of this type of extension is by allowing the multiple observations of MMPP synchronized together under the same Markov chain. This extension opens the possibility of modelling multiple point process observations with weak dependence. The third extension is motivated by the attempt to describe small scale temporal clustering existing in the deep earthquakes via treating the recognized aftershocks as marks which itself forms a finite point process. The rest of the second part focuses on some information theoretical aspects of MMPPs such as the entropy rate of the underlying Markov chain and observed point process respectively and their mutual information rate. A conjecture on the possible links between mutual information rate of MMPP and the Fisher information of the estimated parameters is suggested. The second part on extensions of MMPP is featured by the derivation of the likelihood and complete likelihood, parameter estimation via EM algorithm, state smoothing estimation and model evaluation through systematic applications of rescaling theory of multivariate point processes and marked point processes. The third part of the thesis includes the applications of these methods to the deep earthquakes in New Zealand. We first evaluate the data coverage, catalogue completeness and explore its descriptive characteristics and empirical properties such as epicentral distributions, depth distributions and magnitude distributions.  Clustering behavior is studied via the second order moment analysis of point processes in the chapter 8. We also apply, the stress release models and the ETAS models which are usually used for shallow earthquakes, to the New Zealand deep earthquakes and provide tentative explanations of why they are not satisfactory for the deep earth-quakes. The chapter 9 is on the applications of MMPP and its extensions to the New Zealand deep earthquakes. Conclusions and future studies are presented in chapter 10.

History

Copyright Date

01/01/2009

Date of Award

01/01/2009

Publisher

Te Herenga Waka—Victoria University of Wellington

Rights License

Author Retains Copyright

Degree Discipline

Statistics and Operations Research

Degree Grantor

Te Herenga Waka—Victoria University of Wellington

Degree Level

Doctoral

Degree Name

Doctor of Philosophy

Victoria University of Wellington Item Type

Awarded Doctoral Thesis

Language

en_NZ

Victoria University of Wellington School

School of Mathematics, Statistics and Operations Research

Advisors

Vere-Jones, David; Harte, David