Master'sOpen Access

Seismic estimation with discrete parameter Markov chains

2011
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Advisor: Yrd. Doç. Dr. Sinan Çalık

Abstract (EN)

A sequence experiences are specified as stochastic processes that any experience with given probabilities have finite count results. Stochastic process methods can be estimated for future. Time period rather than from state to state transitions occurance of systems are assessed by Markov models. In a situation different from the circumstances of this case is based on calculating transition probabilities of Markov chains, in other words;provides Markov property, state space are defined as discrete Markov processes.In this study had been presented informations on discrete-parameter Markov chains. Markov chain based on theoretical knowledge of the properties and characteristics are given. Markov transition matrix model and the property of their theorem is presented.In the chapter of application, the seismic estimates, which are transition matrix and transition probabilities, stationary state probabilities, mean first passage times, were obtained for magnitudes of earthquakes, focal depths of earthquakes, centers of earthquakes and time interval of successive earthquakes in the center of Elazig as 100 kilometers diameter. In addition the relationship value between parameters were obtained to determine for the relationship between earthquake parameters.

Author

Dr. Adem Doğaner

How to Cite

Adem Doğaner (Master Thesis). Seismic estimation with discrete parameter Markov chains, 2011, Fırat University.

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