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The Science Seminar Series: October 4, 2007 4pm

When is the Next Great San Francisco Earthquake?
A Monte Carlo Simulation-Based Analysis of Waiting Time Distribution

Jin Wang, Ph.D.
Department of Math and CS
Valdosta State University

Powell Hall

Time: 4:00 - 5:00pm

Abstract

In 1906 the great San Francisco earthquake killed more than 3000 people and destroyed much of the city. A critical concern is the hazard posed by another such earthquake. How can this hazard be estimated? The distribution of earthquake waiting times is a conditional probability that an earthquake will occur at a time in the future if it has not occurred for a specified time in the past. There are many real-world applications where the waiting time closed-form models do not exit and the only resource is to apply simulation methods. For practitioner, simulation opens the door for solving difficult and complex but practical problems with great ease. We discuss both parametric and non-parametric (bootstrap) simulation methods for waiting time distributions.