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Modeling of recurrent threshold crossings due to noise with long memory

This thesis addresses the recurrent threshold crossing behavior of long-time
correlated noise. The behavior of long-time correlated noise like f / 1 , 5 . 1 / 1 f , and 2 / 1 f
can be associated with the behavior of many phenomena in nature, so it is of interest to
study the behavior of this noise. Our method of modeling their recurring behavior relies
on setting a particular threshold level for a particular level of noise and observing how
frequently the noise crosses the threshold level. We also add a periodic drive to the noise
which enables it to cross the threshold level easily when it is at peak, and vice versa.
This technique provides a model for the changing seasons that occur during every year.
We also compare the recurrence behavior of threshold crossings from our computer
simulations with theoretical results from the Rice formula. We have related the
recurrence of these threshold crossings with the recurrence of natural disasters.
Therefore we are providing a model to predict the recurrence of a natural disaster once
that disaster has previously occurred. From our results, we conclude that once a natural
disaster has occurred, there is a high probability of its recurrence in a short time, and this
probability gradually decreases with time.

Identiferoai:union.ndltd.org:tamu.edu/oai:repository.tamu.edu:1969.1/4806
Date25 April 2007
CreatorsSingh, Abhishek Narayan
ContributorsKish, Laszlo Bela
PublisherTexas A&M University
Source SetsTexas A and M University
Languageen_US
Detected LanguageEnglish
TypeBook, Thesis, Electronic Thesis, text
Format731870 bytes, electronic, application/pdf, born digital

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