Notes

S. Durand

July 15, 2022

1 Aki (1965)
The number of earthquakes, N , of a given magnitude,M , follows an exponential law
such that:
N = b0 exp(−b0 M ) = f (M )
In reality, what is observed is that this is true only for M ≥ Mc where Mc is the
completness magnitude. This implies to modify the law

N = b0 exp −b0 (M − MC ) = f (M )
 

So for a given event of magnitude Mi , the probability of having this event

P (Mi |b0 ) = b0 exp −b0 (Mi − MC )

 

Now we have a catalogue of N events, the probability of having this catalogue is

P (M1 , M2 , ..., MN |b0 ) = ΠN 0 0

 
1 b exp −b (Mi − MC )

P (M1 , M2 , ..., MN |b0 ) = (b0 )N exp −b0 N (M̄ − MC )

 

where M̄ is the mean magnitude of the events for magnitude M ≥ Mc .

We now ask the question what is the value of b0 that maximize this probability, it
is called the maximum likelihood. For that we derivate with respect to b0 and find the
b-value that makes it equal to zero.
∂P 0 N −1  0  0 N  0 
= N (b ) exp −b N ( M̄ − M C ) − (b ) N ( M̄ − M C ) exp −b N (M̄ − M C ) =0
∂b0
1 − b0 (M̄ − MC ) = 0
1
b0 =
M̄ − MC
Now in seismology we usually plot the Gutenberg-Rihcter law in log scale instead of ln.
This implies that we have

log(N ) = log(b0 ) + log(exp(−b0 (M − MC )))

1
 log(N ) = log(b0 ) − b0 (M − MC )/ ln(10)
So the so-called b-value in seismology is equal to b0 / ln(10). This is a result given in Aki
(1965).
The problem with this definition is that the b-value is then highly dependent on the
completness magnitude which is usually quite an arbitrary choice. So one would like to
re-do the same but including the determination of the magnitude of completness. For
that we need to clarify what is the probabilistic law the data are following for M < Mc .

2 Uniform law for M < MC

One first idea is to define another exponential law but characterized by another b-value.
(
M < MC , f (M ) = B exp(−b1 M )
M ≥ MC , f (M ) = C exp [−b2 (M − MC )]

Two conditions apply R∞

here, first there must be a continuity of f (M ) at M = MC and
f (M ) must satisfy 0 f (M )dM = 1. Before doing that there is another parameter we
want to include, that is the uncertainty on the data and in particular what we would like
to include is the fact that the data for M < MC have large uncertainties. For M < MC
the data follow an exponential law with exponent b1 . Including the fact that they are
badly constrained with an infinite variance imply that b1 = 0 because the variance of an
exponential law is 1/b. So now if we impose b1 = 0, f (M ) is slightly simpler:
(
M < MC , f (M ) = B
M ≥ MC , f (M ) = C exp [−b2 (M − MC )]

Now let us first apply the continuity condition which yields B = C. Second, the integrale
1
condition which yields B = MC +1/b 2
. So we finally got

1
 M < MC , f (M ) = MC +1/b2


 

 M ≥ MC , 1

f (M ) = MC +1/b2 exp [−b2 (M − MC )]

From there we can write the probability of having a dataset

P (M1 , M2 , ...MN |b2 , MC ) = ΠN

0 f (M )
N
1

 
P (M1 , M2 , ...MN |b2 , MC ) = exp −b2 N2 (M̄ − MC )
MC + 1/b2
where N2 is the number of events with magnitude M ≥ MC , M̄ their mean magnitude
and N the total number of events.
From this expression it is not easy to get an analytical expression for the marginal
distributions P (MC ) and P (b2 ) but this can be done numerically. Here is an example of
how this performs and it is compared to the Aki (1965) approach.

2
 3

Figure 1: (top, left) A synthetic catalogue of magnitudes. (top, right) Gutenberg-

Richter law. (bottom, left) b-values computed from Aki (1965) for various magnitude
of completness with in red the marginal probability functions and in dashed red lines
the theoretical values of b and MC . (bottom, right) P (M1 , M2 , ...MN |b2 , MC ) computed
for various magnitude of completness and b-values with in red the marginal probability
functions to be compared with the theoretical values (red dashed lines).
3 Two exponential laws
Let us now consider two exponential laws.
(
M < MC , f (M ) = B exp(−b1 M )
M ≥ MC , f (M ) = C exp [−b2 (M − MC )]

The continuity condition yields B exp(−b1 MC ) = C and the integrale condition yields
B = b2 +exp(−bb11M
b2
C )(b1 −b2 )
. So we finally got
 b1 b2
 M < MC ,
 f (M ) = b2 +exp(−b1 MC )(b1 −b2 ) exp (−b1 M )

 M ≥M ,
 b1 b2
C f (M ) = b2 +exp(−b1 MC )(b1 −b2 ) exp (−b1 MC ) exp [−b2 (M − MC )]

From there we can write the probability of having a dataset

P (M1 , M2 , ...MN |b2 , MC ) = ΠN

0 f (M )
N
b1 b2



P (M1 , M2 , ...MN |b2 , MC ) = exp −b1 N1 M̄1 − b2 N2 M̄2 exp [−(b1 − b2 )N2 M
b2 + exp(−b1 MC )(b1 − b2 )
where N2 is the number of events with magnitude M ≥ MC and M̄2 their average
magnitude , N1 the number of events with magnitude M < MC and M̄1 their average
magnitude, and N the total number of events.
From this expression it is not easy to get an analytical expression for the marginal
distributions P (MC ), P (b1 ) and P (b2 ) but this can be done numerically.

4 Uniform law plus two exponentials

Let us now consider two exponential laws.

 M < Mm ,
 f (M ) = A
Mm ≤ M < MM , f (M ) = B exp(−b1 M )
 M ≥ M , f (M ) = C exp(−b M )

M 2

The continuity condition yields B = A exp(b1 Mm ) as well as C = A exp(−b1 ∆M ) exp(b2 MM )

h   i−1
1 1 1
where ∆M = MM −Mm and the integrale condition yields A = Mm + exp(−b1 ∆M ) b2 − b1 + b1 .
From there we can write the probability of having a dataset

P (M1 , M2 , ...MN |b2 , MC ) = ΠN

0 f (M )
−N
1 1 1
  
 
P (M1 , M2 , ...MN |b2 , MC ) = Mm + exp(−b1 ∆M ) − + exp −b1 N1 M̄1 − b2 N2 (M̄2 − Mm )
b2 b1 b1
where N2 is the number of events with magnitude M ≥ MM and M̄2 their average
magnitude , N1 the number of events with magnitude Mm ≤ M < MM and M̄1 their
average magnitude, and N the total number of events.

4
Figure 2

5
 For computational limitation, it is required to compte the logarithm of P rather than
P directly which can be written
1 1 1
   


log(P ) = −N log Mm + exp(−b1 ∆M ) − + − b1 N1 M̄1 − b2 N2 M̄2 − Mm
b2 b1 b1
From this expression it is not easy to get an analytical expression for the marginal
distributions P (Mm ), PM , P (b1 ) and P (b2 ) but this can be done numerically.

5 Time variations