Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Abstract A general method for the calculation of first excursion probabilities of stochastic processes, vector processes or fields is presented with particular reference to applications to reliability problems in mechanics. Based on a discrete random variable representation of excursion events different approximations of first excursion probabilities are studied. A Gram-Charlierseries expansion for the case of low levels as well as results about convergence are derived. Some examples illustrate the results.
Abstract A general method for the calculation of first excursion probabilities of stochastic processes, vector processes or fields is presented with particular reference to applications to reliability problems in mechanics. Based on a discrete random variable representation of excursion events different approximations of first excursion probabilities are studied. A Gram-Charlierseries expansion for the case of low levels as well as results about convergence are derived. Some examples illustrate the results.
First Excursion Probabilities for Low Threshold Levels by Differentiable Processes
Lange, C. (Autor:in)
01.01.1992
15 pages
Aufsatz/Kapitel (Buch)
Elektronische Ressource
Englisch
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