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A platform for research: civil engineering, architecture and urbanism
Extremes of Gaussian and non-Gaussian vector processes: a geometric approach
AbstractAn alternative approach to direct application of the out-crossing rate for Gaussian and non-Gaussian vector processes is considered. Multivariate extreme-value distributions are established, and the properties of these distributions are investigated. The feasibility of the “expected extreme” ellipsoids are considered for the same categories of vector-processes in relation to load combination problems. Focus is presently on two-dimensional vector processes, but higher-dimensional extensions are also established. Examples of extreme hyper-ellipsoids in three dimensions are presented for both Gaussian and non-Gaussian processes.
Extremes of Gaussian and non-Gaussian vector processes: a geometric approach
AbstractAn alternative approach to direct application of the out-crossing rate for Gaussian and non-Gaussian vector processes is considered. Multivariate extreme-value distributions are established, and the properties of these distributions are investigated. The feasibility of the “expected extreme” ellipsoids are considered for the same categories of vector-processes in relation to load combination problems. Focus is presently on two-dimensional vector processes, but higher-dimensional extensions are also established. Examples of extreme hyper-ellipsoids in three dimensions are presented for both Gaussian and non-Gaussian processes.
Extremes of Gaussian and non-Gaussian vector processes: a geometric approach
Leira, Bernt J. (author)
Structural Safety ; 25 ; 401-422
2003-01-01
22 pages
Article (Journal)
Electronic Resource
English
Extremes of Gaussian and non-Gaussian vector processes: a geometric approach
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Extremes of Gaussian and non-Gaussian vector processes: a geometric approach
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