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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. (author)
1992-01-01
15 pages
Article/Chapter (Book)
Electronic Resource
English
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