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Crossings of Second...
Crossings of Second-order Response Processes Subjected to LMA Loadings
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- Galtier, Thomas, 1982 (författare)
- Gothenburg University,Göteborgs universitet,Institutionen för matematiska vetenskaper,Department of Mathematical Sciences,Chalmers tekniska högskola,Chalmers University of Technology,University of Gothenburg
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- Gupta, Sayan (författare)
- Indian Institute of Technology Madras
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- Rychlik, Igor, 1952 (författare)
- Gothenburg University,Göteborgs universitet,Institutionen för matematiska vetenskaper, matematisk statistik,Department of Mathematical Sciences, Mathematical Statistics,Chalmers tekniska högskola,Chalmers University of Technology,University of Gothenburg
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(creator_code:org_t)
- Hindawi Limited, 2010
- 2010
- Engelska.
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Ingår i: Journal of Probability and Statistics. - : Hindawi Limited. - 1687-952X .- 1687-9538. ; 2010
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Abstract
Ämnesord
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- The focus of this paper is on the estimation of the crossing intensities of responses for second-order dynamical systems, subjected to stationary, non-Gaussian external loadings. A new model for random loadings—the Laplace driven moving average (LMA)—is used. The model is non-Gaussian, strictly stationary, can model any spectrum, and has additional flexibility to model the skewness and kurtosis of the marginal distribution. The system response can be expressed as a second-order combination of the LMA processes. A numerical technique for estimating the level crossing intensities for such processes is developed. The proposed method is a hybrid method which combines the saddle-point approximation with limited Monte Carlo simulations. The performance and the accuracy of the proposed method are illustrated through a set of numerical examples.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
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