Errors in Simulation of Random ProcessesSource: Journal of Structural Engineering:;1986:;Volume ( 112 ):;issue: 012Author:Mircea Grigoriu
DOI: 10.1061/(ASCE)0733-9445(1986)112:12(2697)Publisher: American Society of Civil Engineers
Abstract: Simulation of random processes is frequently based on discrete approximations of the power spectral density of these processes. This study evaluates effects of these approximations on simulation-based estimates of the mean rate at which a Gaussian process crosses a level. The mean upcrossing rate is a useful probabilistic descriptor for the analysis of fatigue and first-excursion failures.
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| contributor author | Mircea Grigoriu | |
| date accessioned | 2017-05-08T20:51:52Z | |
| date available | 2017-05-08T20:51:52Z | |
| date copyright | December 1986 | |
| date issued | 1986 | |
| identifier other | %28asce%290733-9445%281986%29112%3A12%282697%29.pdf | |
| identifier uri | http://yetl.yabesh.ir/yetl/handle/yetl/29716 | |
| description abstract | Simulation of random processes is frequently based on discrete approximations of the power spectral density of these processes. This study evaluates effects of these approximations on simulation-based estimates of the mean rate at which a Gaussian process crosses a level. The mean upcrossing rate is a useful probabilistic descriptor for the analysis of fatigue and first-excursion failures. | |
| publisher | American Society of Civil Engineers | |
| title | Errors in Simulation of Random Processes | |
| type | Journal Paper | |
| journal volume | 112 | |
| journal issue | 12 | |
| journal title | Journal of Structural Engineering | |
| identifier doi | 10.1061/(ASCE)0733-9445(1986)112:12(2697) | |
| tree | Journal of Structural Engineering:;1986:;Volume ( 112 ):;issue: 012 | |
| contenttype | Fulltext |