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Crossing Statistics of Quadratic Transformations of LMA Processes

J. Jith ; Sayan Gupta ; Igor Rychlik (Institutionen för matematiska vetenskaper, matematisk statistik)
Probabilistic Engineering Mechanics (0266-8920). Vol. 33 (2013), p. 9-17.
[Artikel, refereegranskad vetenskaplig]

Random loads that exhibit significant non-Gaussianity in terms of asymmetric distributions with high kurtosis can be modeled as Laplace Moving Average (LMA) processes. Examples of such loads are the wave loadings in ships, wind loads on wind turbines, loads arising due to surface roughness in vehicular systems, etc. The focus of this paper is on estimating the crossing statistics of second-order response of structures subjected to LMA loads. Following the Kac–Siegert representation, a second order approximation of the Volterra expansion of the system enables representing the response as a quadratic combination of vector LMA processes. The mean crossing rate of the response is then computed using a hybrid approach. The proposed method is illustrated through two numerical examples.

Nyckelord: LMA processes; Crossing statistics; Kac-Siegert representation; Rice's formula; Gamma processes; Quadratic transformation

Denna post skapades 2013-06-13. Senast ändrad 2013-08-02.
CPL Pubid: 178379


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Institutioner (Chalmers)

Institutionen för matematiska vetenskaper, matematisk statistik (2005-2016)


Sannolikhetsteori och statistik

Chalmers infrastruktur