Generation of random processes for fatigue testing

In fatigue testing there is a need to generate multivariate random processes meeting certain conditions on distributions, crossing properties and regularity. In this paper it is demonstrated how these conditions can be satisfied. The required process is generated by a random time deformation working on a Gaussian process.

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Year of publication:	1985
Authors:	Holm, Sture ; de Maré, Jacques
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 20.1985, 1, p. 149-156
Publisher:	Elsevier
Keywords:	Gaussian processes ergodicity crossings Markov reliability time deformation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875250