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  • 标题:Crossings of Second-Order Response Processes Subjected to LMA Loadings
  • 本地全文:下载
  • 作者:Thomas Galtier ; Sayan Gupta ; Igor Rychlik
  • 期刊名称:Journal of Probability and Statistics
  • 印刷版ISSN:1687-952X
  • 电子版ISSN:1687-9538
  • 出版年度:2010
  • 卷号:2010
  • DOI:10.1155/2010/752452
  • 出版社:Hindawi Publishing Corporation
  • 摘要: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.
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