Karhunen Loève expansion and distribution of non-Gaussian process maximum

In this note we show that when a second order random process is modeled through its truncated Karhunen Loève expansion and when the distribution of the random variables appearing in the expansion is approached by a Gaussian kernel, explicit relations for the mean number of up crossings, of the mean...

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Veröffentlicht in:	Probabilistic engineering mechanics 2016-01, Vol.43, p.85-90
1. Verfasser:	Poirion, Fabrice
Format:	Artikel
Sprache:	eng
Schlagworte:	Extreme value distribution Gaussian Illustrations Integrals Kernels Non-Gaussian Non-stationary Probabilistic methods Probability theory Random process Random processes Random variables Rice's series Simulation
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