An approximation of the first passage probability of systems under nonstationary random excitation

DOI10.1007/s10483-009-0213-yzbMath1189.60164OpenAlexW2074837889MaRDI QIDQ1016195

Jun He

Publication date: 4 May 2009

Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10483-009-0213-y

zbMATH Keywords

decay rateenvelope processfirst passage probabilitynonstationary excitationD-type barrier

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cites Work

• Structural first failure times under non-Gaussian stochastic behavior
• A first passage approximation for normal stationary random processes
• On various definitions of the envelope of a random process
• An Integral Equation Method for the First-Passage Problem in Random Vibration
• First-Passage Failure of Quasi-Integrable Hamiltonian Systems
• On the Distribution of the First-Passage Time for Normal Stationary Random Processes
• Reliability of Aircraft Structures in Resisting Chance Failure
• Mathematical Analysis of Random Noise

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