Extremes, rainflow cycles and damage functionals in continuous random processes

DOI10.1016/0304-4149(96)00062-2zbMath0908.60025OpenAlexW2021691521MaRDI QIDQ1272157

Igor Rychlik

Publication date: 23 November 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(96)00062-2

zbMATH Keywords

Brownian motiondiffusionscrossingsamplitudefatigueoscillation measureslocal extremesrainflow-cycleSkorokhod's equation

Mathematics Subject Classification ID

Sample path properties (60G17)

Related Items (3)

Rainflow Cycles for Switching Processes with Markov Structure ⋮ A law of large numbers for upcrossing measures ⋮ Estimation of return values for significant wave height from satellite data

Cites Work

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• Rain-Flow-Cycle Distribution for Ergodic Load Processes
• [https://portal.mardi4nfdi.de/wiki/Publication:3923330 Generalised arc length for brownian motion and L�vy processes]
• Slepian Models and Regression Approximations in Crossing and Extreme Value Theory
• The expected number of level crossings for certain symmetric α-stable processes

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