A law of large numbers for upcrossing measures

DOI10.1016/0304-4149(94)00002-6zbMath0813.60032OpenAlexW2027805078MaRDI QIDQ1343583

Michael K. R. Scheutzow

Publication date: 30 May 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00002-6

zbMATH Keywords

local martingalesfatigue analysisupcrossingsrainflow counting

Mathematics Subject Classification ID

Strong limit theorems (60F15) Random measures (60G57)

Related Items

Rainflow Cycles for Switching Processes with Markov Structure ⋮ Extremes, rainflow cycles and damage functionals in continuous random processes ⋮ Rice formula for processes with jumps and applications

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Generation of random processes for fatigue testing
• Brownian excursions, trees and measure-valued branching processes
• Extremes, rainflow cycles and damage functionals in continuous random processes
• Rain-Flow-Cycle Distribution for Ergodic Load Processes
• The two-barrier problem for continuously differentiable processes