Recursive Simulation of Stationary Multivariate Random Processes—Part II

DOI10.1115/1.3173088zbMath0622.65150OpenAlexW2051885388MaRDI QIDQ3759917

Pol D. Spanos, Marc P. Mignolet

Publication date: 1987

Published in: Journal of Applied Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1115/1.3173088

zbMATH Keywords

simulationreliabilityefficiencyearthquake engineeringinvertibilityStabilitycorrelationsoffshore engineeringwind engineeringmultivariate random processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Probabilistic models, generic numerical methods in probability and statistics (65C20) Estimation and detection in stochastic control theory (93E10) Probabilistic methods, stochastic differential equations (65C99)

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