On the maximum of gaussian fourier series emerging in the analysis of random vibrations

DOI10.2307/3214329zbMath0677.60067OpenAlexW2312545599MaRDI QIDQ3833369

Enzo Orsingher

Publication date: 1989

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

Full work available at URL: https://doi.org/10.2307/3214329

zbMATH Keywords

Brownian bridgeWiener sheetone-dimensional wave equation with random data

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Large and small deviations of a string driven by a two-parameter Gaussian noise white in time ⋮ Energy of the stochastic wave equation driven by a fractional Gaussian noise ⋮ Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\) ⋮ Karhunen-Loève expansion for additive Slepian processes ⋮ The joint distribution of running maximum of a Slepian process ⋮ Boundary non-crossing probabilities for Slepian process ⋮ Probabilistic estimates of the maximum norm of random Neumann Fourier series ⋮ THE STOCHASTIC WAVE EQUATION DRIVEN BY FRACTIONAL BROWNIAN NOISE AND TEMPORALLY CORRELATED SMOOTH NOISE ⋮ A Stability Property of Stochastic Vibration ⋮ Stability of Dynamical Systems with a Multiplicative White Noise ⋮ On the maximum of the generalized Brownian bridge

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