On the Distribution of the First-Passage Time for Normal Stationary Random Processes
From MaRDI portal
Publication:4088360
DOI10.1115/1.3423521zbMath0324.70028OpenAlexW2034262210MaRDI QIDQ4088360
Publication date: 1975
Published in: Journal of Applied Mechanics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1115/1.3423521
Estimation and detection in stochastic control theory (93E10) Random vibrations in mechanics of particles and systems (70L05) Special processes (60K99)
Related Items (20)
Time-dependent reliability modeling and analysis method for mechanics based on convex process ⋮ Probabilistic Risk Assessment of Fan Type Cable Stayed Bridges Against Earthquake Forces ⋮ Reliability analysis of structures with interval uncertainties under stationary stochastic excitations ⋮ Estimation of extreme values by the average conditional exceedance rate method ⋮ Penalization of Nonsmooth Dynamical Systems with Noise: Ergodicity and Asymptotic Formulae for Threshold Crossings Probabilities ⋮ A reduced spectral function approach for the stochastic finite element analysis ⋮ A phase transition in the first passage of a Brownian process through a fluctuating boundary with implications for neural coding ⋮ Identification of resonant earthquake ground motion ⋮ Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators ⋮ An approximation of the first passage probability of systems under nonstationary random excitation ⋮ Simplified estimation of seismically induced settlements ⋮ Stochastic Analysis of the Risk of Seismic Pounding Between Adjacent Buildings ⋮ AN APPROXIMATION METHOD FOR COMPUTING THE DYNAMIC RESPONSES AND EQUIVALENT STATIC WIND LOADS OF LARGE-SPAN ROOF STRUCTURES ⋮ Reliability function determination of nonlinear oscillators under evolutionary stochastic excitation via a Galerkin projection technique ⋮ Network design for the spatial estimation of environmental variables ⋮ Multi-mode response spectrum for multi-harmonic crowd jumping loads ⋮ Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach ⋮ Computational framework for long-term reliability analysis of RC structures ⋮ Maximum response statistics of MDoF linear structures excited by non-stationary random processes ⋮ Structural optimization of linear dynamical systems under stochastic excitation: a moving reliability database approach
This page was built for publication: On the Distribution of the First-Passage Time for Normal Stationary Random Processes
