The Extreme Value Distribution of Non-Stationary Vector Processesby K. Breitung, Univ Muenchen, Germany,
Document Type: Proceeding Paper
Abstract: In this paper the extreme value distribution of functions of non-stationary vector processes is studied. For these processes asymptotic approximations for the crossing rates through hypersurfaces (defined by these functions) are derived with the Laplace method. All possible cases are considered, i.e, maxima in the interior of the time interval and on the boundary. It is shown that the results are different from those in the stationary case.
Subject Headings: Failure analysis | Vector analysis | Structural analysis | Structural reliability | Structural safety | Stationary processes | Laplace transform | Distribution functions
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