The Extreme Value Distribution of Non-Stationary Vector Processes

by K. Breitung, Univ Muenchen, Germany,

Document Type: Proceeding Paper

Part of: Structural Safety and Reliability


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 | Structural analysis | Structural reliability | Structural safety | Stationary processes | Stochastic processes | Approximation methods | Distribution functions

Services: Buy this book/Buy this article


Return to search