Slepian Process of a Non-stationary Processby A. M. Hasofer, Univ of New South Wales, Kensington,
Document Type: Proceeding Paper
Abstract: An algorithm for simulating a zero-mean non-stationary Gaussian process over a fixed interval [0,T] with given arbitrary covariance function as well as the associated Slepian model process, i.e., loosely speaking, the process conditioned on an upcrossing of level u at t = 0, is described.
Subject Headings: Gaussian process | Stationary processes | Algorithms | Arbitration | Simulation models | Structural analysis | Structural models
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