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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

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: Stochastic processes | Failure analysis | Stationary processes | Vector analysis | Structural safety | Structural reliability | Structural analysis

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