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Slepian Process of a Non-stationary Process

by A. M. Hasofer, Univ of New South Wales, Kensington,



Document Type: Proceeding Paper

Part of: Probabilistic Mechanics and Structural and Geotechnical Reliability

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 | Stochastic processes | Algorithms | Structural models | Simulation models | Arbitration

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