IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v29y1988i2p195-207.html
   My bibliography  Save this article

Asymptotic crossing rates for stationary Gaussian vector processes

Author

Listed:
  • Breitung, Karl

Abstract

For stationary differentiable Gaussian vector processes the expected number of crossings through a hypersurface is given by a surface integral. In general, this is difficult to calculate. In this paper asymptotic approximations for these surface integrals are derived.

Suggested Citation

  • Breitung, Karl, 1988. "Asymptotic crossing rates for stationary Gaussian vector processes," Stochastic Processes and their Applications, Elsevier, vol. 29(2), pages 195-207, September.
    • Handle: RePEc:eee:spapps:v:29:y:1988:i:2:p:195-207
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4149(88)90037-3
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Wang, Zequn & Chen, Wei, 2016. "Time-variant reliability assessment through equivalent stochastic process transformation," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 166-175.
    2. Zhang, Yang & Xu, Jun & Gardoni, Paolo, 2024. "A loading contribution degree analysis-based strategy for time-variant reliability analysis of structures under multiple loading stochastic processes," Reliability Engineering and System Safety, Elsevier, vol. 243(C).
    3. Hawchar, Lara & El Soueidy, Charbel-Pierre & Schoefs, Franck, 2017. "Principal component analysis and polynomial chaos expansion for time-variant reliability problems," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 406-416.
    4. Zhang, Yang & Xu, Jun & Beer, Michael, 2023. "A single-loop time-variant reliability evaluation via a decoupling strategy and probability distribution reconstruction," Reliability Engineering and System Safety, Elsevier, vol. 232(C).
    5. Jian Wang & Xiang Gao & Zhili Sun, 2021. "A Multilevel Simulation Method for Time-Variant Reliability Analysis," Sustainability, MDPI, vol. 13(7), pages 1-16, March.
    6. Li, Junxiang & Chen, Jianqiao, 2019. "Solving time-variant reliability-based design optimization by PSO-t-IRS: A methodology incorporating a particle swarm optimization algorithm and an enhanced instantaneous response surface," Reliability Engineering and System Safety, Elsevier, vol. 191(C).
    7. Jian Wang & Xiang Gao & Zhili Sun, 2021. "An Importance Sampling Framework for Time-Variant Reliability Analysis Involving Stochastic Processes," Sustainability, MDPI, vol. 13(14), pages 1-16, July.
    8. Xu, Sheng & Wang, Shan & Guedes Soares, C., 2019. "Review of mooring design for floating wave energy converters," Renewable and Sustainable Energy Reviews, Elsevier, vol. 111(C), pages 595-621.
    9. Wang, Zequn & Wang, Pingfeng, 2013. "A new approach for reliability analysis with time-variant performance characteristics," Reliability Engineering and System Safety, Elsevier, vol. 115(C), pages 70-81.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:29:y:1988:i:2:p:195-207. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.