Extremes, rainflow cycles and damage functionals in continuous random processes

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:63

Article

关键词: amplitude;    Brownian motion;    crossings;    diffusions;    fatigue;    local extremes;    oscillation measures;    rainflow-cycle;    Skorohod's equation;   

DOI  :  10.1016/0304-4149(96)00062-2

来源: Elsevier

【 摘 要 】

We discuss some properties of damage functionals defined on a sequence of local extremes in continuous stochastic processes both irregular, e.g. Brownian motion, diffusions, and smooth, e.g. stationary Gaussian processes with finite intensity of local maxima. Local extremes are represented as a point process in R(2). The main tools are rainflow cycles and oscillation measures.

【 授权许可】

Free