ASYMPTOTIC 1ST-PASSAGE TIME DISTRIBUTIONS IN COMPOUND POISSON PROCESSES

被引:5
作者
DITLEVSEN, O
机构
[1] Department of Structural Engineering, Technical University of Denmark, DK-2800 Lyngby
关键词
compound Poisson process; first-passage problems; random damage accumulation;
D O I
10.1016/0167-4730(90)90049-U
中图分类号
TU [建筑科学];
学科分类号
0813 ;
摘要
First-passage problems for compound Poisson processes appear in reliability investigations concerning damage accumulation in structures that are subject to random process excitations. Asymptotic first-passage time distributions are easily obtained. Their accuracies are studied by use of simulation. Surprisingly good accuracy is achieved. © 1990.
引用
收藏
页码:327 / 336
页数:10
相关论文
共 7 条
[1]  
CASCIATI F, 1978, 6TH P EUR C EARTHQ E, V2, P31
[2]   RANDOM FATIGUE CRACK-GROWTH - A 1ST PASSAGE PROBLEM [J].
DITLEVSEN, O .
ENGINEERING FRACTURE MECHANICS, 1986, 23 (02) :467-477
[3]   ELASTOPLASTIC OSCILLATOR WITH GAUSSIAN EXCITATION [J].
DITLEVSEN, O .
JOURNAL OF ENGINEERING MECHANICS-ASCE, 1986, 112 (04) :386-406
[4]  
DITLEVSEN O, 1989, RES WORKSHOP STOCHAS
[5]  
Schrodinger E, 1915, PHYS Z, V16, P289
[6]   STATISTICAL PROPERTIES OF INVERSE GAUSSIAN DISTRIBUTIONS .1. [J].
TWEEDIE, MCK .
ANNALS OF MATHEMATICAL STATISTICS, 1957, 28 (02) :362-377
[7]  
VANMARCKE EH, 1970, MIT R7066 DEP CIV EN