Hostname: page-component-76fb5796d-2lccl Total loading time: 0 Render date: 2024-04-29T07:19:50.897Z Has data issue: false hasContentIssue false

Extrema of Gaussian process by simulation

Published online by Cambridge University Press:  17 April 2009

Shahaboddin Ghahreman
Affiliation:
Department of Mathematics, University of Wollongong, Wollongong, New South Wales 2500, Australia.
Rights & Permissions [Opens in a new window]

Abstract

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Abstracts of Australasian PhD theses
Copyright
Copyright © Australian Mathematical Society 1987

References

[1]Hasofer, A.M., “Simple trigonometric models for narrow-band stationary process”, Essays in Statistical Science, J. Appl. Prob. 19A (1982), 333344.Google Scholar
[2]Hasofer, A.M., “Distribution of the maximum of a Gaussian process by Monte Carlo”, J. Sound and Vibration 112 No.1, (to appear).Google Scholar
[3]Leadbetter, M.R., Lindgren, G. and Rootzen, H., Extremes and related properties of random sequences and processes”, (Springer-Verlag, New York, 1983).Google Scholar
[4]Nussbaumer, H.N., “Fast fourier transorm and convolution algorithms”, (Springer-Verlag, New York, 1982).Google Scholar
[5]Rubimstein, R.Y., Simulation and Monte-Carlo methods”, (Wiley, New York, 1981).Google Scholar
[6]Shinozuka, M., “Simulation of multivariate and multidimentional random processes”, J. Acoustical Society of America 49 (1971) 357368.Google Scholar
[7]Shinozuka, M., “Monte-Carlo solution of structural dymanics”, Computer and Structures 2 (1972) 855874.Google Scholar
[8]Shinozuka, M. and Jan, C.M., “Digital simulation of random processes and its applications”, J. Sound and Vibration 25 (1972) 111128.Google Scholar