Generation of random processes for fatigue testing

Sture Holm and Jacques de Maré

Stochastic Processes and their Applications, 1985, vol. 20, issue 1, 149-156

Abstract: In fatigue testing there is a need to generate multivariate random processes meeting certain conditions on distributions, crossing properties and regularity. In this paper it is demonstrated how these conditions can be satisfied. The required process is generated by a random time deformation working on a Gaussian process.

Keywords: Gaussian; processes; ergodicity; crossings; Markov; reliability; time; deformation (search for similar items in EconPapers)
Date: 1985
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