Extremes, rainflow cycles and damage functionals in continuous random processes

Igor Rychlik

Stochastic Processes and their Applications, 1996, vol. 63, issue 1, 97-116

Abstract: 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 R2. The main tools are rainflow cycles and oscillation measures.

Keywords: Amplitude; Brownian; motion; Crossings; Diffusions; Fatigue; Local; extremes; Oscillation; measures; Rainflow-cycle; Skorohod's; equation (search for similar items in EconPapers)
Date: 1996
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