On the Maximum of Gaussian Fourier Sine Series Connected with Random Vibrations
E. Orsingher
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E. Orsingher: University of Salerno, Dipartimento di Informatica ed Applicazioni
A chapter in Biomathematics and Related Computational Problems, 1988, pp 555-558 from Springer
Abstract:
Abstract In this note we analyse a Gaussian Fourier random series which emerges in the analysis of forced vibrations. In particular we give the distribution of its maximum over arbitrary intervals by exploiting its connection with Brownian bridge.
Keywords: Forced Vibration; Standard Brownian Motion; Random Vibration; Brownian Bridge; Noise Field (search for similar items in EconPapers)
Date: 1988
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-009-2975-3_49
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DOI: 10.1007/978-94-009-2975-3_49
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