First Passage Times for Combinations of Random Loads.

Abstract

Structures are subject to changing loads from various sources. In many instances these loads fluctuate in time apparently random fashion. Models are considered for which the stress put on the structure by various loads simultaneously can be described by a regenerative process. The distribution of the first time until the stress on the structure exceeds a given level x is studied. Asymptotic properties of the distribution are given for a large stress level x and for the tail of the distribution for fixed finite stress level x. Simulation results are given to assess the accuracy of using the asymptotic results to approximate the distribution. Keywords include: First passage time; Regenerative process; Combinations of random loads; and Asymptotic exponentiality.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1985
Accession Number
ADA153275

Entities

People

  • P. A. Jacobs

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Biomedical
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Accuracy
  • Civil Engineering
  • Engineering
  • Mathematics
  • Military Research
  • New York
  • Oceanography
  • Operations Research
  • Plastic Explosives
  • Probability
  • Random Variables
  • Research Facilities
  • Security
  • Simulations
  • Statistics
  • Stochastic Processes
  • Systems Engineering

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Structural Health Monitoring of Composite Structures.