HE Wu-zhou, YUAN Ming-shun. Statistical Property of Threshold-Crossing for Zero-Mean-Valued, Narrow-Banded Gaussian Processes[J]. Applied Mathematics and Mechanics, 2001, 22(6): 625-632.
Citation: HE Wu-zhou, YUAN Ming-shun. Statistical Property of Threshold-Crossing for Zero-Mean-Valued, Narrow-Banded Gaussian Processes[J]. Applied Mathematics and Mechanics, 2001, 22(6): 625-632.

Statistical Property of Threshold-Crossing for Zero-Mean-Valued, Narrow-Banded Gaussian Processes

  • Received Date: 1998-11-04
  • Rev Recd Date: 1999-11-08
  • Publish Date: 2001-06-15
  • Based on a comprehensive discussion of the calculation method for the threshold crossing statistics of zero mean valued,narrow banded Gaussian processes of various practical engineering problems,including the threshold-crossing probability,average number of crossing events per unit time,mean threshold-crossing duration and amplitude,a new simple numerical procedure is proposed for the efficient evaluation of mean threshold-crossing duration.A new dimensionaless parameter, called the threshold-crossing intensity,is defined as a measure of the threshold-crossing severity, which is equal to the ratio of the product of average number of crossing events per unit time and mean threshold-crossing duration and amplitude over the threshold.It is found,by the calculation results for various combinations of stochastic processes and different thresholds,that the threshold-crossing intensity,irrelevant of the threshold and spectral density of the process,is dependent only on the threshold-crossing probability.
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    Price W G, Bishop R E D. Probabilistic Theory of Ship Dynamics[M]. London: Chapman and Hall,1974.
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    Tikhonov V I. The distribution of the duration of excursions of normal fluctuations[A]. In: Kuznetsov P I, Stratonovick R L, Tikhonov V I Eds. Non-Linear Transformations of Stochastic Processes[C]. Oxfrod: Pergamon,1965,354-367.
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