Non-stationary and stationary coincidence probabilities for intermittent pulse load processes

被引:10
|
作者
Iwankiewicz, R
Rackwitz, R
机构
[1] Tech Univ Munich, Inst Tragwerksbau, D-80290 Munich, Germany
[2] Univ Witwatersrand, Sch Mech Engn, ZA-2050 Wits, Johannesburg, South Africa
关键词
Erlang distributed durations; Dirac delta function; Markov states;
D O I
10.1016/S0266-8920(98)00045-9
中图分类号
TH [机械、仪表工业];
学科分类号
0802 ;
摘要
A train of intermittent rectangular load pulses with arrival times driven by an Erlang renewal process and with durations distributed according to a truncated Erlang distribution is considered. Based on the phase approach of queueing theory the differential equations governing the probabilities of the system being in different Markov states are derived. The differential equations for the coincidence probabilities are also obtained for mutually independent loads arising from different sources. The non-stationary and stationary solution for Markov states probabilities and coincidence probabilities is formulated and these probabilities are evaluated for different models. In particular, the stationary coincidence probabilities are evaluated for the example problem of a steel column under bending and compression caused by three independent intermittent loads. (C) 2000 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码:155 / 167
页数:13
相关论文
共 50 条
  • [1] STATIONARY OPERATOR FOR NON-STATIONARY PROCESSES
    ZUBAREV, DN
    DOKLADY AKADEMII NAUK SSSR, 1965, 164 (03): : 537 - &
  • [2] Coincidence probabilities for intermittent pulse load processes with Erlang arrivals and durations
    Iwankiewicz, R
    Rackwitz, R
    STRUCTURAL SAFETY AND RELIABILITY, VOLS. 1-3, 1998, : 1105 - 1112
  • [3] Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
    Zhu, Lingjiong
    INSURANCE MATHEMATICS & ECONOMICS, 2013, 53 (03): : 544 - 550
  • [4] Surveillance of non-stationary processes
    Lazariv, Taras
    Schmid, Wolfgang
    ASTA-ADVANCES IN STATISTICAL ANALYSIS, 2019, 103 (03) : 305 - 331
  • [5] NON-STATIONARY PROCESSES AND SPECTRUM
    NAGABHUSHANAM, K
    BHAGAVAN, CS
    CANADIAN JOURNAL OF MATHEMATICS, 1968, 20 (05): : 1203 - +
  • [6] ON PREDICTION OF NON-STATIONARY PROCESSES
    ABDRABBO, NA
    PRIESTLE.MB
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1967, 29 (03) : 570 - &
  • [7] Predicting non-stationary processes
    Ryabko, Daniil
    Hutter, Marcus
    APPLIED MATHEMATICS LETTERS, 2008, 21 (05) : 477 - 482
  • [8] Surveillance of non-stationary processes
    Taras Lazariv
    Wolfgang Schmid
    AStA Advances in Statistical Analysis, 2019, 103 : 305 - 331
  • [9] Riemann Integral Operator for Stationary and Non-Stationary Processes
    Alexandrovich, I. M.
    Lyashko, S. I.
    Sydorov, M. V. -S.
    Lyashko, N. I.
    Bondar, O. S.
    CYBERNETICS AND SYSTEMS ANALYSIS, 2021, 57 (06) : 918 - 926
  • [10] Information Theory for Non-Stationary Processes with Stationary Increments
    Granero-Belinchon, Carlos
    Roux, Stephane G.
    Garnier, Nicolas B.
    ENTROPY, 2019, 21 (12)