Showing papers by "Enzo Orsingher published in 1989"

On the maximum of gaussian fourier series emerging in the analysis of random vibrations

Abstract: In this paper we study the maximum of Gaussian Fourier series emerging in the analysis of random vibrations of a finite string. Evaluating the distribution of the maximal displacement corresponds to the analysis of the maximum for the related Gaussian Fourier series with independent coefficients. When vibrations are triggered by an initial white noise disturbance (where the instantaneous form of the vibrating string is composed of three processes pieced together) we give upper bounds for the maximal displacement. In the last section we consider forced vibrations at special instants where the instantaneous form of the vibrating string has the structure of a Brownian bridge. This enables us to give the exact distribution of the maximum for the related sine series.

On the comparison of the distribution of the supremum of random fields represented by stochastic integrals

Abstract: On compare les distributions des supremums des champs aleatoires gaussiens Z(P)=∫G(P,P')dW(P') et U(P)=∫dW(P'), ou dW est un champ de bruit blanc et G une fonction de reponse determinante particuliere, les integrales etant prises sur un cercle de rayon fixe. Les resultats permettent d'etablir des bornes superieures pour la loi du supremum de Z(P)