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Mathematical Analysis of Random Noise-Conclusion
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This article is published in Bell System Technical Journal.The article was published on 1945-01-01 and is currently open access. It has received 807 citations till now.read more
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Stochastic Analysis and Probabilistic Prediction of Random Seas
TL;DR: In this article, a mathematical description of random seas and the basic principles are given pertinent to the stochastic approach are given for wave height and period prediction methods, and Spectral formulations are given of wind-generated seas that can be used for predicting responses of Marine systems and offshore structures.
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Temporal and spatial multi-parameter dynamic reliability and global reliability sensitivity analysis based on the extreme value moments
TL;DR: In this paper, a method for estimating the dynamic failure probability with multiple temporal and spatial parameters and analyzing the global reliability sensitivity of the dynamic problem is presented, where the moment estimation of the extreme value of dynamic limit state function is considered.
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An outcrossing rate model and its efficient calculation for time-dependent system reliability analysis
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Probability distribution of the time-averaged mean-square displacement of a Gaussian process.
TL;DR: The optimality of quadratic forms for inferring dynamical and microrheological quantities from individual random trajectories is discussed, with emphasis on a reliable interpretation of single-particle tracking experiments.
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Wave characteristic distributions for Gaussian waves—Wave-length, amplitude and steepness
Georg Lindgren,Igor Rychlik +1 more
TL;DR: In this article, the authors compared two simpler approximations, one due to Cavanie et al. (1976) based on a cosine process and a new one, derived by replacing the model process by its regression curve.