Cycle range distributions for Gaussian processes -- exact and approximative results (Q2488444): Difference between revisions

For a stationary Gaussian stochastic process different cycles are considered: max-min, crest-through, mean-separated crest-through and rainflow. E.g. the max-min cycle is formed by a pair of the local maximum of height \(M^{+}\) and the following local minimum \(M^{-}\). The max-min range is defined as \(H=M^{+}-M^{-}\). Approximations are discussed for distributions of the cycle ranges mainly based on the Rice and Rayleigh distributions. Numerical routines from the toolbox WAFO (for the use with Mathlab) are described which implement algorithms for calculating joint distributions of \(M^{+}\) and \(M^{-}\) and ranges of different cycles.