A law of large numbers for upcrossing measures

DOI10.1016/0304-4149(94)00002-6MaRDI QIDQ1343583zbMATHOpenAlexFDO

Authors Michael Scheutzow

Publication date 30 May 1995

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(94)00002-6

zbMATH Keywords

local martingalesfatigue analysisupcrossingsrainflow counting

Mathematics Subject Classification ID

Strong limit theorems (60F15) Random measures (60G57)

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Cites work

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• Brownian excursions, trees and measure-valued branching processes
• Extremes, rainflow cycles and damage functionals in continuous random processes
• Generation of random processes for fatigue testing
• Rain-Flow-Cycle Distribution for Ergodic Load Processes
• The two-barrier problem for continuously differentiable processes

Cited in

(5)

• Rainflow Cycles for Switching Processes with Markov Structure
• On point measures of \(\varepsilon\)-upcrossings for stationary diffusions.
• Rice formula for processes with jumps and applications
• Extremes, rainflow cycles and damage functionals in continuous random processes
• Extrapolation of rainflow matrices

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