Simulating a Gaussian random process by conditional PDF

DOI10.1108/02644401111141000MaRDI QIDQ5406799zbMATH OpenOpenAlexFDO

Authors Jernej Klemenc, Matija Fajdiga

Publication date 4 April 2014

Published in Engineering Computations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/02644401111141000

zbMATH Keywords

Gaussian processesGaussian random processdurabilityproduct developmentdynamic loadingstructural engineeringconditional PDFexcitation signal reconstructionstructural dynamic loads

Mathematics Subject Classification ID

Stochastic and other probabilistic methods applied to problems in solid mechanics (74S60)

Recommendations

• Publication:4504085
• ON SIMULATION OF A GAUSSIAN STATIONARY PROCESS
• scientific article; zbMATH DE number 843997
• A class of non-Gaussian processes for Monte Carlo simulation
• scientific article; zbMATH DE number 3844739

Cites work

• Recursive Simulation of Stationary Multivariate Random Processes—Part I
• Spectral methods for lifetime prediction under wide-band stationary random processes

Cited in

(2)

• Conditional simulation of non-Gaussian random functions
• Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary

This page was built for publication: Simulating a Gaussian random process by conditional PDF

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5406799)