Simulating a Gaussian random process by conditional PDF

DOI10.1108/02644401111141000zbMATH Open1284.74148OpenAlexW2041346607MaRDI QIDQ5406799FDOQ5406799

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

Recommendations

• Publication:4504085
• ON SIMULATION OF A GAUSSIAN STATIONARY PROCESS
• Publication:4865097
• A class of non-Gaussian processes for Monte Carlo simulation
• scientific article; zbMATH DE number 3844739

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)

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)