Conditional probability Markov chain simulation based reliability analysis method for nonnormal variables

DOI10.1007/S11431-010-0138-9MaRDI QIDQ617111zbMATH OpenOpenAlexFDO

Authors Xiukai Yuan, Hongwei Qiao, Zhenzhou Lü

Publication date 21 January 2011

Published in Science China. Technological Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11431-010-0138-9

zbMATH Keywords

Markov chainMonte Carlonumerical examplesreliabilityalgorithmfailure probability

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

• Saddlepoint approximation based structural reliability analysis with non-normal random variables
• Reliability sensitivity measure based on a reliability sensitivity function and its solution by a conditional probability simulation method
• Methods for fuzzy and random probability analysis problems based on Markov chain and saddle-point approximations
• A new method for reliability sensitivity analysis with correlative normal variables
• Reliability analysis based on a saddle point approximation-line sampling method of golden section dichotomy

Cites work

• Remarks on a Multivariate Transformation

Cited in

(3)

• Methods for fuzzy and random probability analysis problems based on Markov chain and saddle-point approximations
• Reliability analysis based on a saddle point approximation-line sampling method of golden section dichotomy
• Saddlepoint approximation based structural reliability analysis with non-normal random variables

This page was built for publication: Conditional probability Markov chain simulation based reliability analysis method for nonnormal variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q617111)