Partial summations of stationary sequences of non-Gaussian random variables

Probabilistic Engineering Mechanics

Volumn 11, Issue 1, 1996, Pages 25-30

  Mohr, Gunnar ^a   Ditlevsen, Ove ^a  

^a TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTER SIMULATION; CORRELATION METHODS; POLYNOMIALS; RECURSIVE FUNCTIONS;

ASYMPTOTIC GAUSSIANITY; AUTOCORRELATION FUNCTIONS; AUTOCORRELATION STRUCTURE; CENTRAL LIMIT THEOREM; COMPUTERIZED SYMBOL MANIPULATION; DETERMINISTIC WEIGHT FUNCTIONS; NON GAUSSIAN RANDOM VARIABLES; STOCHASTIC MECHANICS; WINTERSTEIN APPROXIMATIONS;

RANDOM PROCESSES;

EID: 0029753605     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/0266-8920(95)00024-0     Document Type: Article

References (4)

1. Winterstein, S. R., Nonlinear vibration models for extremes and fatigue. J. Engng Mech. ASCE 114 (1988) 1772-1790.
2. Ditlevsen, O., Mohr, G. & Hoffmeyer, P., Integration of non-Gaussian fields. Prob. Engng Mech. 11 (1996) 15-23.
3. Stein, C., A bound for the errors in the normal approximation of a sum of dependent random variables. Proc. 8th Berkeley Symp. on Mathematical Statistics and Probability, Vol. 2, Berkeley, Los Angeles, Univ. of California Press, pp. 882-602 (1972).
4. Tikhomirov, A. N. (1980) On the convergence rate in the central limit theorem for weakly dependent random variables. Theory Prob. Appl. 25 (1980) 790-809.