Spectral representation based model for Monte Carlo simulation

Probabilistic Engineering Mechanics

Volumn 15, Issue 4, 2000, Pages 365-370

  Grigoriu, M ^a  

^a Cornell University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTER SIMULATION; FUNCTIONS; MATHEMATICAL MODELS; MONTE CARLO METHODS; WHITE NOISE;

COVARIANCE FUNCTION; SPECTRAL REPRESENTATION THEOREM;

RANDOM PROCESSES;

EID: 0034298879     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0266-8920(99)00038-7     Document Type: Article

References (8)

1. Grigoriu M. Applied non-Gaussian processes: examples, theory, simulation, linear random vibration, and MATLAB solutions. 1995;Prentice-Hall, Englewood Cliffs, NJ.
2. Grigoriu M. On the spectral representation method in simulation. Probab Engng Mech. 8:1993;75-90.
3. Grigoriu M. Simulation of stationary processes via a sampling theorem. J Sound Vibration. 1992;301-313.
4. Shinozuka M., Deodatis G. Simulation of stochastic processes by spectral representation. Appl Mech Rev. 44:(4):1991;191-203.
5. Spanos P.D., Mignolet M.P. ARMA Monte Carlo simulation in probabilistic structural analysis. The Shock Vibration Digest. 21:(4):1989;3-14.
6. Shinozuka M., Jan C.-M. Digital simulation of random processes and its applications. J Sound Vibration. 25:(1):1972;111-128.
7. Cramér H., Leadbetter M.R. Stationary and related processes. 1967;Wiley, New York.
8. Rubinstein R.Y. Simulation and the Monte Carlo method. 1981;Wiley, New York.