Simulation of non-Gaussian processes using fractile correlation

Probabilistic Engineering Mechanics

Volumn 19, Issue 4, 2004, Pages 287-292

  Phoon, Kok Kwang ^a   Quek, Ser Tong ^a   Huang, Hongwei ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

CDF mapping; Fractile correlation; Karhunen Loeve expansion; Non Gaussian stochastic process; Non stationary process; Product moment correlation

Indexed keywords

COMPUTER SIMULATION; CORRELATION METHODS; FUNCTIONS; MAPPING; MATHEMATICAL TRANSFORMATIONS; RANDOM PROCESSES;

CDF MAPPING; FRACTILE CORRELATION; KARHUNEN-LOEVE EXPANSION; NON-GAUSSIAN STOCHASTIC PROCESS; NON-STATIONARY PROCESS; PRODUCT-MOMENT CORRELATION;

PROCESS ENGINEERING;

EID: 4644330271     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.probengmech.2003.09.001     Document Type: Article

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