Existence and construction of translation models for stationary non-Gaussian processes

Probabilistic Engineering Mechanics

Volumn 24, Issue 4, 2009, Pages 545-551

  Grigoriu, M ^a  

^a School of Operations Research and Industrial Engineering   (United States)

Author keywords

Hermite polynomials; Monte Carlo simulation; Optimization; Stationary processes; Translation processes

Indexed keywords

ARBITRARY FUNCTIONS; COVARIANCE FUNCTION; GAUSSIAN IMAGE; GAUSSIAN PROCESSES; HERMITE POLYNOMIALS; INCONSISTENT PAIR; MARGINAL DISTRIBUTION; MONTE CARLO SIMULATION; NON-GAUSSIAN PROCESS; OPTIMIZATION ALGORITHMS; PROBABILITY LAW; STATIONARY PROCESSES; TRANSLATION MODELS; TRANSLATION PROCESSES;

GAUSSIAN DISTRIBUTION; GAUSSIAN NOISE (ELECTRONIC); MONTE CARLO METHODS; OPTIMIZATION;

SIMULATORS;

EID: 67349248881     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.probengmech.2009.03.006     Document Type: Article

References (5)

1. Grigoriu M. Applied non-Gaussian processes: Examples, theory, simulation, linear random vibration, and MATLAB solutions (1995), Prentice Hall, Englewoods Cliffs (NJ)
2. Thangavelu S. Lectures on Hermite and Laguerre expansions (1993), Princeton University Press, Princeton (NJ)
3. Grigoriu M. Stochastic calculus. Applications in science and engineering (2002), Birkhäuser, Boston
4. Puig B., Poirion F., and Soize C. Non-Gaussian simulation using Hermite polynomials expansion: Convergence and algorithms. Probabilistic Engineering Mechanics 17 3 (2002) 253-264
5. Deodatis G., and Micaletti R.C. Simulation of highly skewed non-Gaussian stochastic processes. Journal of Engineering Mechanics, ASCE 127 12 (2001) 1284-1295