First passage times for combinations of random loads
Jacobs, Patricia A.
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Structures are subject to changing loads from various sources. In many instances these loads fluctuate in time apparently random fashion. Models are considered for which the stress put on the structure by various loads simultaneously can be described by a regenerative process. The distribution of the first time until the stress on the structure exceeds a given level x is studied. Asymptotic properties of the distribution are given for a large stress level x and for the tail of the distribution for fixed finite stress level x. Simulation results are given to assess the accuracy of using the asymptotic results to approximate the distribution. Keywords include: First passage time; Regenerative process; Combinations of random loads; and Asymptotic exponentiality
RightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
NPS Report NumberNPS55-85-002
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