HIGH-ACCURATE EVALUATION OF FIRST PASSAGE FAILURE PROBABILITIES FOR STATIONARILY RANDOMLY EXCITED STRUCTURES
نویسندگان
چکیده
منابع مشابه
Local Behaviour of First Passage Probabilities
Suppose that S is an asymptotically stable random walk with norming sequence cn and that Tx is the time that S rst enters (x;1); where x 0: The asymptotic behaviour of P (T0 = n) has been described in a recent paper of Vatutin and Wachtel [21], and here we build on that result to give three estimates for P (Tx = n); which hold uniformly as n ! 1 in the regions x = o(cn); x = O(cn); and x=cn !1...
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ژورنال
عنوان ژورنال: Proceedings of the Japan Society of Civil Engineers
سال: 1983
ISSN: 1884-4936,0385-5392
DOI: 10.2208/jscej1969.1983.332_11