Research Article
Apr 1969
On the Bound of First Excursion Probability
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VIEW THE REPLYPublication: Journal of the Engineering Mechanics Division
Volume 95, Issue 2
Abstract
Because of its direct relation to the reliability or the safe performance of mechanical and structural systems subjected to random external disturbances, the bounding technique of the first excursion probability is studied. In particular, the lower bound of the probability proposed previously by one of the present authors is improved. Numerical examples indicate that the improvement is significant. The present method of improvement requires the knowledge of the joint density function of the random process at two arbitrary instants. Other than this, the method is universal; it can apply to stationary or nonstationary, Gaussian or non-Gaussian processes. General expressions for lower and upper bounds are also derived in this study and their potential usefulness is pointed out.
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Published In
Journal of the Engineering Mechanics Division
Volume 95 • Issue 2 • April 1969
Pages: 363 - 378
Copyright
© 1969 American Society of Civil Engineers.
History
Published in print: Apr 1969
Published online: Feb 3, 2021
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Masanobu Shinozuka, M.ASCE
Visiting Scholar, Dept. of Civ. Engrg., North Carolina State Univ., Raleigh, N.C.; on leave from Columbia University, New York, N.Y.
Jann-Nan Yang, AM.ASCE
NRC-NASA Resident Research Assoc., Jet Propulsion Lab., California Inst. of Technol., Pasadena, Calif.
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Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.