Research Article
Oct 1979
First-Crossing of Second-Moment Random Sequences
Publication: Journal of the Engineering Mechanics Division
Volume 105, Issue 5
Abstract
The second-moment approach to safety is extended to cases when malperformance is modeled as a first-crossing event of a random sequence. For this purpose, one needs to calculate Tchebysheff's bounds to the probability that any component of a random vector with given mean value and covariance matrix exceeds a critical value. Theoretical results include improved Tchebysheff's bounds for the crossing probability of both stationary and nonstationary second-moment sequences. Numerical results are given in terms of neq, being the length of an equivalent uncorrelated stationary sequence with the same Tchebysheff bound.
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Published In
Journal of the Engineering Mechanics Division
Volume 105 • Issue 5 • October 1979
Pages: 747 - 759
Copyright
© 1979 American Society of Civil Engineers.
History
Published in print: Oct 1979
Published online: Feb 3, 2021
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Authors
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Daniele Veneziano, AM.ASCE
Assoc. Prof. of Civ. Engrg., Massachusetts Inst. of Tech., Cambridge, Mass.
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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.