Extremes of Correlated Non‐Gaussian Series
Publication: Journal of Structural Engineering
Volume 110, Issue 7
Abstract
Mean crossings rates are determined for translation series, which can be obtained from correlated Gaussian series by nonlinear transformations. Translation series have a specified marginal distribution and correlation structure. It is shown that mean crossing rates depend weakly on correlation, particularly for relatively large thresholds. This weak dependence shows that approximations can be developed for mean crossing rates if correlation is disregarded. Theoretical developments are applied to determine the reliability of chain systems with links having correlated, non‐Gaussian resistances and to estimate extreme wind speeds.
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Information & Authors
Information
Published In
Journal of Structural Engineering
Volume 110 • Issue 7 • July 1984
Pages: 1485 - 1494
Copyright
Copyright © 1984 ASCE.
History
Published online: Jul 1, 1984
Published in print: Jul 1984
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