Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/91289
Title: Estimating correlation structure of non-gaussian stationary translation processes
Authors: Liu, Y.
Quek, S.T. 
Lee, F.H.
Issue Date: 2013
Source: Liu, Y.,Quek, S.T.,Lee, F.H. (2013). Estimating correlation structure of non-gaussian stationary translation processes. Safety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures - Proceedings of the 11th International Conference on Structural Safety and Reliability, ICOSSAR 2013 : 2833-2840. ScholarBank@NUS Repository.
Abstract: Obtaining explicit and simple expressions of the correlation functions of non-Gaussian stationary processes remains an attractive challenge, although some approaches have been developed to estimate the correlation functions of translation processes. In this study, a simple explicit function, relating the correlation function of the non-Gaussian stationary process and that of its underlying Gaussian process is proposed. The relationship provides control on the scale of fluctuation of the non-Gaussian process. For illustration purposes, translation processes with lognormal and beta marginal probability density functions are employed.The proposed functions for these two types of processes are found to be in good agreement with the corresponding theoretical solutions. The lower bound for the correlation of translation processes is able to theoretically reach -1, provided the non-Gaussian processes have symmetrical marginal probability density functions. This is demonstrated through a numerical example. © 2013 Taylor & Francis Group, London.
Source Title: Safety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures - Proceedings of the 11th International Conference on Structural Safety and Reliability, ICOSSAR 2013
URI: http://scholarbank.nus.edu.sg/handle/10635/91289
ISBN: 9781138000865
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