CONDITIONAL AND JOINT FAILURE SURFACE CROSSING OF STOCHASTIC PROCESSES

This paper develops some general theory applicable to staionary, nonstationary, Gaussian, and non-Gaussian vector processes. The mean rate at which stochastic vector processes crossout of safe domains can be interpreted as parametric sensitivity factors for failure probability of suitably modeled associated parallel systems. It is then posible to calculate the rates using standard reliability methods. The general results are used for derivation of some closed-form analytical formulas for the Gaussian case.

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  • English

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  • Accession Number: 00624215
  • Record Type: Publication
  • Files: TRIS
  • Created Date: Sep 21 1993 12:00AM