Random Processes in Engineering Mechanics

Catalog description

Introduction to probability theory. Random processes: ergodic, stationary and non-stationary processes. Autocorrelation and cross-correlation functions, power and cross spectra, correlation coefficients. Input-output relationships for linear and nonlinear oscillators. Discrete and continuous systems. Zero-crossing and up-crossing problem. Stochastic characteristics of maximum response. Applications to vibrations, earthquake and wind engineering.