Approximate Distribution and Simulation of Successive Extremes for Gaussian Random Process

Abstract

In some engineering problems, such as fatigue of structures under random loading, the distribution of amplitude is of primary importance. In the present paper, the time interval and the amplitude of two successive extremes were investigated for the case of Gaussian random process. Approximate distribution of time interval of two successive extremes were obtained by modifying Rice's results for time interval of two zero-crossings. For the distributions of amplitude, the probability density function was determined by the Monte Carlo method. These results were compared with those of numerical experiments for the noise composed of simple power spectra.