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Title: Finite dimensional (FD) Slepian models for non-Gaussian processes
Conditions under which samples of continuous stochastic processes 𝑋(𝑑) on bounded time intervals [0, 𝜏] can be represented by samples of finite dimensional (FD) processes 𝑋𝑑 (𝑑) are augmented such that samples of Slepian models 𝑆𝑑,π‘Ž(𝑑) of 𝑋𝑑 (𝑑) can be used as surrogates for samples of Slepian models π‘†π‘Ž(𝑑) of 𝑋(𝑑). FD processes are deterministic functions of time and 𝑑 < ∞ random variables. The discrepancy between target and FD samples is quantified by the metric of the space 𝐢[0, 𝜏] of continuous functions. The numerical illustrations, which include Gaussian/non-Gaussian FD processes and solutions of linear/nonlinear random vibration problems, are consistent with the theoretical findings in the paper.  more » « less
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Date Published:
Journal Name:
Probabilistic engineering mechanics
69 (2022) 103323
69 (2022) 103323
Medium: X
Sponsoring Org:
National Science Foundation
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