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A MARKOVIAN
APPROACH TO ORDERED PEAK STATISTICS |
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B. BASU 1,
V. K. GUPTA 1, D. KUNDU 2 |
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1Department
of Civil Engineering, Indian Institute of Technology, Kanpur - 208016, India |
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Keywords |
seismic response; peak factors; order statistics; peak
dependence; transition probability; Markov theory
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Abstract |
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A theory based on Markovian principles and transition
probability description is presented here to predict the statistics of the
ordered peaks in a random process. It takes into account the statistical
dependence that exists between the peaks in a single time history. The theory
is more general than the other existing theories and, in special cases, it is
shown to lead to the independent order statistics as well as to a first
passage problem. Digital simulation has been carried out to validate the
analytical results. The effects of governing parameters on the statistics of
various orders of peaks have also been studied. |