Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
805339 | Probabilistic Engineering Mechanics | 2011 | 8 Pages |
Abstract
Transformed Gaussian processes using Hermite expansions are revisited. An exact solution for the moment method is proposed with a Matlab program. The Central Limit Theorem is established for the coefficients of the expansion and the extreme behavior of such models is given. Eventually a numerical application to ocean waves is presented.
Related Topics
Physical Sciences and Engineering
Engineering
Mechanical Engineering
Authors
Jean-Marc Azaïs, Sébastien Déjean, José R. León, Fredéric Zwolska,