Nonstationary envelope process and first excursion probability

Abstract

A definition of the envelope of nonstationary random processes is proposed. The establishment of the envelope definition makes it possible to simulate the nonstationary random envelope directly. Envelope statistics, such as the density function, joint density function, moment function, and level crossing rate, which are relevent to analyses of catastrophic failure, fatigue, and crack propagation in structures, are derived. Applications of the envelope statistics to the prediction of structural reliability under random loadings are discussed in detail.