Statistics of spatial average in a random two-state medium

A one-dimensional medium consisting of two alternating states is first studied. The occurrences of the states as well as the respective durations are assumed random according to a renewal process. The occurrence model is then extended to a two-dimensional medium by using appropriate two-dimensional...

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Published inStructural safety Vol. 6; no. 2; pp. 271 - 282
Main Authors Tang, Wilson H., Gibbert, Robert B.
Format Journal Article
LanguageEnglish
Published Elsevier Ltd 01.11.1989
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ISSN0167-4730
1879-3355
DOI10.1016/0167-4730(89)90027-1

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Abstract A one-dimensional medium consisting of two alternating states is first studied. The occurrences of the states as well as the respective durations are assumed random according to a renewal process. The occurrence model is then extended to a two-dimensional medium by using appropriate two-dimensional variance function for the discrete random field. The properties associated with the two states could be drastically different; they are also subject to uncertainties and spatial variation. A random variable or a random field could be used to model each material property. Satisfactory performance of a system associated with such medium could depend on the spatial averageover some domain within the medium, whose statistics are derived. These statistics would serve as inputs to reliability evaluation including the determination of exceedance probability of a given threshold by some local spatial average property. The effect of the shape of the rectangular averaging domain is studied by varying its aspect ratio. Results could be readily extrapolated to a three-dimensional medium by modifying the corresponding variance functions. Examples of two-state systems in engineering are cited that could apply the results of the proposed model. It could also be used to study the effect on the performance reliability due to possible presence of an anomalous state embedded within an otherwise statistically homogenous medium.
AbstractList A one-dimensional medium consisting of two alternating states is first studied. The occurrences of the states as well as the respective durations are assumed to be random according to a renewal process. The occurrence model is then extended to a two-dimensional medium by using an appropriate two-dimensional variance function for the discrete random field. The properties associated with the two states could be drastically different; they are also subject to uncertainties and spatial variation. A random variable or a random field could be used to model each material property. Satisfactory performance of a system associated with such a medium could depend on the spatial average over some domain within the medium, whose statistics are derived. These statistics would serve as inputs to reliability evaluation including the determination of exceedance probability of a given threshold by some local spatial average property. The effect of the shape of the rectangular averaging domain is studied by varying its aspect ratio. Example applications of the method are discussed.
A one-dimensional medium consisting of two alternating states is first studied. The occurrences of the states as well as the respective durations are assumed random according to a renewal process. The occurrence model is then extended to a two-dimensional medium by using appropriate two-dimensional variance function for the discrete random field. The properties associated with the two states could be drastically different; they are also subject to uncertainties and spatial variation. A random variable or a random field could be used to model each material property. Satisfactory performance of a system associated with such medium could depend on the spatial averageover some domain within the medium, whose statistics are derived. These statistics would serve as inputs to reliability evaluation including the determination of exceedance probability of a given threshold by some local spatial average property. The effect of the shape of the rectangular averaging domain is studied by varying its aspect ratio. Results could be readily extrapolated to a three-dimensional medium by modifying the corresponding variance functions. Examples of two-state systems in engineering are cited that could apply the results of the proposed model. It could also be used to study the effect on the performance reliability due to possible presence of an anomalous state embedded within an otherwise statistically homogenous medium.
Author Tang, Wilson H.
Gibbert, Robert B.
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Keywords exceedance probability
soil
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random field
random occurrence
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References Vanmarcke (BIB2) 1983
Tang, Sidi, Gilbert (BIB1) January 1989
Ang, Tang (BIB4) 1975
Vanmarcke (BIB3) December 1979
Tang (10.1016/0167-4730(89)90027-1_BIB1) 1989
Vanmarcke (10.1016/0167-4730(89)90027-1_BIB2) 1983
Ang (10.1016/0167-4730(89)90027-1_BIB4) 1975
Vanmarcke (10.1016/0167-4730(89)90027-1_BIB3) 1979
References_xml – year: December 1979
  ident: BIB3
  article-title: Averages and extremes of random fields
– year: 1975
  ident: BIB4
  publication-title: Probability Concepts in Engineering Planning and Design, Vol. I: Basic Principles
– start-page: 131
  year: January 1989
  end-page: 144
  ident: BIB1
  article-title: Average property in a random twostate medium
  publication-title: J. Eng. Mech., ASCE
– year: 1983
  ident: BIB2
  article-title: Random Field Analysis and Synthesis
– start-page: 131
  year: 1989
  ident: 10.1016/0167-4730(89)90027-1_BIB1
  article-title: Average property in a random twostate medium
  publication-title: J. Eng. Mech., ASCE
  doi: 10.1061/(ASCE)0733-9399(1989)115:1(131)
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  ident: 10.1016/0167-4730(89)90027-1_BIB4
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Snippet A one-dimensional medium consisting of two alternating states is first studied. The occurrences of the states as well as the respective durations are assumed...
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SubjectTerms anomaly
exceedance probability
random field
random occurrence
soil
Title Statistics of spatial average in a random two-state medium
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