In general , the exact probability distribution of a definite non-Gaussian random field is not known. Some information about this unknown distribution can be obtained from the 3rd and 4th moment of the integral. Approximations to these moments are calculated by a numerical technique based on recursive application of Winterstein approximations) moment fitted linear combinations of Hermite Polynomials of standard Gaussian variables). By use of computerized symbol manipulations it is practicable to obtain exact moments (up to order 4) of partial weighted sums of mutually dependent variables with known moments (including mixed moments) as fx log-normal variables or polynomials of standard Gaussian variables. This sceme is used when calculating the moments of the integral (and eventually approximating the integral by a Winterstein approximation).
|Title of host publication||Probabilistic mechanics & structural reliability : Proceedings of the Seventh Specialty Conference|
|Place of Publication||new york|
|Publisher||American Society of Civil Engineers|
|Publication status||Published - 1996|
|Event||7th Specialty Conference on Probabilistic Mechanics and
Structural Reliability - Worchester , Massachusetts, USA|
Duration: 1 Jan 1996 → …
|Conference||7th Specialty Conference on Probabilistic Mechanics and Structural Reliability|
|City||Worchester , Massachusetts, USA|
|Period||01/01/1996 → …|
Mohr, G. (1996). Higher Moments of Weighted Integrals of Non-Gaussian Fields. In Probabilistic mechanics & structural reliability: Proceedings of the Seventh Specialty Conference (pp. 254-257). American Society of Civil Engineers.