Introduction To Stochastic Processes And Random Vibration

These present notes on the theory of stochastic processes and random vibration are the outcome of series of lectures offered to graduate students of the civil engineering department. The material covered herein is intended for students mastering in advanced structural design so they can obtain a sufficient background knowledge for treatment of such dynamic loading as wind, earthquakes etc. using modern concepts and methods.

The contents of the notes have been extended considerably compared with the original material covered in the first trial courses. However, the notes have been kept as short as possible in order to comply with the planning of a short introductory course in random vibration within the scope of structural dynamics. It is hoped that the excess material may serve as reference for those who become more interested in this important subject.

The presentation has been made as general as possible with the notion in mind that the notes can also be of use for students of other subjects employing similar methods. However, the examples tend to be descriptive of problems in structural dynamics.

It is a pleasure to acknowledge the invaluable help rendered by my doctoral student, Ragnar Sigbjörnsson. He has done all the proofreading and also offered valuable critism and suggestions and with whom I have had many stimulating discussions about the material of these notes. I also wish to thank the staff of the Structural Research Laboratory who did all the painstaking work of typing and reproduction of the manuscript.