A Markov method for approximate simulation of the sequence of extremes of a narrow-band normal process is presented. The simulation procedure has been implemented on an IBM-compatible AT microcomputer together with a fast control algorithm for a servo-hydraulic actuator. A series of fatigue life tests on 28 steel plate specimens with a central hole has been performed with constant amplitude and narrow band random loads, respectively. The two types of loading give exponents 8 and 6, respectively. The test indicate endurence limits at stress amplitudes to about 107 cycles to failure