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Gamma processes and peaks-over-threshold distributions for time-dependent reliability

机译：伽玛过程和峰值阈值分布，以确保时间相关的可靠性

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摘要

In the evaluation of structural reliability, a failure is defined as the event in which stress exceeds a resistance that is liable to deterioration. This paper presents a method to combine the two stochastic processes of deteriorating resistance and fluctuating load for computing the time-dependent reliability of a structural component. The deterioration process is modelled as a gamma process, which is a stochastic process with independent non-negative increments having a gamma distribution with identical scale parameter. The stochastic process of loads is generated by a Poisson process. The variability of the random loads is modelled by a peaks-over-threshold distribution (such as the generalised Pareto distribution). These stochastic processes of deterioration and load are combined to evaluate the time-dependent reliability.
机译：在结构可靠性的评估中，将失效定义为应力超过易于劣化的抵抗力的情况。本文提出了一种方法，该方法将阻力递减和载荷波动这两个随机过程结合起来，以计算结构部件随时间变化的可靠性。退化过程被建模为伽马过程，这是具有独立的非负增量的随机过程，其具有具有相同比例参数的伽马分布。负载的随机过程是由泊松过程产生的。随机负载的可变性由阈值上的峰值分布（例如广义Pareto分布）建模。将这些随机的退化和负载过程组合起来，以评估随时间变化的可靠性。

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