Centre for Mathematical Sciences (2009)
Abstract The sea elevation at a fixed point is modelled as a quadratic form of a vector valued Gaussian process with arbitrary mean. An apparent wave is a part of the sea record observed between two...
Palm distributions of wave characteristics in encountering seas (2008)
Aberg, Sofia, Rychlik, Igor, Leadbetter, M. Ross
Distributions of wave characteristics of ocean waves, such as wave slope, waveheight or wavelength, are an important tool in a variety of oceanographic applications such as safety of ocean structures...
Rainflow Cycles, Markov Chains and Electrical Circuits (2008)
: Rainflow cycles are often used to describe variability of loads and stresses relevant for fatigue of metals. To each cycle there is attributed a damage, and the total fatigue damage due to a load...
WAVE Analysis Toolbox - a tutorial (Version 1.1) for use with Matlab 4.x (2007)
Contents Foreword iii 1 Random waves 1 1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 Definition of waves and wave characteristics . . . . . . . . . . ....
How fast are the two-dimensional Gaussian waves? (2002)
Anastassia Baxevani, Krzysztof Podgrski, Igor Rychlik
For a stationary two-dimensional random eld evolving in time, we derive the intensity distributions of appropriately dened velocities of crossing contours. The results are based on a generalization...
Position and height of the Global Maximum of a twice differentiable Stochastic Process I (2002)
For a stochastic process ! with absolutely continuous sample path derivative, a formula for the joint density of (T; Z), the position and height of the global maximum of ! in a closed interval, is...
Wave Statistics in Nonlinear Random Sea (2002)
The sea elevation at a xed point is modelled as a quadratic form of a vector valued Gaussian process with arbitrary mean. An apparent wave is a part of the sea record observed between two following...
St International Conference, Krzysztof Podg Orski, Igor Rychlik
The envelope process is a useful analytical tool which is often used to study wave groups. Most research on statistical properties of the envelope, and thus of wave groups, was focused on one...
Central limit theorem for wave-functionals of Gaussian processes (1999)
Piterbarg, Vladimir, Rychlik, Igor
In this paper a central limit theorem is proved for wave-functionals defined as the sums of wave amplitudes observed in sample paths of stationary continuously differentiable Gaussian processes....
Slepian Models and Regression Approximations in Crossing and Extreme Value Theory. (1998)
Lindgren, Georg, Rychlik, Igor
In crossing theory for stochastic processes the distribution of quantities such as distances between level crossing, maximum height of an excursion between level crossing, amplitude and wavelength,...
Two Barriers Problem for Continuously Differentiable Processes. (1998)
Durbin has presented a compact formula for the first passage density of a Gaussian process, which is locally like Brownian motion, to a smooth barrier. In previous works, we have extended the formula...
Statistical wave analysis with application to fatigue / (1986)
Thesis (doctoral)--University of Lund, 1986.
A note on Durbin's formula for the first-passage density
Durbin's formula for the first-passage density for a continuous Gaussian process to a general boundary is extended to continuously differentiable non-Gaussian processes, which are functions of a...