Crossings of Second-Order Response Processes Subjected to LMA Loadings

Figure 6

Example 5.4: The dashed lines ($3$ in number) indicate the crossing intensities ${\mu }_N^s(u)$ using the proposed hybrid method, with sample size for simulated gamma processes ${\gamma }_i$ being $N=1000$; the corresponding irregular solid line is MC estimate; the thicker dashed dotted line is the saddle-point estimate ${\mu }^s(u)$ with Gaussian forcing; the corresponding irregular solid line is the corresponding MC estimate.