On the First-Excursion Probability in Stationary Narrow-Band Random Vibration, II

The first-excursion probability of a stationary narrow-band Gaussian process with mean zero has been studied. Within the framework of point process approach, series approximations derived from the theory of random points and approximations based on the maximum entropy principle have been developed. With the aid of numerical examples, merits of the approximations proposed previously as well as of those developed in this paper have been compared. The results indicate that the maximum entropy principle has not produced satisfactory approximations but the approximation based on nonapproaching random points is found to be the best among all the approximations proposed herein. A conclusion drawn from the present and the previous studies is that the point process approach produces a number of useful approximations for the first-excursion probability, particularly those based on the concepts of the Markov process, the clump-size, and the nonapproaching random points.