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工程力学  2012 

单源随机向量及其在随机分析中的应用

DOI: 10.6052/j.issn.1000-4750.2011.05.0304, PP. 51-55

Keywords: 随机向量,随机分析,单源分析法,单源,独立性

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Abstract:

受正交展开思想的启发,定义了单源随机向量,证明了该文提出的单源随机向量的独立性,并就单源随机向量在随机分析中的应用进行了阐述,算例计算表明了这种单源分析方法的有效性。用单源随机向量表达复杂的随机系统,仅需1个基本随机变量,这对大幅减少随机分析的难度和计算量有重要意义,对基于相关理论的随机分析,如随机结构、随机场、随机过程以及复合随机问题,该方法都有应用价值。随机系统用单源随机向量模拟以后,相应的分析方法还有待进一步深入研究。

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