LOCAL MAXIMA IN QUADRATIC LMA PROCESSES

Random loads with heavy tails can be modeled as Laplace Moving Average (LMA) processes. LMA processes are non-Gaussian, strictly stationary and are characterized by mean, spectrum and two other parameters, which can be used to model the skewness and kurtosis of the marginal distribution. This study focuses on estimating the intensity of the local maxima of response of structures whose loads are quadratic functions of LMA processes. Examples of such loads arise due to sea-waves, wind loads etc on structures. Following the Kac-Siegert representation, a second order approximation of the Volterra expansion of the system enables representing the response as a quadratic combination of vector LMA processes. The intensity of the local maxima for the second order response is then computed using a hybrid approach.