6,654 research outputs found

    Almost Sure Invariance Principle for Continuous-Space Random Walk in Dynamic Random Environment

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    We consider a random walk on Rd\R^d in a polynomially mixing random environment that is refreshed at each time step. We use a martingale approach to give a necessary and sufficient condition for the almost-sure functional central limit theorem to hold.Comment: minor typos fixe

    Strong invariance and noise-comparison principles for some parabolic stochastic PDEs

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    We consider a system of interacting diffusions on the integer lattice. By letting the mesh size go to zero and by using a suitable scaling, we show that the system converges (in a strong sense) to a solution of the stochastic heat equation on the real line. As a consequence, we obtain comparison inequalities for product moments of the stochastic heat equation with different nonlinearities.Comment: 26 page

    Structural reliability prediction of a steel bridge element using dynamic object oriented Bayesian Network (DOOBN)

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    Different from conventional methods for structural reliability evaluation, such as, first/second-order reliability methods (FORM/SORM) or Monte Carlo simulation based on corresponding limit state functions, a novel approach based on dynamic objective oriented Bayesian network (DOOBN) for prediction of structural reliability of a steel bridge element has been proposed in this paper. The DOOBN approach can effectively model the deterioration processes of a steel bridge element and predict their structural reliability over time. This approach is also able to achieve Bayesian updating with observed information from measurements, monitoring and visual inspection. Moreover, the computational capacity embedded in the approach can be used to facilitate integrated management and maintenance optimization in a bridge system. A steel bridge girder is used to validate the proposed approach. The predicted results are compared with those evaluated by FORM method
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