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Remarks on Randomly Excited Oscillators
Author(s) -
vom Scheidt J.,
Starkloff H.J.,
Wunderlich R.
Publication year - 2002
Publication title -
zamm ‐ journal of applied mathematics and mechanics / zeitschrift für angewandte mathematik und mechanik
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 51
eISSN - 1521-4001
pISSN - 0044-2267
DOI - 10.1002/1521-4001(200211)82:11/12<847::aid-zamm847>3.0.co;2-q
Subject(s) - excitation , sense (electronics) , mathematics , excited state , stochastic process , statistical physics , order (exchange) , mathematical analysis , physics , quantum mechanics , statistics , chemistry , finance , economics
In the paper linear oscillators with stochastic excitation are considered. Explicit formulae for second‐order characteristics of random solution processes for input processes which are wide‐sense stationary or possess wide‐sense stationary increments are given. Further, asymptotic expansions in the case of weakly correlated excitation processes are derived.