SIMULATION OF MULTI-CORRELATED RANDOM PROCESSES AND APPLICATION TO STRUCTURAL VIBRATION PROBLEMS

( 1 ) The engineering applications are numerous. Only a few of these are also presented. Although many authors dealt with simulation of a single random process utilizing trigonometric series10),5), filtered white noisel) and correlated random pulse trains9) etc., only Shinozuka12) and Shinozuka and Jan13) and Borgman3) studied simulation of multi-correlated processes. The essential feature of Shinozuka and Jan's approach is to employ a mathematical model of a series of cosine functions by