Transformation of random variables. Monte Carlo simulation. Probability distributions for response. Parameter-estimation. Extreme-value statistics. Stochastic processes. Auto- and cross-correlation functions. Spectra and cross-spectra. Differentiation of stochastic processes. Excitation-response of stochastic processes. Response-statistics.
Recommended previous knowledge
TMA4240/45 Statistics, TMR4247 Marine Technology - Hydrodynamics, TMR4182 Marine Dynamics or equivalent.
- To demonstrate detailed knowledge of the basic principles and methods which are used to describe stochastic processes with the emphasis on the applications to sealoads and motions of marine systems.
- To show detailed knowledge of statistical methods and of the basis for description of stochastic processes. This includes detailed knowledge of the topics given in the academic content.
- To be able to make simple calculations of stochastic loads on and responses of marine structures.
- To document mastering of the concepts and terminology which are used in statistical methods and for description of stochastic processes and how this is applied in marine technology.